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Hamiltonian formulation of N=3 systems is considered in general. The Jacobi equation is solved in three classes. Compatible Poisson structures in these classes are determined and explicitly given. The corresponding bi-Hamiltonian systems…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 Ahmet Ay , Metin Gurses , Kostyantyn Zheltukhin

We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…

Mathematical Physics · Physics 2011-03-28 P. M. Bleher , A. B. J. Kuijlaars

Let $\{P_n \}_{n\ge0}$ be a sequence of monic orthogonal polynomials with respect to a quasi--definite linear functional $u$ and $\{Q_n \}_{n\ge0}$ a sequence of polynomials defined by $$Q_n(x)=P_n(x)+s_n P_{n-1}(x)+t_n P_{n-2}(x),\quad…

Classical Analysis and ODEs · Mathematics 2009-09-04 M. Alfaro , F. Marcellan , A. Pena , M. L. Rezola

Zernike polynomials are a basis of orthogonal polynomials on the unit disk that are a natural basis for representing smooth functions. They arise in a number of applications including optics and atmospheric sciences. In this paper, we…

Numerical Analysis · Mathematics 2018-11-08 Philip Greengard , Kirill Serkh

We look for spectral type differential equations for the generalized Jacobi polynomials and for the Sobolev-Laguerre polynomials. We use a method involving computeralgebra packages like Maple and Mathematica and we will give some…

Classical Analysis and ODEs · Mathematics 2007-05-23 Roelof Koekoek

The Painlev\'{e} equations arise from the study of Hankel determinants generated by moment matrices, whose weights are expressed as the product of ``classical" weights multiplied by suitable ``deformation factors", usually dependent on a…

Classical Analysis and ODEs · Mathematics 2020-01-08 Yang Chen , Galina Filipuk , Longjun Zhan

We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…

Classical Analysis and ODEs · Mathematics 2017-02-07 Grzegorz Świderski

We describe an ensemble of (sparse) random matrices whose eigenvalues follow the Gibbs distribution for n particles of the Coulomb gas on the unit circle at inverse temperature beta. Our approach combines elements from the theory of…

Spectral Theory · Mathematics 2007-05-23 R. Killip , I. Nenciu

We look for spectral type differential equations satisfied by the generalized Jacobi polynomials, which are orthogonal on the interval [-1,1] with respect to a weight function consisting of the classical Jacobi weight function together with…

Classical Analysis and ODEs · Mathematics 2015-06-26 J. Koekoek , R. Koekoek

We study a family of orthogonal polynomials which satisfy (apart from a 3-term recurrence relation) an eigenvalue equation involving a third order differential operator of Dunkl-type. The orthogonality measure of these polynomials consists…

Classical Analysis and ODEs · Mathematics 2015-02-20 Luc Vinet , Guo-Fu Yu , Alexei Zhedanov

We construct a binomial tree model fitting all moments to the approximated geometric Brownian motion. Our construction generalizes the classical Cox-Ross-Rubinstein, the Jarrow-Rudd, and the Tian binomial tree models. The new binomial model…

Pricing of Securities · Quantitative Finance 2016-12-07 Y. S. Kim , S. Stoyanov , S. Rachev , F. Fabozzi

We demonstrate that a system of bi-orthogonal polynomials and their associated functions corresponding to a regular semi-classical weight on the unit circle constitute a class of general classical solutions to the Garnier systems by…

Classical Analysis and ODEs · Mathematics 2010-05-28 N. S. Witte

At large quantum numbers, the probability densities for particle-in-a-box or simple harmonic oscillator converge to the classical result upon coarse-graining the quantum mechanical probability densities by introducing a finite resolution in…

Quantum Physics · Physics 2024-11-05 Raghunathan Ramakrishnan

In the recent progress [BE1], [M], [Z1] and [Z2], the well-known Jacobian conjecture ([BCW], [E]) has been reduced to a problem on HN (Hessian nilpotent) polynomials (the polynomials whose Hessian matrix are nilpotent) and their (deformed)…

Complex Variables · Mathematics 2009-02-02 Wenhua Zhao

We show that a confluent case of the big q-Jacobi polynomials P_n(x;a,b,c;q), which corresponds to a=b=-c, leads to a discrete orthogonality relation for imaginary values of the parameter a (outside of its commonly known domain 0<a<…

Classical Analysis and ODEs · Mathematics 2015-06-26 N. M. Atakishiyev , A. U. Klimyk

Some particular examples of classical and quantum systems on the lattice are solved with the help of orthogonal polynomials and its connection to continuous models are explored.

Mathematical Physics · Physics 2007-05-23 M. Lorente

Let $n\geq 2$ and $\mathbb K $ be a number field of characteristic $0$. Jacobian Conjecture asserts for a polynomial map $\mathcal P$ from $\mathbb K ^n$ to itself, if the determinant of its Jacobian matrix is a nonzero constant in $\mathbb…

General Mathematics · Mathematics 2020-05-19 Jiang Liu

The subject of this paper is a Jacobian, introduced by F. Lazzeri, (unpublished), associated to every compact oriented riemannian manifold of dimension twice an odd number. We start the investigation of Torelli type problems and Schottky…

Algebraic Geometry · Mathematics 2007-05-23 Elena Rubei

We consider weighted negatively reinforced urn schemes with finitely many colours. An urn scheme is called negatively reinforced, if the selection probability for a colour is proportional to the weight $w$ of the colour proportion, where…

Probability · Mathematics 2019-05-28 Gursharn Kaur

We introduce and analyse a new family of multiple orthogonal polynomials of hypergeometric type with respect to two measures supported on the positive real line which can be described in terms of confluent hypergeometric functions of the…

Classical Analysis and ODEs · Mathematics 2020-01-22 Hélder Lima , Ana Loureiro