Related papers: Exactly solvable discrete time Birth and Death pro…
We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.
We develop general expressions for the raising and lowering operators that belong to the orthogonal polynomials of hypergeometric type with discrete and continuous variable. We construct the creation and annihilation operators that…
In this paper, we study a class of orthogonal polynomials defined by a three-term recurrence relation with periodic coefficients. We derive explicit formulas for the generating function, the associated continued fraction, the orthogonality…
Moment estimation for stochastic differential equations (SDEs) is fundamental to the formal reasoning and verification of stochastic dynamical systems, yet remains challenging and is rarely available in closed form. In this paper, we study…
We consider a nonhomogeneous Burgers equation with time variable coefficients, and obtain an explicit solution of the general initial value problem in terms of solution to a corresponding linear ODE. Special exact solutions such as…
We present several examples of quasi-exactly solvable $N$-body problems in one, two and higher dimensions. We study various aspects of these problems in some detail. In particular, we show that in some of these examples the corresponding…
Orthogonal polynomials of a continuous variable in the Askey scheme satisfying second order difference equations, such as the Askey-Wilson polynomial, can be studied by the quantum mechanical formulation, idQM (discrete quantum mechanics…
We derive lower und upper bounds for the degree of regularity of an overdetermined, zero-dimensional and homogeneous quadratic semi-regular system of polynomial equations. The analysis is based on the interpretation of the associated…
Stochastic models that incorporate birth, death and immigration (also called birth-death and innovation models) are ubiquitous and applicable to many research topics such as quantifying species sizes in ecological populations, describing…
We study a collection of self-propelled polar particles on a two-dimensional substrate with birth and death. We introduce a minimal lattice model for the system using active Ising spins, where each particle can have two possible…
We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The conditions on the mean, variance and covariance functions of…
We address the problem of possible deformations of exactly solvable potentials having finitely many discrete eigenvalues of arbitrary choice. As Kay and Moses showed in 1956, reflectionless potentials in one dimensional quantum mechanics…
Three models from statistical physics can be analyzed by employing space-time determinantal processes: (1) crystal facets, in particular the statistical properties of the facet edge, and equivalently tilings of the plane, (2)…
We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support.…
We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…
This paper is focused on a class of spatial birth and death process of the Euclidean space where the birth rate is constant and the death rate of a given point is the shot noise created at its location by the other points of the current…
We describe random generation algorithms for a large class of random combinatorial objects called Schur processes, which are sequences of random (integer) partitions subject to certain interlacing conditions. This class contains several…
Based on the work of Chen and Its [{\em J. Approx. Theory} {\bf 162} ({2010}) {270--297}], we further study orthogonal polynomials with respect to the singularly perturbed Laguerre weight $w(x;t,\alpha) = {x^\alpha}{\mathrm e^{-…
Discrete-time birth-death processes may or may not have certain properties known as asymptotic aperiodicity and the strong ratio limit property. In all cases known to us a suitably normalized process having one property also possesses the…
The purpose of this note is to establish, from the hypergeometric-type difference equation introduced by Nikiforov and Uvarov, new tractable sufficient conditions for the monotonicity with respect to a real parameter of zeros of classical…