Related papers: Exactly solvable discrete time Birth and Death pro…
New bispectral orthogonal polynomials are obtained from an unconventional truncation of the Askey-Wilson polynomials. In the limit $q \to 1$, they reduce to the para-Racah polynomials which are orthogonal with respect to a quadratic…
In this paper, we introduce a family of discrete rectangular uniform distributions on the natural numbers-referred to as orthogonal dice-characterized by the property that their means equal their variances. These distributions arise…
We present here a probabilistic approach to the generation of new polynomials in two discrete variables. This extends our earlier work on the 'classical' orthogonal polynomials in a previously unexplored direction, resulting in the…
We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…
Many spatio-temporal data record the time of birth and death of individuals, along with their spatial trajectories during their lifetime, whether through continuous-time observations or discrete-time observations. Natural applications…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
A technique is introduced which allows to generate -- starting from any solvable discrete-time dynamical system involving N time-dependent variables -- new, generally nonlinear, generations of discrete-time dynamical systems, also involving…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
Krawtchouk's polynomials occur classically as orthogonal polynomials with respect to the binomial distribution. They may be also expressed in the form of matrices, that emerge as arrays of the values that the polynomials take. The algebraic…
Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper. By using the well known discrete semimartingale convergence…
Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…
We obtain new explicit formulas for the recurrence coefficients of the q-orthogonal polynomial sequences in a class that extends the q-Askey scheme. Our formulas express the recurrence coefficients in terms of four parameters that determine…
We derive double-product representations of nonterminating basic hypergeometric series using diagonalization, a method introduced by Theo William Chaundy in 1943. We refer to this result as the $q$-Chaundy theorem and several limiting $q\to…
For a class of time inhomogenous distribution dependent birth-death processes, we derive the well-posedness, $\mathbb{W}_p$-estimate, exponential ergodicity, and uniform in time propagation of chaos. These extend the corresponding results…
We propose a new deterministic growth model which captures certain features of both the Gompertz and Korf laws. We investigate its main properties, with special attention to the correction factor, the relative growth rate, the inflection…
We derive a charged black hole solution in four dimensions described by $SL(2,R)\times SU(2)\times U(1)/U(1)^2$ WZW coset model. Using the algebraic Hamiltonian method we calculate the corresponding solution that is exact to all orders in…
It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the…
We give new formulas on the total number of born particles in the stable birth-and-assassination process, and prove that it has an heavy-tailed distribution. We also establish that this process is a scaling limit of a process of rumor…
The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…
We analyze Su-Schrieffer-Heeger (SSH) models using the doubling method for orthogonal polynomial sequences. This approach yields the analytical spectrum and exact eigenstates of the models. We demonstrate that the standard SSH model is…