Related papers: QBD processes associated with Jacobi-Koornwinder b…

The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to…

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<…

We give a probabilistic interpretation of the associated Jacobi polynomials, which can be constructed from the three-term recurrence relation for the classical Jacobi polynomials by shifting the integer index $n$ by a real number $t$. Under…

This paper surveys eight classes of polynomials associated with $A$-type and $BC$-type root systems: Jack, Jacobi, Macdonald and Koornwinder polynomials and interpolation (or shifted) Jack and Macdonald polynomials and their $BC$-type…

The aim of this paper is to derive (by using two operators, representable by a Jacobi matrix) a family of q-orthogonal polynomials, which turn to be dual to alternative q-Charlier polynomials. A discrete orthogonality relation and a…

In this work, we introduce and construct specific $q$-polynomials that are desired from the well-established families of $q$-orthogonal polynomials, namely little $q$-Jacobi polynomials and $q$-Laguerre polynomials, respectively. We examine…

We present the case-(1) multi-indexed orthogonal polynomials of a discrete variable for 8 types ((dual)($q$-)Hahn, three kinds of $q$-Krawtchouk and $q$-Meixner). Based on them and the case-(1) multi-indexed orthogonal polynomials of Racah,…

We present 15 explicit examples of discrete time Birth and Death processes which are exactly solvable. They are related to the hypergeometric orthogonal polynomials of Askey scheme having discrete orthogonality measures. Namely, they are…

Multivariate Krawtchouk polynomials are constructed explicitly as Birth and Death polynomials, which have the nearest neighbour interactions. They form the complete set of eigenpolynomials of a birth and death process with the birth and…

The quasi-normal modes of black holes play various important roles in gravitational wave theory, signal modeling, and data analysis; however, there remain open questions about their mathematical properties. Aspects of classical polynomial…

We consider an urn model leading to a random walk that can be solved explicitly in terms of the well known Jacobi polynomials.

Koornwinder polynomials are a 6-parameter BC_n-symmetric family of Laurent polynomials indexed by partitions, from which Macdonald polynomials can be recovered in suitable limits of the parameters. As in the Macdonald polynomial case,…

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…

We study the bispectrality of Jacobi type polynomials, which are eigenfunctions of higher-order differential operators and can be defined by taking suitable linear combinations of a fixed number of consecutive Jacobi polynomials. Jacobi…

We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. One is based on a decomposition through first passage times to…

We discuss quadratic transformations for orthogonal polynomials in one and two variables. In the one-variable case we list many (or all) quadratic transformations between families in the Askey scheme or $q$-Askey scheme. In the two-variable…

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…

A second-order differential (q-difference) eigenvalue equation is constructed whose solutions are generating functions of the dual (q-)Hahn polynomials. The fact is noticed that these generating functions are reduced to the (little…

It is well known that Sobolev-type orthogonal polynomials with respect to measures supported on the real line satisfy higher-order recurrence relations and these can be expressed as a (2N+1)-banded symmetric semi-infinite matrix. In this…

We consider a discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process for short) $\{(\boldsymbol{X}_n,J_n)\}$ on $\mathbb{Z}_+^2\times S_0$, where $\boldsymbol{X}_n=(X_{1,n},X_{2,n})$ is the level state, $J_n$ the phase…