Related papers: QBD processes associated with Jacobi-Koornwinder b…
We review properties of q-orthogonal polynomials, related to their orthogonality, duality and connection with the theory of symmetric (self-adjoint) operators, represented by a Jacobi matrix. In particular, we show how one can naturally…
In this paper, a link between $q$-difference equations, Jacobi operators and orthogonal polynomials is given. Replacing the variable $x$ by $ q^{-n}$ in a Sturm-Liouville $q$-difference equation we discovered the Jacobi operator. With…
We present results on co-recursive associated Laguerre and Jacobi polynomials which are of interest for the solution of the Chapman-Kolmogorov equations of some birth and death processes with or without absorption. Explicit forms,…
The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach.…
In this research, as the new results of our previously proposed definition for the new class of $2D$ $q$-Appell polynomials, we derive some interesting relations including the recurrence relation and partial $q$-difference equation of the…
Let $X=\{X_t, t\ge0\}$ be a c\`{a}dl\`{a}g L\'{e}vy process, centered, with moments of all orders. There are two families of orthogonal polynomials associated with $X$. On one hand, the Kailath--Segall formula gives the relationship between…
In 1975, Koornwinder gave a method to construct orthogonal polynomials in two variables using the classical Jacobi polynomials. In [5], the authors introduced some new examples of Koornwinder polynomials obtained from the Koornwinder…
An equivariant characteristic quasi-polynomial is a quasi-polynomial in $q$ consisting of the permutation character on the mod $q$ complement of the corresponding Coxeter arrangement. This concept is a refinement of the conventional…
We develop a theory of Jacobi polynomials for parabolic subgroups of finite reflection groups that specializes to the cases studied by Heckman and Opdam in which the whole group and the trivial group are considered. For the intermediate…
The classical Jacobi polynomials on the interval $[-1,1]$ are eigenfunctions of a second order differential operator. It is well known that this operator generates a diffusion process on $[-1,1]$. Further, this fact admits an extension to…
We define the analogue of Jack's (Jacobi) polynomials, which were defined for finite-dimensional root system by Heckman and Opdam as eigenfunctions of trigonometric Sutherland operator for the affine root system $\hat A_{n-1}$. In the…
We study the properties and asymptotics of the Jacobi matrices associated with equilibrium measures of the weakly equilibrium Cantor sets. These family of Cantor sets were defined and different aspects of orthogonal polynomials on them were…
We study a family of bivariate orthogonal polynomials associated to the deltoid curve. These polynomials arise when classifying bivariate diffusion operators that have discrete spectral decomposition given by orthogonal polynomials with…
A discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process), $\{{\boldsymbol{Y}}_n\}=\{(X_{1,n},X_{2,n},J_n)\}$, is a two-dimensional skip-free random walk $\{(X_{1,n},X_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental…
The $q$-Ornstein-Uhlenbeck processes, $q\in(-1,1)$, are a family of stationary Markov processes that converge weakly to the standard Ornstein-Uhlenbeck process as $q$ tends to 1. It has been noticed recently that in terms of path…
This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure.…
Our primary result concerns the positivity of specific kernels constructed using the $q$-ultraspherical polynomials. In other words, it concerns a two-parameter family of bivariate, compactly supported distributions. Moreover, this family…
We investigate the quasinormal modes (QNMs) of a massive scalar field in the background of a regular black hole arising from the proper-time flow in asymptotically safe gravity. This quantum-corrected geometry, characterized by a…
We consider stochastic UL and LU block factorizations of the one-step transition probability matrix for a discrete-time quasi-birth-and-death process, namely a stochastic block tridiagonal matrix. The simpler case of random walks with only…
We show how to obtain linear combinations of polynomials in an orthogonal sequence $\{P_n\}_{n\geq 0}$, such as $Q_{n,k}(x)=\sum\limits_{i=0}^k a_{n,i}P_{n-i}(x)$, $a_{n,0}a_{n,k}\neq0$, that characterize quasi-orthogonal polynomials of…