Related papers: The bilateral birth-death chain generated by the a…
Let J be a monic Jacobi matrix associated with the Cauchy transform F of a probability measure. We construct a pair of the lower and upper triangular block matrices L and U such that J=LU and the matrix J_c=UL is a monic generalized Jacobi…
Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior…
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.…
A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…
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…
We express the topological expansion of the Jacobi Unitary Ensemble in terms of triple monotone Hurwitz numbers. This completes the combinatorial interpretation of the topological expansion of the classical unitary invariant matrix…
We formulate a discrete two-state stochastic process with elementary rules that give rise to Born statistics and reproduce the probabilities from the Schr\"odinger equation under an associated Hamiltonian matrix, which we identify. We…
We continue studying the connection between Jacobi matrices defined on a tree and multiple orthogonal polynomials (MOPs) that was discovered previously by the authors. In this paper, we consider Angelesco systems formed by two analytic…
The multi-indexed Laguerre and Jacobi polynomials form a complete set of orthogonal polynomials. They satisfy second-order differential equations but not three term recurrence relations, because of the 'holes' in their degrees. The…
This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on each other. Two models of a random environment are considered:…
It has been recently discovered that exceptional families of Sturm-Liouville orthogonal polynomials exist, that generalize in some sense the classical polynomials of Hermite, Laguerre and Jacobi. In this paper we show how new families of…
In this paper we present a systematic way to describe exceptional Jacobi polynomials via two partitions. We give the construction of these polynomials and restate the known aspects of these polynomials in terms of their partitions. The aim…
In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we recall the necessary and sufficient conditions on the…
Inspired by the classical spectral analysis of birth-death chains using orthogonal polynomials, we study an analogous set of constructions in the context of open quantum dynamics and related walks. In such setting, block tridiagonal…
Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…
The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…
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 investigate the construction of circulant matrices derived from primitive roots over finite fields. Our approach reduces exponential sums to Jacobi sums, thereby establishing explicit connections between character theory and matrix…
The multi-indexed Jacobi polynomials are the main part of the eigenfunctions of exactly solvable quantum mechanical systems obtained by certain deformations of the P\"oschl-Teller potential (Odake-Sasaki). By fine-tuning the parameter(s) of…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…