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We consider models of the population or opinion dynamics which result in the non-linear stochastic differential equations (SDEs) exhibiting the spurious long-range memory. In this context, the correspondence between the description of the…
We use the well-known observation that the solutions of Jacobi's differential equation can be represented via non-oscillatory phase and amplitude functions to develop a fast algorithm for computing multi-dimensional Jacobi polynomial…
We introduce a class of birth-and-death Polya urns, which allow for both sampling and removal of observations governed by an auxiliary inhomogeneous Bernoulli process, and investigate the asymptotic behaviour of the induced allelic…
The direct or algorithmic approach for the Jacobian problem, consisting of the direct construction of the inverse polynomials is proposed. The so called principle and derived Jacobi conditions are proposed and discussed. The algorithmic…
We obtain representations of $X_1$ exceptional orthogonal polynomials through determinants of matrices that have certain adjusted moments as entries. We start out directly from the Darboux transformation, allowing for a universal…
In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable…
Markov chains have long been used for generating random variates from spatial point processes. Broadly speaking, these chains fall into two categories: Metropolis-Hastings type chains running in discrete time and spatial birth-death chains…
We study continuous-time open quantum walks in one dimension through a matrix representation, focusing on nearest-neighbor transitions for which an associated weight matrix exists. Statistics such as site recurrence are studied in terms of…
For a two-parameter family of lower triangular matrices with entries involving Jacobi polynomials an explicit inverse is given, with entries involving a sum of two Jacobi polynomials. The formula simplifies in the Gegenbauer case and then…
The possibility for the Jacobi equation to admit in some cases general solutions that are polynomials has been recently highlighted by Calogero and Yi, who termed them para-Jacobi polynomials. Such polynomials are used here to build seed…
In this paper, we consider a generalized birth-death process (GBDP) and examined its linear versions. Using its transition probabilities, we obtain the system of differential equations that governs its state probabilities. The distribution…
A two-variable generalization of the Big $-1$ Jacobi polynomials is introduced and characterized. These bivariate polynomials are constructed as a coupled product of two univariate Big $-1$ Jacobi polynomials. Their orthogonality measure is…
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 an informal review of results on asymptotics of orthogonal polynomials, stressing their spectral aspects and similarity in two cases considered. They are polynomials orthonormal on a finite union of disjoint intervals with…
We consider consistent dynamics for non-intersecting birth and death chains, originating from dualities of stochastic coalescing flows and one dimensional orthogonal polynomials. As corollaries, we obtain unified and simple probabilistic…
The quadratic rank two Jacobi algebra is identified from the relations obeyed by the bispectral operators of the two variable Jacobi polynomials orthogonal on the triangle. It is seen to admit as subalgebras Racah and Jacobi algebras of…
The rank two Jacobi algebra $\mathcal{J}_2$ is used to provide an interpretation of the two-variable Jacobi polynomials $J_{n,k}^{(a,b,c)}(x,y)$ on the triangle, as overlaps between two representation bases. The subalgebra structure of…
We develop a likelihood-based inference for finite-state birth-death processes with composite birth rates, in which multiple distinct mechanisms contribute additively to the total birth intensity. Our main motivating example is an SIS…
We study a fractional birth-death process with state dependent birth and death rates. It is defined using a system of fractional differential equations that generalizes the classical birth-death process introduced by Feller (1939). We…
We describe fast algorithms for approximating the connection coefficients between a family of orthogonal polynomials and another family with a polynomially or rationally modified measure. The connection coefficients are computed via…