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We derive the Christoffel-Geronimus-Uvarov transformations of a system of bi-orthogonal polynomials and associated functions on the unit circle, that is to say the modification of the system corresponding to a rational modification of the…

Classical Analysis and ODEs · Mathematics 2008-11-26 N. S. Witte

Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…

Probability · Mathematics 2016-10-12 Jeffrey J. Hunter

We characterize the biorthogonal polynomials that appear in the theory of coupled random matrices via a Riemann-Hilbert problem. Our Riemann-Hilbert problem is different from the ones that were proposed recently by Ercolani and McLaughlin,…

Complex Variables · Mathematics 2010-07-29 A. B. J. Kuijlaars , K. T-R McLaughlin

Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The…

Classical Analysis and ODEs · Mathematics 2016-07-28 Giovanni A. Cassatella-Contra , Manuel Mañas

Exceptional orthogonal polynomials are families of orthogonal polynomials that arise as solutions of Sturm-Liouville eigenvalue problems. They generalize the classical families of Hermite, Laguerre, and Jacobi polynomials by allowing for…

Classical Analysis and ODEs · Mathematics 2021-02-23 María Ángeles García-Ferrero , David Gómez-Ullate , Robert Milson

A review of the uses of the CD kernel in the spectral theory of orthogonal polynomials, concentrating on recent results.

Spectral Theory · Mathematics 2008-06-11 Barry Simon

Orthogonal polynomials and multiple orthogonal polynomials are interesting special functions because there is a beautiful theory for them, with many examples and useful applications in mathematical physics, numerical analysis, statistics…

Classical Analysis and ODEs · Mathematics 2020-07-14 Walter Van Assche

We present a generalization of multiple orthogonal polynomials of type I and type II, which we call multiple orthogonal polynomials of mixed type. Some basic properties are formulated, and a Riemann-Hilbert problem for the multiple…

Classical Analysis and ODEs · Mathematics 2010-07-30 E. Daems , A. B. J. Kuijlaars

In this note we revisit one of the first known examples of exceptional orthogonal polynomials that was introduced by Dubov, Eleonskii, and Kulagin in relation to nonharmonic oscillators with equidistant spectra. We dissect the DEK…

Mathematical Physics · Physics 2023-07-12 Rachel Bailey , Maxim Derevyagin

Let $\{P_n \}_{n\ge0}$ be a sequence of monic orthogonal polynomials with respect to a quasi--definite linear functional $u$ and $\{Q_n \}_{n\ge0}$ a sequence of polynomials defined by $$Q_n(x)=P_n(x)+s_n P_{n-1}(x)+t_n P_{n-2}(x),\quad…

Classical Analysis and ODEs · Mathematics 2009-09-04 M. Alfaro , F. Marcellan , A. Pena , M. L. Rezola

Starting from degree N solutions of a time dependent Schroedinger-like equation for classical orthogonal polynomials, a linear matrix equation describing perturbations around the N zeros of the polynomial is derived. The matrix has…

Classical Analysis and ODEs · Mathematics 2015-06-23 Ryu Sasaki

We consider the class of biorthogonal polynomials that are used to solve the inverse spectral problem associated to elementary co-adjoint orbits of the Borel group of upper triangular matrices; these orbits are the phase space of…

Exactly Solvable and Integrable Systems · Physics 2008-04-02 M. Bertola , M. Gekhtman

We adapt the notion of the Darboux transformation to the context of polynomial Sturm-Liouville problems. As an application, we characterize the recently described $X_m$ Laguerre polynomials in terms of an isospectral Darboux transformation.…

Mathematical Physics · Physics 2010-12-02 David Gomez-Ullate , Niky Kamran , Robert Milson

The purpose of this work is to analyse a family of mutually orthogonal polynomials on the unit ball with respect to an inner product which includes an additional term on the sphere. First, we will get connection formulas relating classical…

Classical Analysis and ODEs · Mathematics 2016-02-24 Clotilde Martínez , Miguel A. Piñar

Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple…

Complex Variables · Mathematics 2008-09-24 Jinho Baik

The purpose of this paper is to obtain Fourier transforms of multivariate orthogonal structures on the paraboloid such as Laguerre polynomials on the paraboloid and Jacobi polynomials on the paraboloid, and to define two new families of…

Classical Analysis and ODEs · Mathematics 2025-09-08 Hasan Özkan Çetin , Rabia Aktaş Karaman

We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the…

Mathematical Physics · Physics 2014-04-23 Mattia Cafasso , Manuel D. de la Iglesia

Perturbation bounds for Mostow's decomposition and the bipolar decomposition of matrices have been computed. To do so, expressions for the derivative of the geometric mean of two positive definite matrices have been derived.

Functional Analysis · Mathematics 2017-04-28 Priyanka Grover , Pradip Mishra

The main result of this paper, Theorem 1.1, gives explicit formulae for the kernels of the ergodic decomposition measures for infinite Pickrell measures on spaces of infinite complex matrices. The kernels are obtained as the scaling limits…

Functional Analysis · Mathematics 2014-02-24 Alexander I. Bufetov , Yanqi Qiu

We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…

Statistics Theory · Mathematics 2018-12-07 Lionel Truquet