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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…

Probability · Mathematics 2022-07-20 Ryu Sasaki

Many examples of exactly solvable birth and death processes, a typical stationary Markov chain, are presented together with the explicit expressions of the transition probabilities. They are derived by similarity transforming exactly…

Mathematical Physics · Physics 2015-05-13 Ryu Sasaki

The multi-indexed orthogonal polynomials (the Meixner, little $q$-Jacobi (Laguerre), ($q$-)Racah, Wilson, Askey-Wilson types) satisfying second order difference equations were constructed in discrete quantum mechanics. They are polynomials…

Mathematical Physics · Physics 2018-01-16 Satoru Odake

In previous papers, we discussed the recurrence relations of the multi-indexed orthogonal polynomials of the Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we explore those of the Racah and $q$-Racah types. For the…

Mathematical Physics · Physics 2020-06-23 Satoru Odake

We consider dual polynomials of the multi-indexed ($q$-)Racah orthogonal polynomials. The $M$-indexed ($q$-)Racah polynomials satisfy the second order difference equations and various $1+2L$ ($L\geq M+1$) term recurrence relations with…

Mathematical Physics · Physics 2019-02-12 Satoru Odake

The Hamiltonians of finite type discrete quantum mechanics with real shifts are real symmetric matrices of order $N+1$. We discuss the Darboux transformations with higher degree ($>N$) polynomial solutions as seed solutions. They are…

Mathematical Physics · Physics 2023-07-19 Satoru Odake

Based on the framework of Plamen Iliev, multivariate Meixner polynomials are constructed explicitly as Birth and Death polynomials. They form the complete set of eigenpolynomials of a birth and death process with the birth and death rates…

Classical Analysis and ODEs · Mathematics 2023-10-10 Ryu Sasaki

The discrete orthogonality relations for the multi-indexed orthogonal polynomials in discrete quantum mechanics with pure imaginary shifts are investigated. We show that the discrete orthogonality relations hold for the case-(1)…

Mathematical Physics · Physics 2024-06-21 Satoru Odake

Multi-indexed orthogonal polynomials describe eigenfunctions of exactly solvable shape-invariant quantum mechanical systems in one dimension obtained by the method of virtual states deletion. Multi-indexed orthogonal polynomials are labeled…

Mathematical Physics · Physics 2015-06-17 Satoru Odake

Infinite families of multi-indexed orthogonal polynomials are discovered as the solutions of exactly solvable one-dimensional quantum mechanical systems. The simplest examples, the one-indexed orthogonal polynomials, are the infinite…

Mathematical Physics · Physics 2015-05-28 Satoru Odake , Ryu Sasaki

In previous papers, we discussed the recurrence relations of the multi-indexed orthogonal polynomials of the Laguerre, Jacobi, Wilson, Askey-Wilson, Racah and $q$-Racah types. In this paper we explore those of the Meixner-Pollaczek and…

Mathematical Physics · Physics 2020-06-23 Satoru Odake

As the fourth stage of the project multi-indexed orthogonal polynomials, we present the multi-indexed Meixner and little $q$-Jacobi (Laguerre) polynomials in the framework of `discrete quantum mechanics' with real shifts defined on the…

Classical Analysis and ODEs · Mathematics 2017-03-28 Satoru Odake , Ryu Sasaki

About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…

Probability · Mathematics 2022-06-17 Satoru Odake , Ryu Sasaki

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…

Classical Analysis and ODEs · Mathematics 2023-10-10 Ryu Sasaki

This paper defines the multivariate Krawtchouk polynomials, orthogonal on the multinomial distribution, and summarizes their properties as a review. The multivariate Krawtchouk polynomials are symmetric functions of orthogonal sets of…

Probability · Mathematics 2016-05-04 Robert Griffiths

As the second stage of the project multi-indexed orthogonal polynomials, we present, in the framework of `discrete quantum mechanics' with real shifts in one dimension, the multi-indexed (q-)Racah polynomials. They are obtained from the…

Mathematical Physics · Physics 2015-06-04 Satoru Odake , Ryu Sasaki

We present new exactly solvable systems of the discrete quantum mechanics with pure imaginary shifts, whose physical range of the coordinate is the whole real line. These systems are shape invariant and their eigenfunctions are described by…

Mathematical Physics · Physics 2020-06-23 Satoru Odake

In 1991 Tratnik derived two systems of multivariable orthogonal Racah polynomials and considered their limit cases. q-Extensions of these systems are derived, yielding systems of multivariable orthogonal q-Racah polynomials, from which…

Classical Analysis and ODEs · Mathematics 2007-05-23 George Gasper , Mizan Rahman

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…

Probability · Mathematics 2020-02-13 Lidia Fernández , Manuel D. de la Iglesia

Ordinary orthogonal polynomials are uniquely characterized by the three term recurrence relations up to an overall multiplicative constant. We show that the newly discovered M-indexed orthogonal polynomials satisfy 3+2M term recurrence…

Mathematical Physics · Physics 2015-06-15 Satoru Odake
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