Related papers: Infinite-dimensional $q$-Jacobi Markov processes
We study Jacobi processes $(X_{t})_{t\ge0}$ on the compact spaces $[-1,1]^N$ and on the noncompact spaces $[1,\infty[^N$ which are motivated by the Heckman-Opdam theory for the root systems of type BC and associated integrable particle…
This paper studies properties of q-Jacobi polynomials and their duals by means of operators of the discrete series representations for the quantum algebra U_q(su_{1,1}). Spectrum and eigenfunctions of these operators are found explicitly.…
We introduce a stochastic dynamics related to the measures that arise in harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on Gelfand-Tsetlin graph. We…
We show that a confluent case of the big q-Jacobi polynomials P_n(x;a,b,c;q), which corresponds to a=b=-c, leads to a discrete orthogonality relation for imaginary values of the parameter a (outside of its commonly known domain 0<a<…
We study a new family of "classical" orthogonal polynomials, here called big -1 Jacobi polynomials, which satisfy (apart from a 3-term recurrence relation) an eigenvalue problem with differential operators of Dunkl-type. These polynomials…
We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…
We consider a realization of supersymmetric quantum mechanics where supercharges are differential-difference operators with reflections. A supersymmetric system with an extended Scarf I potential is presented and analyzed. Its…
The present work stemmed from the study of the problem of harmonic analysis on the infinite-dimensional unitary group U(\infty). That problem consisted in the decomposition of a certain 4-parameter family of unitary representations, which…
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…
An explicit structure relation for Askey-Wilson polynomials is given. This involves a divided q-difference operator which is skew symmetric with respect to the Askey-Wilson inner product and which sends polynomials of degree n to…
We give a detailed description of the resolution of the identity of a second order $q$-difference operator considered as an unbounded self-adjoint operator on two different Hilbert spaces. The $q$-difference operator and the two choices of…
We construct a family of Markov processes with continuous sample trajectories on an infinite-dimensional space, the Thoma simplex. The family depends on three continuous parameters, one of which, the Jack parameter, is similar to the beta…
The main result of the paper is a construction of a five-parameter family of new bases in the algebra of symmetric functions. These bases are inhomogeneous and share many properties of systems of orthogonal polynomials on an interval of the…
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 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 define a one-parameter family of two-sided coideals in U_q(gl(n)) and study the corresponding algebras of infinitesimally right invariant functions on the quantum unitary group U_q(n). The Plancherel decomposition of these algebras with…
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…
In the lecture notes we start off with an introduction to the $q$-hypergeometric series, or basic hypergeometric series, and we derive some elementary summation and transformation results. Then the $q$-hypergeometric difference equation is…
Using Okounkov's $q$-integral representation of Macdonald polynomials we construct an infinite sequence $\Omega_1,\Omega_2,\Omega_3,\dots$ of countable sets linked by transition probabilities from $\Omega_N$ to $\Omega_{N-1}$ for each…
This is the second part of the project `unified theory of classical orthogonal polynomials of a discrete variable derived from the eigenvalue problems of hermitian matrices.' In a previous paper, orthogonal polynomials having Jackson…