Related papers: Infinite-dimensional $q$-Jacobi Markov processes

We prove that of the creator operators, on the $d$ commuting indeterminates polynomial algebra, are linearly independent. We further study the connection between the classical (one dimensional) and the multi-dimensional ($d$-dimensional, $d…

Coefficients of super Jacobi polynomials of type $B(1,n)$ are rational functions in three parameters $k,p,q$. At the point $(-1,0,0)$ these coefficient may have poles. Let us set $q=0$ and consider pair $(k,p)$ as a point of $\Bbb A^2$. If…

This paper surveys eight classes of polynomials associated with $A$-type and $BC$-type root systems: Jack, Jacobi, Macdonald and Koornwinder polynomials and interpolation (or shifted) Jack and Macdonald polynomials and their $BC$-type…

We construct a family of pairwise commuting operators such that the Jack symmetric functions of infinitely many variables $x_1,x_2,...$ are their eigenfunctions. These operators are defined as limits at $N\to\infty$ of renormalised…

The aim of this paper is to give an example of a non-commutative discrete hypergroup associated with $q$-disk polynomials. These are polynomials $R_{l,m}^{(\a)}$ in two non-commuting variables which are expressed through little $q$-Jacobi…

The $(-1)$-Jacobi, Bannai-Ito, and $(-1)$-Meixner-Pollaczek polynomials are studied in [Trans. Amer. Math. Soc. 364 (2012), 5491-5507], [Adv. Math. 229 (2012), 2123-2158], and [Stud. Appl. Math. 153 (2024), e12728], respectively, through…

Quadratic harnesses are time-inhomogeneous Markov polynomial processes with linear conditional expectations and quadratic conditional variances with respect to the past-future filtrations. Typically they are determined by five numerical…

In this paper we introduce the notion of infinite dimensional Jacobi structure to describe the geometrical structure of a class of nonlocal Hamiltonian systems which appear naturally when applying reciprocal transformations to Hamiltonian…

For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…

We construct and analyze the Jacobi process - in mathematical biology referred to as Wright-Fisher diffusion - using a Dirichlet form. The corresponding Dirichlet space takes the form of a Sobolev space with different weights for the…

We derive a generalized Rogers generating function and corresponding definite integral, for the continuous $q$-ultraspherical polynomials by applying its connection relation and utilizing orthogonality. Using a recent generalization of the…

The Carleman approach is well-known in the field of deterministic classical dynamics as a method to replace a finite number $d$ of non-linear differential equations by an infinite-dimensional linear system. Here this approach is applied to…

We consider a multilevel continuous time Markov chain $X(s;N) = (X_i^j(s;N): 1 \leq i \leq j \leq N)$, which is defined by means of Jack symmetric functions and forms a certain discretization of the multilevel Dyson Brownian motion. The…

We study two families of QBD processes with linear rates: (A) the multiserver retrial queue and its easier relative; and (B) the multiserver M/M/infinity Markov modulated queue. The linear rates imply that the stationary probabilities…

In this paper we review and derive hyperbolic and trigonometric double summation addition theorems for Jacobi functions of the first and second kind. In connection with these addition theorems, we perform a full analysis of the relation…

Iterated Geronimus transformations generate Sobolev-type orthogonal polynomials from classical families. We establish a direct equivalence between a Sobolev inner product involving point evaluation and the first derivative at a point a…

We derive explicit dimension formulas for irreducible $M_F$-spherical $K_F$-representations where $K_F$ is the maximal compact subgroup of the general linear group $GL(d,F)$ over a local field $F$ and $M_F$ is a closed subgroup of $K_F$…

We introduce a new family of $N$-dimensional quantum superintegrable model consisting of double singular oscillators of type $(n,N-n)$. The special cases $(2,2)$ and $(4,4)$ were previously identified as the duals of 3- and 5-dimensional…

We introduce and study a family of $(q,t)$-deformed discrete $N$-particle beta ensembles, where $q$ and $t$ are the parameters of Macdonald polynomials. The main result is the existence of a large-$N$ limit transition leading to random…

For the class of quantum integrable models generated from the $q-$Onsager algebra, a basis of bispectral multivariable $q-$orthogonal polynomials is exhibited. In a first part, it is shown that the multivariable Askey-Wilson polynomials…