Related papers: Infinite-dimensional $q$-Jacobi Markov processes
The multi-indexed Jacobi polynomials are the main part of the eigenfunctions of exactly solvable quantum mechanical systems obtained by certain deformations of the P\"oschl-Teller potential (Odake-Sasaki). By fine-tuning the parameter(s) of…
A second-order differential (q-difference) eigenvalue equation is constructed whose solutions are generating functions of the dual (q-)Hahn polynomials. The fact is noticed that these generating functions are reduced to the (little…
It is shown that the CMV Laurent polynomials associated to the sieved Jacobi polynomials on the unit circle satisfy an eigenvalue equation with respect to a first order differential operator of Dunkl type. Using this result, the sieved…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
Let $\mu$ = ($\mu$t)t$\in$R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t$\in$R : ]0, 1[ $\rightarrow$ RR, given by Gt($\alpha$) = inf{x $\in$ R : $\mu$t(]--$\infty$, x]) > $\alpha$}, is not Markov in…
The classical q-hypergeometric orthogonal polynomials are assembled into a hierarchy called the q-Askey scheme. At the top of the hierarchy, there are two closely related families, the Askey-Wilson and q-Racah polynomials. As it is well…
We study a family of quasi-birth-and-death (QBD) processes associated with the so-called first family of Jacobi-Koornwinder bivariate polynomials. These polynomials are orthogonal on a bounded region typically known as the swallow tail. We…
In this paper we prove uniform Hausdorff and packing dimension results for the images of a large family of Markov processes. The main tools are the two covering principles of Xiao (second author). As applications, uniform Hausdorff and…
Using an appropriate change of variable, the Schr\"odinger equation is transformed into a second-order differential equation satisfied by recently discovered Jacobi type $X_m$ exceptional orthogonal polynomials. This facilitates the…
We introduce and study the natural counterpart of the Dunkl Markov processes in a negatively curved setting. We give a semimartingale decomposition of the radial part, and some properties of the jumps. We prove also a law of large numbers,…
We explore $\mathcal{N}=1$ supersymmetric extensions of algebras going beyond the Poincar\'e and AdS ones in three spacetime dimensions. Besides reproducing two known examples, we present new superalgebras, which all correspond to…
In earlier work, we introduced three families of polynomials where the generating function of each set includes one of the three Jackson $q$-analogs of the Bessel function. This paper gives determinant representation for each family, their…
In this article, we introduce \textit{Mallows processes}, defined to be continuous-time c\`adl\`ag processes with Mallows distributed marginals. We show that such processes exist and that they can be restricted to have certain natural…
The goal of this paper is to quantitatively describe some statistical properties of higher-dimensional determinantal point processes with a primary focus on the nearest-neighbor distribution functions. Toward this end, we express these…
Some weighted inequalities for the maximal operator with respect to the discrete diffusion semigroups associated with exceptional Jacobi and Dunkl-Jacobi polynomials are given. This setup allows to extend the corresponding results obtained…
The Thoma cone is an infinite-dimensional locally compact space, which is closely related to the space of extremal characters of the infinite symmetric group. In another context, the Thoma cone appears as the set of parameters for totally…
We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion…
The purpose of this comment is to correct mistaken assumptions and claims made in the paper Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker-Planck equations by T. D. Frank. Our comment centers on the claims…
In this work, we are interested by the $q$-Bessel Fourier transform with a new approach. Many important results of this $q$-integral transform are proved with a new constructive demonstrations and we establish in particular the associated…
We construct a family of pairwise commuting operators such that the Macdonald symmetric functions of infinitely many variables $x_1,x_2,...$ and of two parameters $q,t$ are their eigenfunctions. These operators are defined as limits at…