Related papers: Infinite-dimensional $q$-Jacobi Markov processes
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of…
This work initiates the study of {\it orthogonal} symmetric polynomials in superspace. Here we present two approaches leading to a family of orthogonal polynomials in superspace that generalize the Jack polynomials. The first approach…
We introduce a two parameter ($\alpha, \beta>-1$) family of interacting particle systems with determinantal correlation kernels expressible in terms of Jacobi polynomials $\{ P^{(\alpha, \beta)}_k \}_{k \geq 0}$. The family includes…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
In this paper we introduce a new family of Bernstein-type exponential polynomials on the hypercube $[0, 1]^d$ and study their approximation properties. Such operators fix a multidimensional version of the exponential function and its…
A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…
The isotropic Dunkl oscillator model in the plane is investigated. The model is defined by a Hamiltonian constructed from the combination of two independent parabosonic oscillators. The system is superintegrable and its symmetry generators…
We derive double-product representations of nonterminating basic hypergeometric series using diagonalization, a method introduced by Theo William Chaundy in 1943. We refer to this result as the $q$-Chaundy theorem and several limiting $q\to…
The article studies a class of generalized factorial functions and symbolic product sequences through Jacobi type continued fractions (J-fractions) that formally enumerate the divergent ordinary generating functions of these sequences. The…
Arguably, the largest class of stochastic processes generated by means of a finite memory consists of those that are sequences of observations produced by sequential measurements in a suitable generalized probabilistic theory (GPT). These…
In the setting of distributions taking values in a $C^\ast$-algebra $\mathcal{B}$, we define generalized Jacobi parameters and study distributions they generate. These include numerous known examples and one new family, of…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic…
We describe a suite of fast algorithms for evaluating Jacobi polynomials, applying the corresponding discrete Sturm-Liouville eigentransforms and calculating Gauss-Jacobi quadrature rules. Our approach is based on the well-known fact that…
The little q-Jacobi function transform depends on three parameters. An explicit expression as a sum of two very-well-poised 8W7-series is derived for the dual transmutation kernel (a kind of non-symmetric Poisson kernel) relating little…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
Singular nonsymmetric Macdonald polynomials are constructed by use of the representation theory of the Hecke algebras of the symmetric groups. These polynomials are labeled by quasistaircase partitions and are associated to special…
In a specific class of open quantum systems with finite and fixed numbers of collapsed quantum states, the semi-Markov process method is used to calculate the large deviations of the first passage time statistics. The core formula is an…
The infinitely-many-neutral-alleles model has recently been extended to a class of diffusion processes associated with Gibbs partitions of two-parameter Poisson-Dirichlet type. This paper introduces a family of infinite-dimensional…