Related papers: Infinite-dimensional $q$-Jacobi Markov processes
By applying the Euler--Rayleigh methods to a specific representation of the Jacobi polynomials as hypergeometric functions, we obtain new bounds for their largest zeros. In particular, we derive upper and lower bound for…
We obtain symmetric joint eigenfunctions for the commuting PDOs associated to the hyperbolic Calogero-Moser N-particle system. The eigenfunctions are constructed via a recursion scheme, which leads to representations by multidimensional…
We consider a Markovian evolution on point processes, the $\Psi$--process, on the unit interval in which points are added according to a rule that depends only on the spacings of the existing point configuration. Having chosen a spacing, a…
We study properties of compactly supported, 4 parameter \newline $(\rho _{12},\rho _{23},\rho _{13},q)\in (-1,1)^{\times 4}$ family of continuous type 3 dimensional distributions, that have the property that for $q\rightarrow 1^{-}$ this…
Applying Baxter's method of the Q-operator to the set of Sekiguchi's commuting partial differential operators we show that Jack polynomials P(x_1,...,x_n) are eigenfunctions of a one-parameter family of integral operators Q_z. The operators…
In the present work we study self-interacting diffusions following an infinite dimensional approach. First we prove existence and uniqueness of a solution with Markov property. Then we study the corresponding transition semigroup and, more…
Continuity equations associated to continuous-time Markov processes can be considered as Euclidean Schr\"odinger equations, where the non-hermitian quantum Hamiltonian $\bold{H}={\bold{div}}{\bold J}$ is naturally factorized into the…
We study a family of "classical" orthogonal polynomials which satisfy (apart from a 3-term recurrence relation) an eigenvalue problem with a differential operator of Dunkl-type. These polynomials can be obtained from the little $q$-Jacobi…
In this paper we derive new identities satisfied by Chebyshev polynomials of the first kind and big q-Jacobi polynomials. An immediate benefit of the derived identities is the achievement of closed-form expressions for the Laurent…
The goal of this article is to investigate infinite dimensional affine diffusion processes on the canonical state space. This includes a derivation of the corresponding system of Riccati differential equations and an existence proof for…
In this paper some properties of the irreducible multiplets of representation for the N = (p, q) - extended supersymmetry in one dimension are discussed. Essentially two results are here presented. At first a peculiar property of the one…
We study mapping properties of operators with kernels defined via a combination of continuous and discrete orthogonal polynomials, which provide an abstract formulation of quantum (q-) Fourier type systems. We prove Ismail conjecture…
Superintegrable systems are a class of physical systems which possess more conserved quantities than their degrees of freedom. The study of these systems has a long history and continues to attract significant international attention. This…
For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…
In the context of Markov processes, both in discrete and continuous setting, we show a general relation between duality functions and symmetries of the generator. If the generator can be written in the form of a Hamiltonian of a quantum…
We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
The q-Laguerre polynomials correspond to an indetermined moment problem. For explicit discrete non-N-extremal measures corresponding to Ramanujan's ${}_1\psi_1$-summation we complement the orthogonal q-Laguerre polynomials into an explicit…
We review product form blocking measures in the general framework of nearest neighbor asymmetric one dimensional misanthrope processes. This class includes exclusion, zero range, bricklayers, and many other models. We characterize the cases…
The exceptional $X_{1}$-Jacobi differential expression is a second-order ordinary differential expression with rational coefficients; it was discovered by G\'{o}mez-Ullate, Kamran and Milson in 2009. In their work, they showed that there is…