Related papers: The intertwining property for $\beta $-Laguerre pr…
We study the smallest eigenvalue statistics of the $\beta$-Laguerre and $\beta$-Jacobi ensembles. Using Kaneko's integral formula, we show that the smallest eigenvalue marginal density and distribution functions of the two ensembles for any…
In this paper we prove that the heat kernel $k$ associated to the operator $A:= (1+|x|^\alpha)\Delta +b|x|^{\alpha-1}\frac{x}{|x|}\cdot\nabla -|x|^\beta$ satisfies $$ k(t,x,y) \leq c_1e^{\lambda_0 t+…
We find necessary and sufficient conditions for the Law of Large Numbers for random discrete $N$-particle systems with the deformation (inverse temperature) parameter $\theta$, as their size $N$ tends to infinity simultaneously with the…
We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a…
In a previous paper, we presented conjectures of the recurrence relations with constant coefficients for the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we present a proof for the…
Denoting by $\Delta_\nu$ the Fubini-Study Laplacian perturbed by a uniform magnetic field strength proportional to $\nu$, this operator has a discrete spectrum consisting on eigenvalues $\beta_m, \ m\in\mathbb{Z}_+$, when acting on bounded…
In this paper, we study purely discontinuous symmetric Markov processes on closed subsets of ${\mathbb R}^d$, $d\ge 1$, with jump kernels of the form $J(x,y)=|x-y|^{-d-\alpha}{\mathcal B}(x,y)$, $\alpha\in (0,2)$, where the function…
In this note we provide proofs of various expressions for expectation values of symmetric polynomials in $\beta$-deformed eigenvalue models with quadratic, linear, and logarithmic potentials. The relations we derive are also referred to as…
Assume that $\{a_{n};\,n\geq0\}$ is a sequence of positive numbers and $\sum a_{n}^{\,-1}<\infty$. Let $\alpha_{n}=ka_{n}$, $\beta_{n}=a_{n}+k^{2}a_{n-1}$ where $k\in(0,1)$ is a parameter, and let $\{P_{n}(x)\}$ be an orthonormal polynomial…
The kernel polynomial method based on Jacobi polynomials $P_n^{\alpha,\beta}(x)$ is proposed. The optimal-resolution positivity-preserving kernels and the corresponding damping factors are obtained. The results provide a generalization of…
We consider the inverse problem of reconstructing the interior boundary curve of a doubly connected domain from the knowledge of the temperature and the thermal flux on the exterior boundary curve. The use of the Laguerre transform in time…
In this paper we derive intertwining relations for a broad class of conservative particle systems both in discrete and continuous setting. Using the language of point process theory, we are able to derive a natural framework in which…
Analogs of Laguerre and Meixner orthogonal polynomials in the algebra of symmetric functions are studied. This is a detailed exposition of part of the results announced in arXiv:1009.2037. The work is motivated by a connection with a model…
We discuss properties of the index hypergeometric transform (it is named also the Jacobi transform or the Olevsky transform) interpolating analysis of Berezin kernels on rank 1 symmetric spaces. We discuss a unitary intertwining operator…
We derive explicit integral formulas for eigenfunctions of quantum integrals of the Calogero-Sutherland-Moser operator with trigonometric interaction potential. In particular, we derive explicit formulas for Jack's symmetric functions. To…
In the present note we obtain new results on two conjectures by Csordas et al. regarding the interlacing property of zeros of special polynomials. These polynomials came from the Jacobi tau methods for the Sturm-Liouville eigenvalue…
We investigate the thermal and structural properties of knotted diblock copolymer rings using a coarse-grained lattice model in an implicit solvent. The system is studied by means of the Wang--Landau Monte Carlo algorithm, allowing us to…
Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…
We consider the generators $L_k$ of Heckman-Opdam diffusion processes in the compact and non-compact case in $N$ dimensions for root systems of type $A$ and $B$, with a multiplicity function of the form $k=\kappa k_0$ with some fixed value…
In this paper, we establish the Hausdorff dimensions of inverse images and collision time sets for a large class of symmetric Markov processes on metric measure spaces. We apply the approach in the works by Hawkes and Jain--Pruitt, and make…