Related papers: The intertwining property for $\beta $-Laguerre pr…

In this paper, we consider Muttalib-Borodin ensemble of Laguerre type, a determinantal point process over $[0,\infty)$ which depends on the varying weights $x^{\alpha}e^{-nV(x)}$, $\alpha>-1$, and a parameter $\theta$. For $\theta$ being a…

For each integer partition $\lambda \vdash n$ we give a simple combinatorial expression for the sum of the Jack character $\theta^\lambda_\alpha$ over the integer partitions of $n$ with no singleton parts. For $\alpha = 1,2$ this gives…

We introduce iterated beta integrals, a new class of iterated integrals on the universal abelian covering of the punctured projective line that unifies hyperlogarithms and classical beta integrals while preserving their fundamental…

In this paper, we study generating functions of Erd\'{e}lyi's multivariate Laguerre polynomials $L_{n_1,\cdots,n_k}^{(\alpha)}(x_1,\cdots,x_k)$ with a varying complex parameter. Our main result is a multiple generating function from which…

Multivariate Bessel and Jacobi processes describe Calogero-Moser-Sutherland particle models. They depend on a parameter $k$ and are related to time-dependent classical random matrix models like Dysom Brownian motions, where $k$ has the…

In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and H\"older regularity hold for parabolic…

We study the monotonic behaviour of the zeros of the multiple Jacobi-Angelesco orthogonal polynomials, in the diagonal case, with respect to the parameters $\alpha,\beta$ and $\gamma$. We prove that the zeros are monotonic functions of…

This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances. Our main result is a construction of a Markov process from given orthogonal and…

We study the heat kernel for an operator of Laplace type with a $\delta$-function potential concentrated on a closed surface. We derive the general form of the small $t$ asymptotics and calculate explicitly several first heat kernel…

Earlier in the study of the combinatorial properties of the heat kernel of Laplace operator with covariant derivative diagram technique and matrix formalism were constructed. In particular, this formalism allows you to control the…

This article is devoted to the computation of Jack connection coefficients, a generalization of the connection coefficients of two classical commutative subalgebras of the group algebra of the symmetric group: the class algebra and the…

We consider positive Jacobi matrices $J$ with compact inverses and consequently with purely discrete spectra. A number of properties of the corresponding sequence of orthogonal polynomials is studied including the convergence of their…

Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…

An efficient algorithm and a Fortran 90 module (LaguerrePol) for computing Laguerre polynomials $L^{(\alpha)}_n(z)$ are presented. The standard three-term recurrence relation satisfied by the polynomials and different types of asymptotic…

In this article we develop a general method by which one can explicitly evaluate certain sums of $n$-th powers of products of $d\geq 1$ elementary trigonometric functions evaluated at $\mathbf{m}=(m_1,\ldots,m_d)$-th roots of unity. Our…

We define a new matrix-valued stochastic process with independent stationary increments from the Laguerre Unitary Ensemble, which in a certain sense may be considered a matrix generalisation of the gamma process. We show that eigenvalues of…

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…

We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marginals of reflected completely asymmetric a-stable L\'evy…

We find the transition kernels for four Markovian interacting particle systems on the line, by proving that each of these kernels is intertwined with a Karlin-McGregor type kernel. The resulting kernels all inherit the determinantal…

In this paper we study twisted traces of products of intertwining operators for quantum affine algebras. They are interesting special functions, depending on two weights lambda, mu, three scalar parameters q, omega, k, and spectral…