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Every classical orthogonal polynomial system $p_n(x)$ satisfies a three-term recurrence relation of the type \[ p_{n+1}(x)=(A_nx+B_n)p_n(x)-C_np_{n-1}(x)~ (n=0,1,2,\ldots, p_{-1}\equiv 0), \] with $C_nA_nA_{n-1}>0$. Moreover, Favard's…

Classical Analysis and ODEs · Mathematics 2019-01-14 Daniel Duviol Tcheutia

This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials and multiple orthogonal polynomials. The paper explores the…

Probability · Mathematics 2024-07-11 Amílcar Branquinho , Juan EF Díaz , Ana Foulquié-Moreno , Manuel Mañas

This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure.…

Probability · Mathematics 2016-05-19 Erik A. van Doorn

The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to…

Probability · Mathematics 2020-02-13 Lidia Fernández , Manuel D. de la Iglesia

Given a birth-death process on $\mathbb {N}$ with semigroup $(P_t)_{t\geq0}$ and a discrete gradient ${\partial}_u$ depending on a positive weight $u$, we establish intertwining relations of the form ${\partial}_uP_t=Q_t\,{\partial}_u$,…

Probability · Mathematics 2013-12-12 Djalil Chafaï , Aldéric Joulin

We study solutions of three-term recurrence relations whose $N$-step transfer matrices belong to the uniform Stolz class. In particular, we derive the first order of their uniform asymptotics. For orthonormal polynomials we show more.…

Classical Analysis and ODEs · Mathematics 2020-03-05 Grzegorz Świderski , Bartosz Trojan

We investigate new generalizations of the Meixner polynomials on the lattice $\mathbb{N}$, on the shifted lattice $\mathbb{N}+1-\beta$ and on the bi-lattice $\mathbb{N}\cup (\mathbb{N}+1-\beta)$. We show that the coefficients of the…

Classical Analysis and ODEs · Mathematics 2011-07-14 Galina Filipuk , Walter Van Assche

Orthogonal polynomials of several variables have a vector-valued three-term recurrence relation, much like the corresponding one-dimensional relation. This relation requires only knowledge of certain recurrence matrices, and allows simple…

Numerical Analysis · Mathematics 2022-02-17 Zexin Liu , Akil Narayan

We study the recurrence coefficients of the monic polynomials $P_n(z)$ orthogonal with respect to the deformed (also called semi-classical) Freud weight \begin{equation*} w_{\alpha}(x;s,N)=|x|^{\alpha}{\rm…

Mathematical Physics · Physics 2018-04-02 Mengkun Zhu , Yang Chen

In this article explicit formulas for the recurrence equation p_{n+1}(x) = (A_n x + B_n) p_n(x) - C_n p_{n-1}(x) and the derivative rules sigma(x) p'_n(x) = alpha_n p_{n+1}(x) + beta_n p_n(x) + gamma_n p_{n-1}(x) and sigma(x) p'_n(x) =…

Classical Analysis and ODEs · Mathematics 2008-02-03 Wolfram Koepf , Dieter Schmersau

We present the case-(1) multi-indexed orthogonal polynomials of a discrete variable for 8 types ((dual)($q$-)Hahn, three kinds of $q$-Krawtchouk and $q$-Meixner). Based on them and the case-(1) multi-indexed orthogonal polynomials of Racah,…

Mathematical Physics · Physics 2026-04-02 Satoru Odake

We consider multiple orthogonal polynomials associated with the exponential cubic weight e^{-x^3} over two contours in the complex plane. We study the basic properties of these polynomials, including the Rodrigues formula and…

Classical Analysis and ODEs · Mathematics 2015-02-05 Walter Van Assche , Galina Filipuk , Lun Zhang

Let $E = \cup_{j = 1}^l [a_{2j-1},a_{2j}],$ $a_1 < a_2 < ... < a_{2l},$ $l \geq 2$ and set ${\boldmath$\omega$}(\infty) =(\omega_1(\infty),...,\omega_{l-1}(\infty))$, where $\omega_j(\infty)$ is the harmonic measure of $[a_{2 j - 1}, a_{2…

Classical Analysis and ODEs · Mathematics 2010-01-05 Franz Peherstorfer

We discuss the recurrence coefficients of orthogonal polynomials with respect to a generalised sextic Freud weight \[\omega(x;t,\lambda)=|x|^{2\lambda+1}\exp\left(-x^6+tx^2\right),\qquad x\in\mathbb{R},\] with parameters $\lambda>-1$ and…

Exactly Solvable and Integrable Systems · Physics 2021-07-06 Peter A. Clarkson , Kerstin Jordaan

We obtain a recurrence relation for the f-polynomial of Gelfand-Zetlin polytopes by analyzing geometric properties of a linear projection of the Gelfand-Zetlin polytope onto a cube. We apply this recurrence relation to find explicit…

Combinatorics · Mathematics 2025-07-21 Ekaterina V. Melikhova

In recent years, there has been significant progress in the theory of orthogonal polynomials on algebraic curves, particularly on genus 1 surfaces. In this paper, we focus on elliptic orthogonal polynomials and establish several of their…

Mathematical Physics · Physics 2025-06-12 Harini Desiraju , Sampad Lahiry

We give a probabilistic interpretation of the associated Jacobi polynomials, which can be constructed from the three-term recurrence relation for the classical Jacobi polynomials by shifting the integer index $n$ by a real number $t$. Under…

Probability · Mathematics 2023-01-19 Manuel D. de la Iglesia , Claudia Juarez

Starting from the moment sequences of classical orthogonal polynomials we derive the orthogonality purely algebraically. We consider also the moments of ($q=1$) classical orthogonal polynomials, and study those cases in which the…

Classical Analysis and ODEs · Mathematics 2022-01-11 Ira M. Gessel , Jiang Zeng

We give asymptotic formulae for random matrix averages of derivatives of characteristic polynomials over the groups USp(2N), SO(2N) and O^-(2N). These averages are used to predict the asymptotic formulae for moments of derivatives of…

Number Theory · Mathematics 2016-07-20 S. Ali Altug , Sandro Bettin , Ian Petrow , Rishikesh , Ian Whitehead

For the weight function $W_\mu(x) = (1-|x|^2)^\mu$, $\mu > -1$, $\lambda > 0$ and $b_\mu$ a normalizing constant, a family of mutually orthogonal polynomials on the unit ball with respect to the inner product $$ \la f,g \ra = {b_\mu…

Classical Analysis and ODEs · Mathematics 2012-11-13 Teresa E. Perez , Miguel A. Pinar , Yuan Xu
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