Related papers: Some cubic birth and death processes and their rel…
Based on the framework of Plamen Iliev, multivariate Meixner polynomials are constructed explicitly as Birth and Death polynomials. They form the complete set of eigenpolynomials of a birth and death process with the birth and death rates…
In this paper, monic polynomials orthogonal with deformation of the Freud-type weight function are considered. These polynomials fullfill linear differential equation with some polynomial coefficients in their holonomic form. The aim of…
Many examples of exactly solvable birth and death processes, a typical stationary Markov chain, are presented together with the explicit expressions of the transition probabilities. They are derived by similarity transforming exactly…
Multivariate Krawtchouk polynomials are constructed explicitly as Birth and Death polynomials, which have the nearest neighbour interactions. They form the complete set of eigenpolynomials of a birth and death process with the birth and…
We present 15 explicit examples of discrete time Birth and Death processes which are exactly solvable. They are related to the hypergeometric orthogonal polynomials of Askey scheme having discrete orthogonality measures. Namely, they are…
We construct new elliptic solutions of the restricted Toda chain. These solutions give rise to a new explicit class of orthogonal polynomials which can be considered as a generalization of the Stieltjes-Carlitz elliptic polynomials.…
We study multiple orthogonal polynomials of type I and type II which have orthogonality conditions with respect to r measures. These polynomials are connected by their recurrence relation of order r+1. First we show a relation with the…
New sequences of orthogonal polynomials with respect to the weight functions $e^{-x} \rho_\nu(x),\ e^{- 1/x} x^{-1} \rho_{\nu} (x), \rho_{\nu}(x)= 2 x^{\nu/2} K_\nu(2\sqrt x),\ x >0, \nu \in \mathbb{R}$, where $K_\nu(z)$ is the modified…
In this paper, we study a class of orthogonal polynomials defined by a three-term recurrence relation with periodic coefficients. We derive explicit formulas for the generating function, the associated continued fraction, the orthogonality…
We discuss the relationship between the recurrence coefficients of orthogonal polynomials with respect to a semi-classical Laguerre weight and classical solutions of the fourth Painlev\'e equation. We show that the coefficients in these…
In this paper we introduce and discuss some classes of orthogonal polynomials in several non-commuting variables. The emphasis is on a non-commutative version of the orthogonal polynomials on the real line. We introduce recurrence equations…
In a recent paper in the Journal of Theoretical Probability Gong, Mao and Zhang, using the theory of Dirichlet forms, extended Karlin and McGregor's classical results on first-hitting times of a birth-death process on the nonnegative…
In this work, orthogonal polynomials satisfying $R_I$ type recurrence relation %$\mathcal{P}_{n+1}(z) = (z-c_n)\mathcal{P}_n(z)-\lambda_n (z-a_n)\mathcal{P}_{n-1}(z),$ with $\mathcal{P}_{-1}(z) = 0$ and $\mathcal{P}_0(z) = 1$ are analyzed…
In this work we show that the $ N\times N $ Toeplitz determinants with the symbols $ z^{\mu}\exp(-{1/2}\sqrt{t}(z+1/z)) $ and $ (1+z)^{\mu}(1+1/z)^{\nu}\exp(tz) $ -- known $\tau$-functions for the \PIIIa and \PV systems -- are characterised…
We investigate the uniform asymptotic of some Sobolev orthogonal polynomials. Three term recurrence relation is given, moreover we give a recurrence relation between the so-called Sobolev orthogonal polynomials and Freud orthogonal…
We show that the coefficients of the three-term recurrence relation for orthogonal polynomials with respect to a semi-classical extension of the Laguerre weight satisfy the fourth Painlev\'e equation when viewed as functions of one of the…
In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…
We analyze and partially solve system of recurrences that can be derived from the properties of martingale orthogonal polynomials that characterize quadratic harnesses (QH). We also specify conditions for the existence of moments of one…
By using Schur transformed sequences and Dyukarev-Stieltjes parameters we obtain a new representation of the resolvent matrix corresponding to the truncated matricial Stieltjes moment problem. Explicit relations between orthogonal matrix…
This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on $\mathbb Z_+$ and the moment of downcrossing a certain barrier. The processes considered in this paper differ from Markov…