English
Related papers

Related papers: Free martingale polynomials

200 papers

The subject of this paper are polynomials in multiple non-commuting variables. For polynomials of this type orthogonal with respect to a state, we prove a Favard-type recursion relation. On the other hand, free Sheffer polynomials are a…

Combinatorics · Mathematics 2008-07-15 Michael Anshelevich

This paper summarizes some known results about Appell polynomials and investigates their various analogs. The primary of these are the free Appell polynomials. In the multivariate case, they can be considered as natural analogs of the…

Combinatorics · Mathematics 2007-05-23 Michael Anshelevich

The free Meixner laws arise as the distributions of orthogonal polynomials with constant-coefficient recursions. We show that these are the laws of the free pairs of random variables which have linear regressions and quadratic conditional…

Operator Algebras · Mathematics 2007-05-23 Marek Bozejko , Wlodzimierz Bryc

We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…

Combinatorics · Mathematics 2022-09-02 Jacob Campbell , Zhi Yin

We generalize a previous result concerning free martingale polynomials for the stationary free Jacobi process of parameters $\lambda \in ]0.1], \theta = 1/2$. Hopelessly, apart from the case $\lambda = 1$, the polynomials we derive are no…

Probability · Mathematics 2007-11-20 Nizar Demni

We study general properties for the family of stochastic processes with polynomial regression property, that is that every conditional moment of the process is a polynomial. It turns out that then there exists a family of polynomial…

Probability · Mathematics 2017-04-04 Paweł J. Szabłowski

Free Meixner states are a class of functionals on non-commutative polynomials introduced in math.CO/0410482. They are characterized by a resolvent-type form for the generating function of their orthogonal polynomials, by a recursion…

Combinatorics · Mathematics 2007-11-28 Michael Anshelevich

We compare some properties of the lowering and raising operators for the classical and free classes of Meixner polynomials on the real line.

Probability · Mathematics 2008-12-05 Eugene Lytvynov , Irina Rodionova

We study a family of orthogonal polynomials which generalizes a sequence of polynomials considered by L. Carlitz. We show that they are a special case of the Sheffer polynomials and point out some interesting connections with certain…

Classical Analysis and ODEs · Mathematics 2007-05-23 Diego Dominici

In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…

Rings and Algebras · Mathematics 2019-08-15 Igor Klep , Špela Špenko

Some general criteria to produce explicit free algebras inside the division ring of fractions of skew polynomial rings are presented. These criteria are applied to some special cases of division rings with natural involutions, yielding, for…

Rings and Algebras · Mathematics 2016-05-17 Vitor O. Ferreira , Érica Z. Fornaroli , Jairo Z. Gonçalves

The Appell-type polynomial family corresponding to the simplest non-commutative derivative operator turns out to be connected with the Boolean probability theory, the simplest of the three universal non-commutative probability theories (the…

Operator Algebras · Mathematics 2009-04-28 Michael Anshelevich

We construct new families of discrete vector orthogonal polynomials that have the property to be eigenfunctions of some difference operator. They are extensions of Charlier, Meixner and Kravchuk polynomial systems. The ideas behind our…

Classical Analysis and ODEs · Mathematics 2016-02-19 Emil Horozov

We give a Riemann-Hilbert approach to the theory of matrix orthogonal polynomials. We will focus on the algebraic aspects of the problem, obtaining difference and differential relations satisfied by the corresponding orthogonal polynomials.…

Classical Analysis and ODEs · Mathematics 2011-10-26 F. Alberto Grünbaum , Manuel D. de la Iglesia , Andrei Martinez-Finkelshtein

We present two types of polynomials related to the Mittag-Leffler function namely the fractional Hermite polynomial and the Mittag-Leffler polynomial. The first modifies the Hermite polynomial and the second one is a refashioned Laguerre…

Mathematical Physics · Physics 2019-12-24 K. Górska , A. Horzela , K. A. Penson , G. Dattoli

In this work, free multivariate skew polynomial rings are considered, together with their quotients over ideals of skew polynomials that vanish at every point (which includes minimal multivariate skew polynomial rings). We provide a full…

Rings and Algebras · Mathematics 2019-08-20 Umberto Martínez-Peñas

We investigate Laha-Lukacs properties of noncommutative random variables (processes). We prove that some families of free Meixner distributions can be characterized by the conditional moments of polynomial functions of degree 3. We also…

Probability · Mathematics 2016-09-06 Wiktor Ejsmont

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

Mathematical Physics · Physics 2015-06-26 Saugata Ghosh

Inspired by the framework of operational methods and based on the generating functions of Legendre-Gould Hopper polynomials and Sheffer sequences, we discuss certain new mixed type polynomials and their important properties. We show that…

Number Theory · Mathematics 2019-11-22 Nabiullah Khan , Talha Usman , Mohd Aman

We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say $m$ is a polynomial of degree at most $m\;\text{.}\;$ We show that then under some…

Probability · Mathematics 2017-05-19 Paweł J. Szabłowski
‹ Prev 1 2 3 10 Next ›