Related papers: The bi-Poisson process: a quadratic harness
We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for…
We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…
For a family of polynomials in two continuous variables, orthogonal with respect to a weight function, we prove, under suitable conditions, the equivalence of the following properties: the matrix Pearson equation of the weight, the second…
We investigate polynomials, called m-polynomials, whose generator polynomial has coefficients that can be arranged as a matrix, where q is a positive integer greater than one. Orthogonality relations are established and coefficients are…
We find solutions for a linear deformation of the symmetric three-term recursion relation. The orthogonal polynomials of the first and second kind associated with the deformed relation are obtained. The new density (weight) function is…
In this paper we construct a stochastic process, more precisely, a (nonlinear) Markov process, which is related to the parabolic $p$-Laplace equation in the same way as Brownian motion is to the classical heat equation given by the (2-)…
The idea of this review article is to discuss in a unified way the orthogonality of all positive definite polynomial solutions of the $q$-hypergeometric difference equation on the $q$-linear lattice by means of a qualitative analysis of the…
This paper is devoted to parameter estimation for partially observed polynomial state space models. This class includes discretely observed affine or more generally polynomial Markov processes. The polynomial structure allows for the…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
We consider a special class of linear and quadratic Poisson brackets related to ODE systems with matrix variables. We investigate general properties of such brackets, present an example of a compatible pair of quadratic and linear brackets…
For a class of orthogonal polynomials related to the $q$-Meixner polynomials corresponding to an indeterminate moment problem we give a one-parameter family of orthogonality measures. For these measures we complement the orthogonal…
We discuss quadratic transformations for orthogonal polynomials in one and two variables. In the one-variable case we list many (or all) quadratic transformations between families in the Askey scheme or $q$-Askey scheme. In the two-variable…
The main objects of the investigation presented in this paper are branched-continued-fraction representations of ratios of contiguous hypergeometric series and type II multiple orthogonal polynomials on the step-line with respect to linear…
We produce the first example of bounding total variation distance to stationarity and estimating mixing times via orthogonal polynomials diagonalization of discrete reversible Markov chains, the Karlin-McGregor approach.
In this work we deal with a symbolic approach to the general quadratic polynomial decomposition. By means of a symbolic implementation, we investigate some properties of the components sequences like orthogonality and symmetry. We present…
We study a natural Markov chain on $\{0,1,\cdots,n\}$ with eigenvectors the Hahn polynomials. This explicit diagonalization makes it possible to get sharp rates of convergence to stationarity. The process, the Burnside process, is a special…
We study bivariate orthogonal polynomials associated with Freud weight functions depending on real parameters. We analyze relations between the matrix coefficients of the three term relations for the orthonormal polynomials as well as the…
Our primary result concerns the positivity of specific kernels constructed using the $q$-ultraspherical polynomials. In other words, it concerns a two-parameter family of bivariate, compactly supported distributions. Moreover, this family…
Let $\{\mathbb{P}_n\}_{n\ge 0}$ and $\{\mathbb{Q}_n\}_{n\ge 0}$ be two monic polynomial systems in several variables satisfying the linear structure relation $$\mathbb{Q}_n = \mathbb{P}_n + M_n \mathbb{P}_{n-1}, \quad n\ge 1,$$ where $M_n$…
This paper studies new Lancaster characterizations of bivariate multivariate Poisson, negative binomial and normal distributions which have diagonal expansions in multivariate orthogonal polynomials. The characterizations extend classical…