Related papers: Large Deviations for Statistics of Jacobi Process

Classical Jacobi polynomials $P_{n}^{(\alpha,\beta)}$, with $\alpha, \beta>-1$, have a number of well-known properties, in particular the location of their zeros in the open interval $(-1,1)$. This property is no longer valid for other…

We study Jacobi matrices on trees whose coefficients are generated by multiple orthogonal polynomials. Hilbert space decomposition into an orthogonal sum of cyclic subspaces is obtained. For each subspace, we find generators and the…

We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…

We define and prove existence of fractional $P(\phi)_1$-processes as random processes generated by fractional Schr\"odinger semigroups with Kato-decomposable potentials. Also, we show that the measure of such a process is a Gibbs measure…

The notion of mixed representations of quivers can be derived from ordinary quiver representations by considering the dual action of groups on "vertex" vector spaces together with the usual action. A generating system for the algebra of…

An explicit expression for the Jacobi metric for a general Lagrangian system is obtained as a series expansion in the square root of the kinetic energy of the system and the corresponding geodesics are described in terms of an appropriate…

We formulate the large deviations for a class of two scale chemical kinetic processes motivated from biological applications. The result is successfully applied to treat a genetic switching model with positive feedbacks. The corresponding…

We present a simple way of generating the infinite set of Jacobi tensors, compatible with a given one, via the "gauge transformations" of the functions on Jacobi manifold. We consider also some applications of this result to the…

In the present paper, we provide results that relate the Jacobi polynomials in genus $g$. We show that if a code is $t$-homogeneous that is, the codewords of the code for every given weight hold a $t$-design, then its Jacobi polynomial in…

Using a matrix approach, we define the free Jacobi process as the limit of the complex Jacobi matrix process. The we derive a free SDE which is analogous to its classical counterpart. To proceed, we prove that fro suitable parameters the…

We consider the Jacobi operator (T,D(T)) associated with an indeterminate Hamburger moment problem, and present countable subsets S of the domain D(T) such that span(S) is dense in \ell^2. As an example we have…

The Jacobi identity is one of the properties that are used to define the concept of Lie algebra and in this context is closely related to associativity. In this paper we provide a complete description of all bivariate polynomials that…

This paper mainly studies the gradient-based Jacobi-type algorithms to maximize two classes of homogeneous polynomials with orthogonality constraints, and establish their convergence properties. For the first class of homogeneous…

In this paper we investigate sublinear semigroups whose pointwise generators are given by non-local Hamilton-Jacobi-Bellman operators. Our main result provides a stochastic representation in terms of a family of sublinear (conditional)…

We develop direct and inverse scattering theory for Jacobi operators which are short range perturbations of quasi-periodic finite-gap operators. We show existence of transformation operators, investigate their properties, derive the…

We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control problems. To this aim, we develop a probabilistic approach…

We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary…

Using the Coulomb gas method and standard methods of statistical physics, we compute analytically the joint cumulative probability distribution of the extreme eigenvalues of the Jacobi-MANOVA ensemble of random matrices, in the limit of…

A Bernstein type inequality is obtained for the Jacobi polynomials $P_n^{\alpha,\beta}(x)$, which is uniform for all degrees $n\ge0$, all real $\alpha,\beta\ge0$, and all values $x\in [-1,1]$. It provides uniform bounds on a complete set of…

In this paper, a link between $q$-difference equations, Jacobi operators and orthogonal polynomials is given. Replacing the variable $x$ by $ q^{-n}$ in a Sturm-Liouville $q$-difference equation we discovered the Jacobi operator. With…