Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials
Mathematical Physics
2015-06-05 v1 Statistical Mechanics
Analysis of PDEs
math.MP
Exactly Solvable and Integrable Systems
Quantum Physics
Abstract
We present four types of infinitely many exactly solvable Fokker-Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the deformed versions of the Rayleigh process and the Jacobi process.
Cite
@article{arxiv.1207.6001,
title = {Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials},
author = {C. -I. Chou and C. -L. Ho},
journal= {arXiv preprint arXiv:1207.6001},
year = {2015}
}
Comments
17 pages, 4 figures