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About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…

概率论 · 数学 2022-06-17 Satoru Odake , Ryu Sasaki

Multiple Meixner polynomials are polynomials in one variable which satisfy orthogonality relations with respect to $r>1$ different negative binomial distributions (Pascal distributions). There are two kinds of multiple Meixner polynomials,…

经典分析与常微分方程 · 数学 2013-12-10 François Ndayiragije , Walter Van Assche

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…

经典分析与常微分方程 · 数学 2023-10-10 Ryu Sasaki

This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials and multiple orthogonal polynomials. The paper explores the…

We introduce some multivariate analogues of Meixner, Charlier and Krawtchouk polynomials, and establish their main properties, that is, duality, degenerate limits, generating functions, orthogonality relations, difference equations,…

经典分析与常微分方程 · 数学 2015-07-14 Genki Shibukawa

A family of multivariate orthogonal polynomials generalizing the standard (univariate) Charlier polynomials is shown to arise in the matrix elements of the unitary representation of the Euclidean group E(d) on oscillator states. These…

数学物理 · 物理学 2015-06-18 Vincent X. Genest , Hiroshi Miki , Luc Vinet , Alexei Zhedanov

This paper defines the multivariate Krawtchouk polynomials, orthogonal on the multinomial distribution, and summarizes their properties as a review. The multivariate Krawtchouk polynomials are symmetric functions of orthogonal sets of…

概率论 · 数学 2016-05-04 Robert Griffiths

Given a basis for a polynomial ring, the coefficients in the expansion of a product of some of its elements in terms of this basis are called linearization coefficients. These coefficients have combinatorial significance for many classical…

组合数学 · 数学 2007-05-23 Michael Anshelevich

The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…

概率论 · 数学 2010-07-28 Persi Diaconis , Arun Ram

Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior…

概率论 · 数学 2011-07-19 Robert C. Griffiths , Dario Spanó

We present here a probabilistic approach to the generation of new polynomials in two discrete variables. This extends our earlier work on the 'classical' orthogonal polynomials in a previously unexplored direction, resulting in the…

经典分析与常微分方程 · 数学 2008-12-22 Michael R. Hoare , Mizan Rahman

Orthogonal polynomials for the multinomial distribution m(x, p) of N balls dropped into d boxes (box i has probability p(i)) are called multivariate Krawtchouk polynomials. This paper gives an introduction to their properties, collections…

概率论 · 数学 2014-02-11 Persi Diaconis , Robert Griffiths

Diaconis and Griffiths (2014) study the multivariate Krawtchouk polynomials orthogonal on the multinomial distribution. In this paper we derive the reproducing kernel orthogonal polynomials Q_n(x,y};N,p) on the multinomial distribution…

概率论 · 数学 2019-02-06 Persi Diaconis , Robert Griffiths

We study the connections existing between max-infinitely divisible distributions and Poisson processes from the point of view of functional analysis. More precisely, we derive functional identities for the former by using well-known results…

泛函分析 · 数学 2025-09-03 Bruno Costacèque-Cecchi , Laurent Decreusefond

By means of a symbolic method, a new family of time-space harmonic polynomials with respect to L\'evy processes is given. The coefficients of these polynomials involve a formal expression of L\'evy processes by which many identities are…

概率论 · 数学 2012-04-27 E. Di Nardo , I. Oliva

We introduce a new family of special functions, namely $q$-Charlier multiple orthogonal polynomials. These polynomials are orthogonal with respect to $q$-analogues of Poisson distributions. We focus our attention on their structural…

经典分析与常微分方程 · 数学 2015-03-31 Jorge Arvesú , Andys M. Ramírez-Aberasturis

We study shrinkage estimation of the mean parameters of a class of multivariate distributions for which the diagonal entries of the corresponding covariance matrix are certain quadratic functions of the mean parameter. This class of…

统计理论 · 数学 2022-07-04 Nikolas Siapoutis , Donald Richards , Bharath K. Sriperumbudur

A new three parameter natural extension of the Conway-Maxwell-Poisson (COM-Poisson) distribution is proposed. This distribution includes the recently proposed COM-Poisson type negative binomial (COM-NB) distribution [Chakraborty, S. and…

统计理论 · 数学 2015-09-02 Subrata Chakraborty , Tomoaki Imoto

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…

经典分析与常微分方程 · 数学 2016-02-19 Emil Horozov

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…

经典分析与常微分方程 · 数学 2023-10-10 Ryu Sasaki
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