相关论文: Lagrange inversion formula, Laguerre polynomials a…
We pursue the study started in \cite{Dem-Hmi} of the dynamics of the spectral distribution of the free Jacobi process associated with one orthogonal projection. More precisely, we use Lagrange inversion formula in order to compute the…
We study joint free cumulants of u_t and u_t^{*}, where u_t is a free unitary Brownian motion at time t. We determine explicitly some special families of such cumulants. On the other hand, for a general joint cumulant of u_t and u_t^{*}, we…
Motivated by quantum information theory, we introduce a dynamical random state built out of the sum of $k \geq 2$ independent unitary Brownian motions. In the large size limit, its spectral distribution equals, up to a normalising factor,…
A formula expressing free cumulants in terms of the Jacobi parameters of the corresponding orthogonal polynomials is derived. It combines Flajolet's theory of continued fractions and Lagrange inversion. For the converse we discuss…
In this paper, we derive explicit expressions for the moments and for the mixed moments of the compression of a free unitary Brownian motion by a free projection. While the moments of this non-normal operator are readily derived using…
This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and…
We study how Boolean cumulants can be used in order to address operations with freely independent random variables, particularly in connection to the $*$-distribution of the product of two selfadjoint freely independent random variables,…
We obtain an explicit simple formula for the coefficients of the asymptotic expansion for the factorial of a natural number,in terms of derivatives of powers of an elementary function. The unique explicit expression for the coefficients…
Laguerre polynomials are orthogonal polynomials defined on positive half line with respect to weight $e^{-x}$. They have wide applications in scientific and engineering computations. However, the exponential growth of Laguerre polynomials…
We define a new matrix-valued stochastic process with independent stationary increments from the Laguerre Unitary Ensemble, which in a certain sense may be considered a matrix generalisation of the gamma process. We show that eigenvalues of…
We show that solutions of free stochastic differential equations with regular drifts and diffusion coefficients, when considered backwards in time, still satisfy free SDEs for an explicit free Brownian motion and drift. We also study the…
In an attempt to look for the root of nonstandard Lagrangians in the theories of the inverse variational problem we introduce a logarithmic Lagrangian (LL) in addition to the so-called reciprocal Lagrangian (RL) that exists in the…
The Lamperti transform offers a powerful bridge between self-similar processes and stationary dynamics, making it especially useful for analyzing anomalous diffusion models that lack stationary increments. In this paper we examine the…
Summation formulas, such as the Euler-Maclaurin expansion or Gregory's quadrature, have found many applications in mathematics, ranging from accelerating series, to evaluating fractional sums and analyzing asymptotics, among others. We show…
We derive a formula for expressing free cumulants whose entries are products of random variables in terms of the lattice structure of non-crossing partitions. We show the usefulness of that result by giving direct and conceptually simple…
Spectral analysis of a certain doubly infinite Jacobi operator leads to orthogonality relations for confluent hypergeometric functions, which are called Laguerre functions. This doubly infinite Jacobi operator corresponds to the action of a…
The first part of this paper is devoted to the Brown measure of the product of the free unitary Brownian motion by an arbitrary free non negative operator. Our approach follows the one recently initiated by Driver-Hall-Kemp though there are…
We consider the problem of finding a function defined on $(0,\infty)$ from a countable set of values of its Laplace transform. The problem is severely ill-posed. We shall use the expansion of the function in a series of Laguerre polynomials…
We calculate the transformation and inverse transformation, in the form of Taylor expansions, from arbitrary coordinates to Fermi-Walker coordinates in tubular neighborhoods of arbitrary timelike paths for general spacetimes. Explicit…
Matrix valued Laguerre polynomials are introduced via a matrix weight function involving several degrees of freedom using the matrix nature. Under suitable conditions on the parameters the matrix weight function satisfies matrix Pearson…