相关论文: Quadratic Harnesses, q-commutations, and orthogona…
We analyze and partially solve system of recurrences that can be derived from the properties of martingale orthogonal polynomials that characterize quadratic harnesses (QH). We also specify conditions for the existence of moments of one…
Quadratic harnesses are time-inhomogeneous Markov polynomial processes with linear conditional expectations and quadratic conditional variances with respect to the past-future filtrations. Typically they are determined by five numerical…
This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances. Our main result is a construction of a Markov process from given orthogonal and…
We investigate integrability properties of processes with linear regressions and quadratic conditional variances. We establish the right order of dependence of which moments are finite on the parameter defined below, raising the question of…
We provide a simple method to recognize classical orthogonal polynomials on lattices defined only by their coefficients of the three term recurrence relation.
Quadratic harnesses are typically non-homogeneous Markov processes with time-dependent state space. Using an appropriately defined affine transformation we show that all bridges of a given quadratic harness can be transformed into other…
We study matrix three term relations for orthogonal polynomials in two variables constructed from orthogonal polynomials in one variable. Using the three term recurrence relation for the involved univariate orthogonal polynomials, the…
We study multiple orthogonal polynomials exploiting their explicit determinantal representation in terms of moments. Our reasoning follows that applied to solve the Hermite-Pad\'{e} approximation and interpolation problems. We study also…
We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.
This paper addresses a construction of new $q-$Hermite polynomials with a full characterization of their main properties and corresponding raising and lowering operator algebra. The three-term recursive relation as well as the second-order…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
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…
Matrix-valued Cauchy bi-orthogonal polynomials were proposed in this paper, together with its quasideterminant expression. It is shown that the coefficients in four-term recurrence relation for matrix-valued Cauchy bi-orthogonal polynomials…
A unified theory of orthogonal polynomials of a discrete variable is presented through the eigenvalue problem of hermitian matrices of finite or infinite dimensions. It can be considered as a matrix version of exactly solvable Schr\"odinger…
Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in…
In this study, we introduce the concept of commutative quaternions and commutative quaternion matrices. Firstly, we give some properties of commutative quaternions and their Hamilton matrices. After that we investigate commutative…
For all finite fields of $q$ elements where $q\equiv1\pmod4$ we have constructed permutation polynomials which have order 2 as permutations, and have 3 terms, or 4 terms as polynomials. Explicit formulas for their coefficients are given in…
In this paper, we establish a $q$-integral formula by using the orthogonality relation, and also provide a new proof of the $q$-orthogonality relation for the continuous $q$-ultraspherical polynomials. A new $q$-beta integral with five…
The tridiagonal representation approach is an algebraic method for solving second order differential wave equations. Using this approach in the solution of quantum mechanical problems, we encounter two new classes of orthogonal polynomials…
The strict relation between some class of multiboson hamiltonian systems and the corresponding class of orthogonal polynomials is established. The correspondence is used effectively to integrate the systems. As an explicit example we…