相关论文: The bi-Poisson process: a quadratic harness

We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…

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…

Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…

A new method of composition orthogonality is introduced. It is applied to generate new sequences of orthogonal polynomials and functions. In particular, classical orthogonal polynomials are interpreted in the sense of composition…

In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…

In this article, we will explore why Karlin-McGregor method of using orthogonal polynomials in the study of Markov processes was so successful for one dimensional nearest neighbor processes, but failed beyond nearest neighbor transitions.…

Assuming uniqueness of the martingale problem for Markov processes of generators $q_t$ in a quadratic family like \[q_t(i,j) = a_t(i) q_0(i,j)^2 + b_t(i) q_0(i,j) - \frac{a_t(i)}{N} \sum_k q_0(i,k)^2,\] where $a_t(i),b_t(i)$ are predictable…

We show that the joint probability generating function of the stationary measure of a finite state asymmetric exclusion process with open boundaries can be expressed in terms of joint moments of Markov processes called quadratic harnesses.…

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…

We apply a symbolic approach of the general quadratic decomposition of polynomial sequences - presented in a previous article referenced herein - to polynomial sequences fulfilling specific orthogonal conditions towards two given…

The covariance function of a Gauss-Markov process evaluated at points $(s,t)$ admits a representation as a product of a function of $\min(s,t)$ and a function of $\max(s,t)$. We call these functions the covariance factors of a Gauss-Markov…

We consider matrix orthogonal polynomials related to Jacobi type matrices of weights that can be defined in terms of a given matrix Pearson equation. Stating a Riemann-Hilbert problem we can derive first and second order differential…

We study class of L\'{e}vy processes having distributions being indentifiable by moments. We define system of polynomial martingales \newline $\left\{ M_{n}(X_{t},t),\mathcal{F}_{\leq t}\right\} _{n\geq 1},$ where $% \mathcal{F}_{\leq t}$…

We derive and study expansions of and over the Askey--Wilson polynomials. We study these expansions and examine some limits to the continuous dual $q$-Hahn, Al-Salam--Chihara, continuous big $q$-Hermite and continuous $q$-Hermite…

I analyze an unexpected connection between multiple orthogonal polynomials, $d$-orthogonal polynomials, production matrices and branched continued fractions. This work can be viewed as a partial extension of Viennot's combinatorial theory…

We establish quadratic Poisson brackets for the generalized Camassa--Holm peakon structure introduced in \cite{AFR23}. The calculation is based on the halving of the spectral parameter dependent $r$-matrix used to define the linear Poisson…

In this paper, we study a class of orthogonal polynomials defined by a three-term recurrence relation with periodic coefficients. We derive explicit formulas for the generating function, the associated continued fraction, the orthogonality…

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…

In this paper we develop a stochastic analysis for marked binomial processes, that can be viewed as the discrete analogues of marked Poisson processes. The starting point is the statement of a chaotic expansion for square-integrable (marked…

We present computational methods for constructing orthogonal/orthonormal polynomials over arbitrary polygonal domains in $\mathbb{R}^2$ using bivariate spline functions. Leveraging a mature MATLAB implementation which generates spline…