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

Let $X=\{X_t, t\ge0\}$ be a c\`{a}dl\`{a}g L\'{e}vy process, centered, with moments of all orders. There are two families of orthogonal polynomials associated with $X$. On one hand, the Kailath--Segall formula gives the relationship between…

A vector-valued version of the Girsanov theorem is presented, for a scalar process with respect to a Banach-valued measure. Previously, a short discussion about the Birkhoff-type integration is outlined, as for example integration by…

In a polynomial regression model, the divisibility conditions implicit in polynomial hierarchy give way to a natural construction of constraints for the model parameters. We use this principle to derive versions of strong and weak hierarchy…

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads…

In the Hammersley harness processes the real-valued height at each site i in Z^d is updated at rate 1 to an average of the neighboring heights plus a centered random variable (the noise). We construct the process "a la Harris"…

Bipartite calculus is a direct generalization of Kauffman planar expansion from $N=2$ to arbitrary $N$, applicable to the restricted class of knots which are entirely made of antiparallel lock tangles. Whenever applicable, it allows a…

Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=\epsilon_{n+1}X_n(1-X_n), where \epsilon_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_{\theta}(x)=\theta x(1-x). Its study is of…

New bispectral orthogonal polynomials are obtained from an unconventional truncation of the Askey-Wilson polynomials. In the limit $q \to 1$, they reduce to the para-Racah polynomials which are orthogonal with respect to a quadratic…

We describe various aspects of the Al-Salam-Carlitz $q$-Charlier polynomials. These include combinatorial descriptions of the moments, the orthogonality relation, and the linearization coefficients.

In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the…

This paper derives sparse recurrence relations between orthogonal polynomials on a triangle and their partial derivatives, which are analogous to recurrence relations for Jacobi polynomials. We derive these recurrences in a systematic…

Ouroboros functions have shown some interesting properties when subjected to conventional operations. The aim of this paper is to continue our investigation and prove some additional properties of these functions. Using algebraic methods,…

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…

A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival processes, martingales and claim measures are obtained. Some…

Jones and Boston conjectured that the factorization process for iterates of irreducible quadratic polynomials over finite fields is approximated by a Markov model. In this paper, we find unexpected and intricate behavior for some quadratic…

The Al-Salam-Chihara polynomials are an important family of orthogonal polynomials in one variable $x$ depending on 3 parameters $\alpha$, $\beta$ and $q$. They are closely connected to a model from statistical mechanics called the…

A two-variable generalization of the Big $-1$ Jacobi polynomials is introduced and characterized. These bivariate polynomials are constructed as a coupled product of two univariate Big $-1$ Jacobi polynomials. Their orthogonality measure is…

We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.'' We investigate the most general Girsanov transformation…

The aim of this paper is to study some models of quasi-birth-and-death (QBD) processes arising from the theory of bivariate orthogonal polynomials. First we will see how to perform the spectral analysis in the general setting as well as to…

In this paper we present the classical results of Kolmogorov's backward and forward equations to the case of a two-parameter Markov process. These equations relates the infinitesimal transition matrix of the two-parameter Markov process.…