相关论文: Multiple orthogonal polynomials of mixed type and …
Macdonald polynomials are orthogonal polynomials associated to root systems, and in the type A case, the symmetric kind is a common generalization of Schur functions, Macdonald spherical functions, and Jack polynomials. We use the…
Ordinary orthogonal polynomials are uniquely characterized by the three term recurrence relations up to an overall multiplicative constant. We show that the newly discovered M-indexed orthogonal polynomials satisfy 3+2M term recurrence…
This article reports the modeling of inertial rotational Brownian motion as an Ornstein-Uhlenbeck process evolving on the cotangent bundle of the rotation group, SO(3). The benefit of this approach and the use of a different…
It is well known that between all processes with independent increments, essentially only the Brownian motion and the Poisson process possess the chaotic representation property (CRP). Thus, a natural question appears: What is an…
We investigate the asymptotic behavior of a family of multiple orthogonal polynomials that is naturally linked with the normal matrix model with a monomial potential of arbitrary degree $d+1$. The polynomials that we investigate are…
In this paper, we consider Barnes' multiple Bernoulli and poly-Bernoulli mixed-type polynomials. From the properties of Sheffer sequences of these polynomials arising from umbrral calculus, we derive new and interesting identities.
Multiple orthogonal polynomials are traditionally studied because of their connections to number theory and approximation theory. In recent years they were found to be connected to certain models in random matrix theory. In this paper we…
We show that the average characteristic polynomial P_n(z) = E [\det(zI-M)] of the random Hermitian matrix ensemble Z_n^{-1} \exp(-Tr(V(M)-AM))dM is characterized by multiple orthogonality conditions that depend on the eigenvalues of the…
We derive the Christoffel-Geronimus-Uvarov transformations of a system of bi-orthogonal polynomials and associated functions on the unit circle, that is to say the modification of the system corresponding to a rational modification of the…
This preprint is the introduction of my habilitation thesis for Paris7 university. It is a sumary of a collection of works on the 2 matrix model. In an introduction, 3 different and unequivalent definitions of matrix models are given…
We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter $\beta>0$, generalizing the interlacing reflected Brownian motions of Warren for $\beta=2$. Such processes unify $\beta$ corners processes and Dyson Brownian…
Additive perturbations, specifically, matrix Uvarov transformations for matrix orthogonal polynomials, are under consideration. Christoffel-Uvarov formulas are deduced for the perturbed biorthogonal families, along with their matrix norms.…
A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional…
Roughly speaking, a regular subspace of a Dirichlet form is a subspace, which is also a regular Dirichlet form, on the same state space. In particular, the domain of regular subspace is a closed subspace of the Hilbert space induced by the…
We study asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight, which is a weight function with a finite number of algebraic singularities on $[-1,1]$. The recurrence coefficients…
We consider dual polynomials of the multi-indexed ($q$-)Racah orthogonal polynomials. The $M$-indexed ($q$-)Racah polynomials satisfy the second order difference equations and various $1+2L$ ($L\geq M+1$) term recurrence relations with…
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
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…
In this paper, the intersection of bivariate orthogonal polynomials on triangle patches will be investigated. The result is interesting by its own but also has important applications in the theory of a posteriori error estimation for finite…
We consider the class of biorthogonal polynomials that are used to solve the inverse spectral problem associated to elementary co-adjoint orbits of the Borel group of upper triangular matrices; these orbits are the phase space of…