相关论文: Large Deviations for Statistics of Jacobi Process

We construct and analyze the Jacobi process - in mathematical biology referred to as Wright-Fisher diffusion - using a Dirichlet form. The corresponding Dirichlet space takes the form of a Sobolev space with different weights for the…

An important invariant of a polynomial $f$ is its Jacobian algebra defined by its partial derivatives. Let $f$ be invariant with respect to the action of a finite group of diagonal symmetries $G$. We axiomatically define an orbifold…

We introduce a new infinite class of superintegrable quantum systems in the plane. Their Hamiltonians involve reflection operators. The associated Schr\"odinger equations admit separation of variables in polar coordinates and are exactly…

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…

We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…

We present a simulation code which can solve broad ranges of partial differential equations in a full sphere. The code expands tensorial variables in a spectral series of spin-weighted spherical harmonics in the angular directions and a…

It is shown that the CMV Laurent polynomials associated to the sieved Jacobi polynomials on the unit circle satisfy an eigenvalue equation with respect to a first order differential operator of Dunkl type. Using this result, the sieved…

We look for differential equations satisfied by the generalized Jacobi polynomials which are orthogonal on the interval [-1,1] with respect to the classical weight function for the Jacobi polynomials together with point masses at both…

In this paper, the theory of the fractional singular Lagrangian systems is investigated with second order derivatives. The fractional quantization for these systems is examined using the WKB approximation. The Hamilton Jacobi treatment can…

We construct noncomplete orthogonal systems on the ray $[0,\infty)$ that look like Jacobi polynomials $P_n(x)$ after a shift of degree $n\mapsto n+a$, where $a$ is a real constant. These systems are solutions of some exotic Sturm-Liouville…

A representation of the Jacobi algebra $\mathfrak{h}_1\rtimes \mathfrak{su}(1,1)$ by first order differential operators with polynomial coefficients on the manifold $\mathbb{C}\times \mathcal{D}_1$ is presented. The Hilbert space of…

There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas…

We consider the inverse dynamic problem for a dynamical system with discrete time associated with a semi-infinite complex Jacobi matrix. We propose two approaches of recovering coefficients from dynamic response operator and answer a…

In this paper, a novel formula expressing explicitly the fractional-order derivatives, in the sense of Riesz-Feller operator, of Jacobi polynomials is presented. Jacobi spectral collocation method together with trapezoidal rule are used to…

In this work, we study large deviation properties of the covariance process in fully connected Gaussian deep neural networks. More precisely, we establish a large deviation principle (LDP) for the covariance process in a functional…

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…

In this paper, we study the $S$ transforms of Jacobi processes in the frameworks of free and finite free probability theories. We begin by deriving a partial differential equation satisfied by the free $S$ transform of the free Jacobi…

We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ($\R$-valued) L\'evy process on a Riemannian manifold. The support of the measure of jumps in the L\'evy--Khintchine…

A new family of $n$-dimensional solutions of the Jacobi identities is characterized. Such a family is very general, thus unifying in a common framework many different well-known Poisson systems seemingly unrelated. This unification is not…

Motivated by the notion of isotropic $\alpha$-stable L\'evy processes confined, by reflections, to a bounded open Lipschitz set $D\subset \mathbb{R}^d$, we study some related analytical objects. Thus, we construct the corresponding…