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Generating functions of orthogonal polynomials and Szego-Jacobi parameters
Interacting Fock space probability measure orthogonal polynomial Szegii-Jacobi parameters
2009/9/21
In this paper, we present a more direct way to compute
the SzeggJacobi parameters from a generating function than that in
[S] and [6]. Our study is motivated by the notions of one-mode interacting
...
Beta Jacobi processes
Jacobi processes strong uniqueness principal Weyl alcove root system of type BC hittining time
2010/3/17
We define and study a [0, 1]m-valued process depending on three positive real
parameters p, q, that specializes for = 1, 2 to the eigenvalues process of the real and
complex matrix Jacobi processes ...