The relation of the d-orthogonal polynomials to the Appell polynomials

We are dealing with the concept of d-dimensional orthogonal (abbreviated d-orthogonal) polynomials, that is to say polynomials verifying one standard recurrence relation of order d + 1. Among the d-orthogonal polynomials one singles out the natural generalizations of certain classical orthogonal polynomials. In particular, we are concerned, in the present paper, with the solution of the following problem (P): Find all polynomial sequences which are at the same time Appell polynomials and d-orthogonal. The resulting polynomials are a natural extension of the Hermite polynomials.

A sequence of these polynomials is obtained. All the elements of its (d + 1)-order recurrence are explicitly determined. A generating function, a (d + 1)-order differential equation satisfied by each polynomial and a characterization of this sequence through a vectorial functional equation are also given. Among such polynomials one singles out the d-symmetrical ones (Definition 1.7) which are the d-orthogonal polynomials analogous to the Hermite classical ones. When d = 1 (ordinary orthogonality), we meet again the classical orthogonal polynomials of Hermite.     

Some Indeterminate Moment Problems and Freud-Like Weights

We study two indeterminate Hamburger moment problems and the corresponding orthogonal polynomials. The coefficients in their recurrence relations are of exponential growth or are polynomials of degree 2. The entire functions in the Nevanlinna parametrization are found. The orthogonal polynomials with polynomial recurrence coefficients resemble the Freud polynomials with a = 1/2 . Inequalities are given for the largest zero and the asymptotic behavior of the largest zero is established. April 24, 1996. Date revised: March 3, 1997.     

A REMARK ON EXTINCTION OF A CLASS OF SUPERPROCESSES

1.IntroductionSuperprocesses,i.e.,measure-vauedMarkovprocesses,havebeenanattractivetopicintherecenty6ars,whichcanbedefinedasfollows.Let((,Px)..MbeaMarkovprocesswithstrongcontinuousMarkovsemigroupSt(denotebyAitsinfinitesimaloperator,andbyPt(x,y)theassociatedtransitiollfunction).DenotebyMPthesetofallRadonmeasurespsatisfyingandbypC(t)(resp.pCc(t))thesetofpositivelycontinuousfUnctions(resp.withcompactsupport)int-Thesthcalledsuperprocess(X,P#).6MPwithparameters(andopandtakingvalueinMrisdete…     

Recurrence time statistics in chaotic dynamics. I. Discrete time maps

The dynamics of transitions between the cells of a finite-phase-space partition in a variety of systems giving rise to chaotic behavior is analyzed, with special emphasis on the statistics of recurrence times. In the case of one-dimensional piecewise Markow maps the recurrence problem is cast into a-renewal process. In the presence of intermittency, transitions between cells define a non-Markovian, non-renewal process reflected in the presence of power-law probability distributions and of divergent variances and mean values.     

The asymptotic behaviour of recurrence coefficients for orthogonal polynomials with varying exponential weights

We consider orthogonal polynomials on the real line with respect to a weight and in particular the asymptotic behaviour of the coefficients a_n,N and b_n,N in the three-term recurrence xπ_n,N(x)=π_n+1,N(x)+b_n,Nπ_n,N(x)+a_n,Nπ_n−1,N(x). For one-cut regular V we show, using the Deift-Zhou method of steepest descent for Riemann-Hilbert problems, that the diagonal recurrence coefficients a_n,n and b_n,n have asymptotic expansions as n→∞ in powers of 1/n² and powers of 1/n, respectively.     

Varying weights for orthogonal polynomials with monotonically varying recurrence coefficients

We consider orthogonal polynomials , where n is the degree of the polynomial and N is a discrete parameter. These polynomials are orthogonal with respect to a varying weight W_N which depends on the parameter N and they satisfy a recurrence relation with varying recurrence coefficients which we assume to be varying monotonically as N tends to infinity. We establish the existence of the limit and link this limit to an external field for an equilibrium problem in logarithmic potential theory.     

The cone of positive harmonic functions for scale-invariant diffusions

Consider a scale invariant diffusion whose state space is a closed cone in R ^d , minus the vertex. Then the process is either recurrent, transient to ∞ or transient to the vertex of the cone. In the latter case, the diffusion has finite lifetime (a.s.) and converges to the vertex at the lifetime. The Martin boundary consists of two points, and the corresponding minimal harmonic functions are of the form 1 and |x| ^α ψ(x/|x|).     

Moderate deviations for martingale differences and applications to φ -mixing sequences

For a R d -valued sequence of martingale differences { m k } k S 1 , we obtain a moderate deviation principle for the sequence of partial sums { Z n ( t ) 1 ~ k =1 [ nt ] m k / b n , t ] [0,1]}, in the space of càdlàg functions equipped with the Skorohod topology, under the following conditions: a Chen-Ledoux type condition, an exponential convergence in probability of the associated quadratic variation process of the martingale, and a condition of "Lindeberg" type. For the small jumps of Z n (·), we apply the general result of Puhalskii [Puhalskii, A. (1994). "Large deviations of semimartingales via convergence of the predictable characteristics". Stoch. Stoch. Rep. , 49 , pp. 27-85]. Following the method of Ledoux [Ledoux, M. (1992). "Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi". Ann. Inst. H. Poincaré , 28 , pp. 267-280] and Arcones [Arcones, A. (1999). "The large deviation principle for stochastic processes", Submitted for publication], we prove that the large jumps part of Z n (·) is negligible in the sense of the moderate deviations. One can regard our result as an extension to martingale differences, of the beautiful characterization of moderate deviations for i.i.d.r.v. case due to Chen [Chen, X. (1991). "The moderate deviations of independent vectors in Banach space". Chin. J. Appl. Probab. Stat. , 7 , pp. 124-32] and Ledoux [Ledoux, M. (1992). "Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi". Ann. Inst. H. Poincaré , 28 , pp. 267-280]. Using the Gordin [Gordin, M.I. (1969). "The central limit theorem for stationary processes". Soviet Math. Dokl. , 10 , pp. 1174-1176] decomposition, the martingale result is applied to prove the moderate deviation principle for a wide class of stationary { -mixing sequences of random variables.