162 research outputs found

    Some discrete multiple orthogonal polynomials

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    27 pages, no figures.-- MSC2000 codes: 33C45, 33C10, 42C05, 41A28.-- Issue title: "Proceedings of the 6th International Symposium on Orthogonal Polynomials, Special Functions and their Applications" (OPSFA-VI, Rome, Italy, 18-22 June 2001).MR#: MR1985676 (2004g:33015)Zbl#: Zbl 1021.33006In this paper, we extend the theory of discrete orthogonal polynomials (on a linear lattice) to polynomials satisfying orthogonality conditions with respect to r positive discrete measures. First we recall the known results of the classical orthogonal polynomials of Charlier, Meixner, Kravchuk and Hahn (T.S. Chihara, An Introduction to Orthogonal Polynomials, Gordon and Breach, New York, 1978; R. Koekoek and R.F. Swarttouw, Reports of the Faculty of Technical Mathematics and Informatics No. 98-17, Delft, 1998; A.F. Nikiforov et al., Classical Orthogonal Polynomials of a Discrete Variable, Springer, Berlin, 1991). These polynomials have a lowering and raising operator, which give rise to a Rodrigues formula, a second order difference equation, and an explicit expression from which the coefficients of the three-term recurrence relation can be obtained. Then we consider r positive discrete measures and define two types of multiple orthogonal polynomials. The continuous case (Jacobi, Laguerre, Hermite, etc.) was studied by Van Assche and Coussement (J. Comput. Appl. Math. 127 (2001) 317–347) and Aptekarev et al. (Multiple orthogonal polynomials for classical weights, manuscript). The families of multiple orthogonal polynomials (of type II) that we will study have a raising operator and hence a Rodrigues formula. This will give us an explicit formula for the polynomials. Finally, there also exists a recurrence relation of order r+1 for these multiple orthogonal polynomials of type II. We compute the coefficients of the recurrence relation explicitly when r=2.This research was supported by INTAS project 00-272, Dirección General de Investigación del Ministerio de Ciencia y Tecnología of Spain under grants BFM-2000-0029 and BFM-2000-0206-C04-01, Dirección General de Investigación de la Comunidad Autónoma de Madrid, and by project G.0184.02 of FWO-Vlaanderen.Publicad

    Maximize What Matters: Predicting Customer Churn With Decision-Centric Ensemble Selection

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    Churn modeling is important to sustain profitable customer relationships in saturated consumer markets. A churn model predicts the likelihood of customer defection. This is important to target retention offers to the right customers and to use marketing resources efficiently. The prevailing approach toward churn model development, supervised learning, suffers an important limitation: it does not allow the marketing analyst to account for campaign planning objectives and constraints during model building. Our key proposition is that creating a churn model in awareness of actual business requirements increases the performance of the final model for marketing decision support. To demonstrate this, we propose a decision-centric framework to create churn models. We test our modeling framework on eight real-life churn data sets and find that it performs significantly better than state-of-the-art churn models. Further analysis suggests that this improvement comes directly from incorporating business objectives into model building, which confirms the effectiveness of the proposed framework. In particular, we estimate that our approach increases the per customer profits of retention campaigns by $.47 on average

    Non-intersecting squared Bessel paths: critical time and double scaling limit

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    We consider the double scaling limit for a model of nn non-intersecting squared Bessel processes in the confluent case: all paths start at time t=0t=0 at the same positive value x=ax=a, remain positive, and are conditioned to end at time t=1t=1 at x=0x=0. After appropriate rescaling, the paths fill a region in the txtx--plane as nn\to \infty that intersects the hard edge at x=0x=0 at a critical time t=tt=t^{*}. In a previous paper (arXiv:0712.1333), the scaling limits for the positions of the paths at time ttt\neq t^{*} were shown to be the usual scaling limits from random matrix theory. Here, we describe the limit as nn\to \infty of the correlation kernel at critical time tt^{*} and in the double scaling regime. We derive an integral representation for the limit kernel which bears some connections with the Pearcey kernel. The analysis is based on the study of a 3×33\times 3 matrix valued Riemann-Hilbert problem by the Deift-Zhou steepest descent method. The main ingredient is the construction of a local parametrix at the origin, out of the solutions of a particular third-order linear differential equation, and its matching with a global parametrix.Comment: 53 pages, 15 figure

    Noncolliding Squared Bessel Processes

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    We consider a particle system of the squared Bessel processes with index ν>1\nu > -1 conditioned never to collide with each other, in which if 1<ν<0-1 < \nu < 0 the origin is assumed to be reflecting. When the number of particles is finite, we prove for any fixed initial configuration that this noncolliding diffusion process is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel called the correlation kernel. When the number of particles is infinite, we give sufficient conditions for initial configurations so that the system is well defined. There the process with an infinite number of particles is determinantal and the correlation kernel is expressed using an entire function represented by the Weierstrass canonical product, whose zeros on the positive part of the real axis are given by the particle-positions in the initial configuration. From the class of infinite-particle initial configurations satisfying our conditions, we report one example in detail, which is a fixed configuration such that every point of the square of positive zero of the Bessel function JνJ_{\nu} is occupied by one particle. The process starting from this initial configuration shows a relaxation phenomenon converging to the stationary process, which is determinantal with the extended Bessel kernel, in the long-term limit.Comment: v3: LaTeX2e, 26 pages, no figure, corrections made for publication in J. Stat. Phy

    Direct and inverse spectral transform for the relativistic Toda lattice and the connection with Laurent orthogonal polynomials

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    We introduce a spectral transform for the finite relativistic Toda lattice (RTL) in generalized form. In the nonrelativistic case, Moser constructed a spectral transform from the spectral theory of symmetric Jacobi matrices. Here we use a non-symmetric generalized eigenvalue problem for a pair of bidiagonal matrices (L,M) to define the spectral transform for the RTL. The inverse spectral transform is described in terms of a terminating T-fraction. The generalized eigenvalues are constants of motion and the auxiliary spectral data have explicit time evolution. Using the connection with the theory of Laurent orthogonal polynomials, we study the long-time behaviour of the RTL. As in the case of the Toda lattice the matrix entries have asymptotic limits. We show that L tends to an upper Hessenberg matrix with the generalized eigenvalues sorted on the diagonal, while M tends to the identity matrix.Comment: 24 pages, 9 figure

    The Trigonometric Rosen-Morse Potential in the Supersymmetric Quantum Mechanics and its Exact Solutions

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    The analytic solutions of the one-dimensional Schroedinger equation for the trigonometric Rosen-Morse potential reported in the literature rely upon the Jacobi polynomials with complex indices and complex arguments. We first draw attention to the fact that the complex Jacobi polynomials have non-trivial orthogonality properties which make them uncomfortable for physics applications. Instead we here solve above equation in terms of real orthogonal polynomials. The new solutions are used in the construction of the quantum-mechanic superpotential.Comment: 16 pages 7 figures 1 tabl

    M\"ossbauer Antineutrinos: Recoilless Resonant Emission and Absorption of Electron Antineutrinos

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    Basic questions concerning phononless resonant capture of monoenergetic electron antineutrinos (M\"ossbauer antineutrinos) emitted in bound-state beta-decay in the 3H - 3He system are discussed. It is shown that lattice expansion and contraction after the transformation of the nucleus will drastically reduce the probability of phononless transitions and that various solid-state effects will cause large line broadening. As a possible alternative, the rare-earth system 163Ho - 163Dy is favoured. M\"ossbauer-antineutrino experiments could be used to gain new and deep insights into several basic problems in neutrino physics
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