Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model

The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential operator with matrix-valued coefficients, from which we can derive backward and forward equations, a spectral representation of the probability density, study recurrence of the process and the corresponding invariant distribution. All these results are applied to an example coming from group representation theory which can be viewed as a variant of the Wright-Fisher model involving only mutation effects.Comment: 6 figure

Some examples of matrix-valued orthogonal functions having a differential and an integral operator as eigenfunctions

The aim of this paper is to show some examples of matrix-valued orthogonal functions on the real line which are simultaneously eigenfunctions of a second-order differential operator of Schr\"{o}dinger type and an integral operator of Fourier type. As a consequence we derive integral representations of these functions as well as other useful structural formulas. Some of these functions are plotted to show the relationship with the Hermite or wave functions

Non-commutative Painleve' equations and Hermite-type matrix orthogonal polynomials

We study double integral representations of Christoffel-Darboux kernels associated with two examples of Hermite-type matrix orthogonal polynomials. We show that the Fredholm determinants connected with these kernels are related through the Its-Izergin-Korepin-Slavnov (IIKS) theory with a certain Riemann-Hilbert problem. Using this Riemann-Hilbert problem we obtain a Lax pair whose compatibility conditions lead to a non-commutative version of the Painleve' IV differential equation for each family.Comment: Final version, accepted for publication on CMP: Communications in Mathematical Physics. 24 pages, 1 figur

Constructing Krall-Hahn orthogonal polynomials

Given a sequence of polynomials $(p_n)_n$, an algebra of operators $\mathcal A$ acting in the linear space of polynomials and an operator $D_p\in \mathcal A$ with $D_p(p_n)=\theta_np_n$, where $\theta_n$ is any arbitrary eigenvalue, we construct a new sequence of polynomials $(q_n)_n$ by considering a linear combination of $m+1$ consecutive $p_n$: $q_n=p_n+\sum_{j=1}^m\beta_{n,j}p_{n-j}$. Using the concept of $\mathcal{D}$-operator, we determine the structure of the sequences $\beta_{n,j}, j=1,\ldots,m,$ in order that the polynomials $(q_n)_n$ are eigenfunctions of an operator in the algebra $\mathcal A$. As an application, from the classical discrete family of Hahn polynomials we construct orthogonal polynomials $(q_n)_n$ which are also eigenfunctions of higher-order difference operators.Comment: 26 pages. arXiv admin note: text overlap with arXiv:1307.1326, arXiv:1407.697