A Probablistic Origin for a New Class of Bivariate Polynomials

Autor: Hoare, Michael R., Rahman, Mizan
Rok vydání: 2008
Předmět:
Zdroj: SIGMA 4 (2008), 089, 18 pages
Druh dokumentu: Working Paper
DOI: 10.3842/SIGMA.2008.089
Popis: We present here a probabilistic approach to the generation of new polynomials in two discrete variables. This extends our earlier work on the 'classical' orthogonal polynomials in a previously unexplored direction, resulting in the discovery of an exactly soluble eigenvalue problem corresponding to a bivariate Markov chain with a transition kernel formed by a convolution of simple binomial and trinomial distributions. The solution of the relevant eigenfunction problem, giving the spectral resolution of the kernel, leads to what we believe to be a new class of orthogonal polynomials in two discrete variables. Possibilities for the extension of this approach are discussed.
Comment: This is a contribution to the Special Issue on Dunkl Operators and Related Topics, published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals/SIGMA/
Databáze: arXiv