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On the q-Hermite polynomials and their relationship with some other families of orthogonal polynomials

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EN
Abstrakty
EN
We review properties of the q-Hermite polynomials and indicate their links with the Chebyshev, Rogers–Szegö, Al-Salam–Chihara, continuous q-utraspherical polynomials. In particular, we recall the connection coefficients between these families of polynomials. We also present some useful and important finite and infinite expansions involving polynomials of these families including symmetric and non-symmetric kernels. In the paper, we collect scattered throughout literature useful but not widely known facts concerning these polynomials. It is based on 43 positions of predominantly recent literature.
Wydawca
Rocznik
Strony
679--708
Opis fizyczny
Bibliogr. 43 poz.
Twórcy
  • Department of Mathematics and Information Sciences, Warsaw University of Technology, ul. Koszykowa 75, 00-662 Warsaw, Poland
Bibliografia
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  • [4] W. Bryc, Stationary random fields with linear regressions, Ann. Probab. 29(1) (2001), 504–519. MR1825162 (2002d:60014)
  • [5] W. Bryc, W. Matysiak, P. J. Szabłowski, J. Probabilistic aspects of Al-Salam–Chihara polynomials, Proc. Amer. Math. Soc. 133(4) (2005), 1127–1134 (electronic). MR2117214 (2005m:33033)
  • [6] W. Bryc, J. Wesołowski, Askey–Wilson polynomials, quadratic harnesses and martingales, Ann. Probab. 38(3) (2010), 1221–1262.
  • [7] W. Bryc, W. Matysiak, J. Wesołowski, The bi-Poisson process: a quadratic harness, Ann. Probab. 36(2) (2008), 623–646. MR2393992 (2009d:60103)
  • [8] L. Carlitz, Generating functions for certain Q-orthogonal polynomials, Collect. Math. 23 (1972), 91–104. MR0316773 (47 #5321)
  • [9] L. Carlitz, Some polynomials related to theta functions, Ann. Mat. Pura Appl. 41(4) (1956), 359–373. MR0078510 (17,1205e)
  • [10] L. Carlitz, Some polynomials related to Theta functions, Duke Math. J. 24 (1957), 521–527. MR0090672 (19,849e)
  • [11] W. Y. C. Chen, H. L. Saad, L. H. Sun, The bivariate Rogers–Szegő polynomials, J. Phys. A 40(23) (2007), 6071–6084. MR2343510 (2008k:33064)
  • [12] R. Floreanini, J. LeTourneux, L. Vinet, More on the q-oscillator algebra and q-orthogonal polynomials, J. Phys. A 28(10) (1995), L287–L293. MR1343867 (96e:33043)
  • [13] R. Floreanini, J. LeTourneux, L. Vinet, Symmetry techniques for the Al-Salam–Chihara polynomials, J. Phys. A 30(9) (1997), 3107–3114. MR1456902 (98k:33036)
  • [14] K. Garrett, M. E. H. Ismail, D. Stanton, Variants of the Rogers–Ramanujan identities, Adv. Appl. Math. 23 (1999), 274–299.
  • [15] G. Gasper, M. Rahman, Positivity of the Poisson kernel for the continuous q-ultraspherical polynomials, SIAM J. Math. Anal. 14(2) (1983), 409–420. MR0688587 (84f:33008)
  • [16] M. E. H. Ismail, Classical and Quantum Orthogonal Polynomials in One Variable, with two chapters by W. Van Assche, with a foreword by R. A. Askey, Encyclopedia of Mathematics and its Applications, 98, Cambridge University Press, Cambridge, 2005. xviii+706 pp. ISBN: 978-0-521-78201-2; 0-521-78201-5 MR2191786 (2007f:33001)
  • [17] M. E. H. Ismail, D. Stanton, Tribasic integrals and identities of Rogers–Ramanujan type, Trans. Amer. Math. Soc. 355(10) (2003), 4061–4091.
  • [18] M. E. H. Ismail, D. Stanton, G. Viennot, The combinatorics of q-Hermite polynomials and the Askey–Wilson integral, European J. Combin. 8(4) (1987), 379–392. MR0930175 (89h:33015)
  • [19] M. E. H. Ismail, M. Rahman, D. Stanton, Quadratic q-exponentials and connection coefficient problems, Proc. Amer. Math. Soc. 127(10) (1999), 2931–2941. MR1621949 (2000a:33027)
  • [20] M. E. H. Ismail, D. R. Masson, q-Hermite polynomials, biorthogonal rational functions, and q-beta integrals, Trans. Amer. Math. Soc. 346(1) (1994), 63–116. MR1264148 (96a:33022)
  • [21] W. F. Kibble, An extension of a theorem of Mehler’s on Hermite polynomials, Proc. Cambridge Philos. Soc. 41 (1945), 12–15. MR0012728 (7,65f)
  • [22] R. Koekoek, P. A. Lesky, R. F. Swarttouw, Hypergeometric Orthogonal Polynomials and their q-Analogues, with a foreword by T. H. Koornwinder, Springer Monographs in Mathematics, Springer-Verlag, Berlin, 2010. xx+578 pp. ISBN: 978-3-642-05013-8 MR2656096 (2011e:33029)
  • [23] W. Matysiak, P. J. Szabłowski, A few remarks on Bryc’s paper on random fields with linear regressions, Ann. Probab. 30(3) (2002), 1486–1491. MR1920274 (2003e:60111)
  • [24] W. Matysiak, P. J. Szabłowski, (2005), Bryc’s random fields: the existence and distributions analysis. ArXiv:math.PR/math/0507296
  • [25] J. Mercer, Functions of positive and negative type and their connection with the theory of integral equations, Philosophical Transactions of the Royal Society A 209 (1909), 415–446.
  • [26] M. Rahman, Q. M. Tariq, Poisson kernel for the associated continuous q-ultraspherical polynomials, Methods Appl. Anal. 4(1) (1997), 77–90. MR1457206 (98k:33038)
  • [27] L. J. Rogers, Second memoir on the expansion of certain infinite products, Proc. London Math. Soc. 25 (1894), 318–343.
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  • [30] D. Slepian, On the symmetrized Kronecker power of a matrix and extensions of Mehler’s formula for Hermite polynomials, SIAM J. Math. Anal. 3 (1972), 606–616. MR0315173 (47 #3722)
  • [31] D. Kim, D. Stanton, J. Zeng, The combinatorics of the Al-Salam–Chihara q-Charlier polynomials, Sém. Lothar. Combin. 54 (2005/07), Art. B54i, 15 pp. (electronic). MR2223031 (2007b:05024)
  • [32] P. J. Szabłowski, Probabilistic implications of symmetries of q-Hermite and Al-Salam–Chihara polynomials, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 11(4) (2008), 513–522. MR2483794 (2010g:60125)
  • [33] P. J. Szabłowski, Expansions of one density via polynomials orthogonal with respect to the other, J. Math. Anal. Appl. 383 (2011), 35–54. http://arxiv.org/abs/1011.1492
  • [34] P. J. Szabłowski, Multidimensional q-normal and related distributions - Markov case, Electron. J. Probab. 15(40) (2010), 1296–1318. MR2678392
  • [35] P. J. Szabłowski, On the structure and probabilistic interpretation of Askey–Wilson densities and polynomials with complex parameters, J. Funct. Anal. 262 (2011), 635–659. http://arxiv.org/abs/1011.1541
  • [36] P. J. Szabłowski, On summable form of Poisson–Mehler kernel for big q-Hermite and Al-Salam–Chihara polynomials, Infinite Dimensional Analysis, Quantum Probability and Related Topics 15(3) (2012). http://arxiv.org/abs/1011.1848
  • [37] P. J. Szabłowski, Towards a q-analogue of the Kibble–Slepian formula in 3 dimensions, J. Funct. Anal. 262 (2012), 210–233. http://arxiv.org/abs/1011.4929
  • [38] P. J. Szabłowski, Befriending Askey–Wilson polynomials, submitted. http://arxiv.org/abs/1111.0601
  • [39] P. J. Szabłowski, (2009), q-Gaussian distributions: simplifications and simulations, Journal of Probability and Statistics, 2009, (article ID 752430).
  • [40] G. Szegö, Beitrag zur theorie der thetafunctionen, Sitz. Preuss. Akad. Wiss. Phys. Math. KL 19 (1926), 242–252.
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Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-d37727d4-fb39-4b02-957c-79caebeb7497
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