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Amílcar Branquinho

Publications and source records attributed to Amílcar Branquinho.

At least 19 recordsLinked to original sources

Piñeiro mixed orthogonal polynomials and bidiagonal factorization

We study mixed multiple orthogonal polynomials associated with rank-one matrices of measures and their recurrence relations. On the step line we identify the corresponding banded recurrence matrix through the Gauss--Borel factorization of the moment matrix. Elementary Christoffel transformations lead to a factorization of this recurrence matrix into lower and upper bidiagonal factors. For the mixed Piñeiro system we derive contour-integral and generalized hypergeometric representations and formulas for the recurrence and factorization coefficients.

math.CA↗

Bidiagonal Factorization of Banded Recursion Matrices for Mixed-Type Multiple Orthogonal Polynomials

Given a banded matrix $\mathscr{T}_N$ with $p$ subdiagonals and $q$ superdiagonals arising from the Gauss--Borel factorization $\mathscr{M}_N = \mathscr{L}_N^{-1}\mathscr{U}_N^{-1}$ of a moment matrix, this paper constructs explicitly its bidiagonal factorization \[ \mathscr{T}_N = L_1 \cdots L_p\, U_q \cdots U_1. \] Bidiagonal factorizations of this type are central to the study of oscillatory banded matrices and to the spectral Favard theorem for multiple orthogonal polynomials The factorization is obtained via Christoffel transformations of the moment matrix. Provided that the perturbed moment matrices $\mathscr{M}_{N,(b,0)}$ and $\mathscr{M}_{N,(0,a)}$ admit a Gauss--Borel factorization, each bidiagonal factor is a quotient of the corresponding Gauss--Borel factors: \[ U_b = \mathscr{U}_{N,(b,0)}^{-1}\mathscr{U}_{N,(b-1,0)}, \qquad L_a = \mathscr{L}_{N,(0,a-1)}\mathscr{L}_{N,(0,a)}^{-1}. \] Explicit Christoffel-type formulas for the entries of the bidiagonal factors are then derived in terms of certain tau-determinants evaluated at the origin: \[ U_{b,n} = -\frac{τ^B_{b-1,n}\,τ^B_{b,n+1}} {τ^B_{b-1,n+1}\,τ^B_{b,n}}, \qquad L_{a,n+1} = -\frac{τ^A_{a-1,n+2}\,τ^A_{a,n}} {τ^A_{a-1,n+1}\,τ^A_{a,n+1}}. \] As an illustration, the theory is applied to the recurrence matrices of multiple Hahn orthogonal polynomials. For two weights the tetradiagonal case is handled via contiguous hypergeometric relations; for three weights, i.e. the pentadiagonal case, the direct hypergeometric representations are required. In both cases fully explicit bidiagonal factorizations are obtained.

math.CA↗

Unbounded banded matrices, shifted positive bidiagonal factorizations, and mixed-type multiple orthogonality

This work extends Favard-type spectral representations for banded matrices $T$ beyond the bounded setting. It assumes that, for every $N\in\mathbb N_0$, there exists a shift $s_N\ge 0$ such that the shifted truncation $A_N:= T^{[N]}+s_N I_{N+1}$ admits a positive bidiagonal factorization (PBF). Allowing $s_N$ to depend on $N$ leads to a natural recentering step: the discrete Gauss-type quadrature measures associated with $A_N$ are translated by $x\mapsto x-s_N$, producing a uniformly bounded family of distribution functions. Combining moment stabilization for banded truncations with Helly-type compactness theorems yields a limiting matrix-valued measure, together with a Favard-type spectral representation and the corresponding mixed-type multiple biorthogonality relations. As a consequence, the classical Favard theorem for (possibly unbounded) Jacobi matrices is recovered as a special case. Indeed, for a tridiagonal $J$ with positive sub- and superdiagonals, each truncation $J^{[N]}$ admits a shift $s_N\ge 0$ such that $J^{[N]}+s_N I_{N+1}$ is oscillatory and therefore admits a PBF. The preceding construction then produces the usual spectral measure for $J$.

math.CA↗

Spectral theory for Markov chains with transition matrix admitting a stochastic bidiagonal factorization

The recently established spectral Favard theorem for bounded banded matrices admitting a positive bidiagonal factorization is applied to a broader class of Markov chains with bounded banded transition matrices, extending beyond the classical birth-and-death setting, to those that allow a positive stochastic bidiagonal factorization. In the finite case, the Karlin-McGregor spectral representation is derived. The recurrence of the Markov chain is established, and explicit formulas for the stationary distributions are provided in terms of orthogonal polynomials. Analogous results are obtained for the countably infinite case. In this setting, the chain is not necessarily recurrent, and its behavior is characterized in terms of the associated spectral measure. Finally, ergodicity is examined through the presence of a mass at $1$ in the spectral measure, corresponding to the eigenvalue $1$ with both right and left eigenvectors.

math.PR↗

Bidiagonal matrix factorisations related to multiple orthogonal polynomials

We provide necessary and sufficient conditions for the Hessenberg recurrence matrix associated with a system of multiple orthogonal polynomials to admit a factorisation as a product of bidiagonal matrices. Using the Gauss-Borel factorisation of the moment matrix, we show that the nontrivial entries of those bidiagonal matrices can be expressed in terms of coefficients of type I or type II multiple orthogonal polynomials on the step-line with respect to the original system and its Christoffel transformations. Using the connection of multiple orthogonal polynomials with branched continued fractions, we show that the nontrivial entries of the bidiagonal matrices in the factorisation of the Hessenberg recurrence matrix correspond to the coefficients of a branched continued fraction associated with the given system of multiple orthogonal polynomials. As a case study, we present an explicit bidiagonal factorisation for the Hessenberg recurrence matrices of the Jacobi-Piñeiro polynomials and, as a limiting case, the multiple Laguerre polynomials of first kind.

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Generalized semiclassical orthogonal polynomials on the unit circle: A Riemann-Hilbert perspective

In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain first and second order differential equations for the orthogonal polynomials and associated functions with a weight on the unit circle. We deduce properties for the recurrence relation coefficients from differential properties of the weight. We take the so called generalized modified Jacobi and Bessel weights as a case study.

math.CA↗

Matrix Bessel Biorthogonal Polynomials: A Riemann-Hilbert approach

We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for the matrix orthogonal polynomials and functions of second kind. It is shown that the corresponding matrix recurrence coefficients satisfy a non-Abelian extensions of a family of discrete Painlevé d-PIV equations. We present some nontrivial examples of matrix orthogonal polynomials of Bessel type.

math.CA↗

Bidiagonal factorization of recurrence banded matrices in mixed multiple orthogonality

This paper demonstrates how to explicitly construct a bidiagonal factorization of the banded recurrence matrix that appears in mixed multiple orthogonality on the step-line in terms of the coeffcients of the mixed multiple orthogonal polynomials. The construction is based on the \(LU\) factorization of the moment matrix and Christoffel transformations applied to the matrix of measures and the associated mixed multiple orthogonal polynomials.

math.CA↗

Classical discrete multiple orthogonal polynomials: hypergeometric and integral representations

This work explores classical discrete multiple orthogonal polynomials, including Hahn, Meixner of the first and second kinds, Kravchuk, and Charlier polynomials, with an arbitrary number of weights. Explicit expressions for the recursion coefficients of Hahn multiple orthogonal polynomials are derived. By leveraging the multiple Askey scheme and the recently discovered explicit hypergeometric representation of type I multiple Hahn polynomials, corresponding explicit hypergeometric representations are provided for the type I polynomials and recursion coefficients of all the aforementioned descendants within the Askey scheme. Additionally, integral representations for these families within the Hahn class in the Askey scheme are presented. The multiple Askey scheme is further completed by providing the corresponding limits for the weights, polynomials, and recurrence coefficients.

math.CA↗

Integral and hypergeometric representations for multiple orthogonal polynomials

This paper addresses two primary objectives in the realm of classical multiple orthogonal polynomials with an arbitrary number of weights. Firstly, it establishes new and explicit hypergeometric expressions for type I Hahn multiple orthogonal polynomials. Secondly, applying the residue theorem and the Mellin transform, the paper derives contour integral representations for several families of orthogonal polynomials. Specifically, it presents contour integral formulas for both type I and type II multiple orthogonal polynomials in the Laguerre of the first kind, Jacobi-Piñeiro, and Hahn families. The evaluation of these integrals leads to explicit hypergeometric representations.

math.CA↗

Finite Markov chains and multiple orthogonal polynomials

This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials and multiple orthogonal polynomials. The paper explores the spectral theory of transition matrices, utilizing both orthogonal and multiple orthogonal polynomials. Several properties are derived, including classes, periodicity, recurrence, stationary states, ergodicity, expected recurrence times, time-reversed chains, and reversibility. Furthermore, the paper uncovers factorization in terms of pure birth and pure death processes. The case study focuses on hypergeometric orthogonal polynomials, where all the computations can be carried out effectively. Particularly within the Askey scheme, all descendants under Hahn (excluding Bessel), such as Hahn, Jacobi, Meixner, Kravchuk, Laguerre, Charlier, and Hermite, present interesting examples of recurrent reversible birth and death finite Markov chains. Additionally, the paper considers multiple orthogonal polynomials, including multiple Hahn, Jacobi-Piñeiro, Laguerre of the first kind, and Meixner of the second kind, along with their hypergeometric representations and derives the corresponding recurrent finite Markov chains and time-reversed chains.

math.PR↗

Classical multiple orthogonal polynomials for arbitrary number of weights and their explicit representation

This paper delves into classical multiple orthogonal polynomials with an arbitrary number of weights, including Jacobi-Piñeiro, Laguerre of both first and second kinds, as well as multiple orthogonal Hermite polynomials. Novel explicit expressions for nearest-neighbor recurrence coefficients, as well as the step line case, are provided for all these polynomial families. Furthermore, new explicit expressions for type I multiple orthogonal polynomials are derived for Laguerre of the second kind and also for multiple Hermite polynomials.

math.CA↗

Banded totally positive matrices and normality for mixed multiple orthogonal polynomials

This paper serves as an introduction to banded totally positive matrices, exploring various characterizations and associated properties. A significant result within is the demonstration that the collection of such matrices forms a semigroup, notably including a subset permitting positive bidiagonal factorization. Moreover, the paper applies this concept to investigate step line normality concerning the degrees of associated recursion polynomials. It presents a spectral Favard theorem, ensuring the existence of measures, thereby guaranteeing that these recursion polynomials represent mixed multiple orthogonal polynomials that maintain normality on the step line indices.

math.CA↗

Lax-type pairs in the theory of bivariate orthogonal polynomials

Sequences of bivariate orthogonal polynomials written as vector polynomials of increasing size satisfy a couple of three term relations with matrix coefficients. In this work, introducing a time-dependent parameter, we analyse a Lax-type pair system for the coefficients of the three term relations. We also deduce several characterizations relating the Lax-type pair, the shape of the weight, Stieltjes function, moments, a differential equation for the weight, and the bidimensional Toda-type systems.

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Bidiagonal factorization of the recurrence matrix for the Hahn multiple orthogonal polynomials

This paper explores a factorization using bidiagonal matrices of the recurrence matrix of Hahn multiple orthogonal polynomials. The factorization is expressed in terms of ratios involving the generalized hypergeometric function ${}_3F_2$ and is proven using recently discovered contiguous relations. Moreover, employing the multiple Askey scheme, a bidiagonal factorization is derived for the Hahn descendants, including Jacobi-Piñeiro, multiple Meixner (kinds I and II), multiple Laguerre (kinds I and II), multiple Kravchuk, and multiple Charlier, all represented in terms of hypergeometric functions. For the cases of multiple Hahn, Jacobi-Piñeiro, Meixner of kind II, and Laguerre of kind I, where there exists a region where the recurrence matrix is nonnegative, subregions are identified where the bidiagonal factorization becomes a positive bidiagonal factorization.

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Banded matrices and their orthogonality

Banded bounded matrices, which represent non normal operators, of oscillatory type that admit a positive bidiagonal factorization are considered. To motivate the relevance of the oscillatory character the Favard theorem for Jacobi matrices is revisited and it is shown that after an adequate shift of the Jacobi matrix one gets an oscillatory matrix. In this work we present a spectral theorem for this type of operators and show how the theory of multiple orthogonal polynomials apply.

math.CA↗

Matrix Orthogonal Polynomials: A Riemann--Hilbert approach

In this work we show how to get advantage from the Riemann--Hilbert analysis in order to obtain information about the matrix orthogonal polynomials and functions of second kind associated with a weight matrix. We deduce properties for the recurrence relation coefficients from differential properties of the weight matrix. We take the matrix polynomials of Hermite, Laguerre and Jacobi type as a case study.

math.CA↗