arXiv subjects

Paweł J. Szabłowski

Publications and source records attributed to Paweł J. Szabłowski.

42 records · Page 3Linked to original sources

arXiv2011

Towards a q-analogue of the Kibble--Slepian formula in 3 dimensions

We study a generalization of the Kibble-Slepian (KS) expansion formula in 3 dimensions. The generalization is obtained by replacing the Hermite polynomials by the q-Hermite ones. If such a replacement would lead to non-negativity for all allowed values of parameters and for all values of variables ranging over certain Cartesian product of compact intervals then we would deal with a generalization of the 3 dimensional Normal distribution. We show that this is not the case. We indicate some values of the parameters and some compact set in R^{3} of positive measure, such that the values of the extension of KS formula are on this set negative. Nevertheless we indicate other applications of so generalized KS formula. Namely we use it to sum certain kernels built of the Al-Salam-Chihara polynomials for the cases that were not considered by other authors. One of such kernels sums up to the Askey-Wilson density disclosing its new, interesting properties. In particular we are able to obtain a generalization of the 2 dimensional Poisson-Mehler formula. As a corollary we indicate some new interesting properties of the Askey-Wilson polynomials with complex parameters. We also pose several open questions.

math.CA↗

arXiv2011

Expansions of one density via polynomials orthogonal with respect to the other

We expand the Chebyshev polynomials and some of its linear combination in linear combinations of the q-Hermite, the Rogers (q-utraspherical) and the Al-Salam--Chihara polynomials and vice versa. We use these expansions to obtain expansions of some densities, including q-Normal and some related to it, in infinite series constructed of the products of the other density times polynomials orthogonal to it, allowing deeper analysis and discovering new properties. On the way we find an easy proof of expansion of the Poisson--Mehler kernel as well as its reciprocal. We also formulate simple rule relating one set of orthogonal polynomials to the other given the properties of the ratio of the respective densities of measures orthogonalizing these polynomials sets.

math.CA↗

arXiv2010

Multidimensional q-Normal and related distributions - Markov case

We define and study distributions in R^{d} that we call q-Normal. For q=1 they are really multidimensional Normal, for q\in(-1,1) they have densities, compact support and many properties that resemble properties of ordinary multidimensional Normal distribution. We also consider some generalizations of these distributions and indicate close relationship of these distributions to Askey-Wilson weight function i.e. weight with respect which Askey-Wilson polynomials are orthogonal and prove some properties of this weight function. In particular we prove a generalization of Poisson-Mehler expansion formula

math.PR↗

arXiv2008

Probabilistic implications of symmetries of q-Hermite and Al-Salam-Chihara polynomials

We prove the existence of stationary random fields with linear regressions for $q>1$ and thus close an open question posed by W. Bryc et al.. We prove this result by describing a discrete 1 dimensional conditional distribution and then checking Chapman-Kolmogorov equation. Support of this distribution consist of zeros of certain Al-Salam-Chihara polynomials. To find them we refer to and expose known result concerning addition of $q-$ exponential function. This leads to generalization of a well known formula $(x+y)^{n}% =\sum_{i=0}^{n}\binom{n}{k}i^{k}H_{n-k}(x) H_{k}(-iy) ,$ where $H_{k}(x) $ denotes $k-$th Hermite polynomial.

math.PR↗

arXiv2006

Generalized stationary random fields with linear regressions - an operator approach

Existence, $L^2$-stationarity and linearity of conditional expectations $\wwo{X_k}{...,X_{k-2},X_{k-1}}$ of square integrable random sequences $\mathbf{X}=(X_{k})_{k\in\mathbb{Z}}$ satisfying \[ \wwo{X_k}{...,X_{k-2},X_{k-1},X_{k+1},X_{k+2},...}=\sum_{j=1}^\infty b_j(X_{k-j}+X_{k+j}) \] for a real sequence $(b_n)_{n\in\nat}$, is examined. The analysis is reliant upon the use of Laurent and Toeplitz operator techniques.

math.PR↗

arXiv2005

Bryc's random fields: the existence and distributions analysis

We examine problem of existence of stationary random fields with linear regressions and quadratic conditional variances, introduced by Bryc in "Stationary random fields with linear regressions" (Annals of Probability 29, No. 1, 504-519). Distributions of the fields are identified and almost complete description of the possible sets of parameters defining the first two conditional moments is given. This note almost solves Bryc's problem concerning fields undetermined by moments - the only remaining set of parameters for which the existence of Bryc's fields is unclear has Lebesgue measure zero.

math.PR↗