Classical Orthogonal Polynomials of a Discrete Variable
Classical Orthogonal Polynomials of a Discrete Variable

Author: Arnold F. Nikiforov

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 388

ISBN-13: 3642747485

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While classical orthogonal polynomials appear as solutions to hypergeometric differential equations, those of a discrete variable emerge as solutions of difference equations of hypergeometric type on lattices. The authors present a concise introduction to this theory, presenting at the same time methods of solving a large class of difference equations. They apply the theory to various problems in scientific computing, probability, queuing theory, coding and information compression. The book is an expanded and revised version of the first edition, published in Russian (Nauka 1985). Students and scientists will find a useful textbook in numerical analysis.

Orthogonal Polynomials and Special Functions
Orthogonal Polynomials and Special Functions

Author: Francisco Marcellàn

Publisher: Springer Science & Business Media

Published: 2006-06-19

Total Pages: 432

ISBN-13: 3540310622

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Special functions and orthogonal polynomials in particular have been around for centuries. Can you imagine mathematics without trigonometric functions, the exponential function or polynomials? In the twentieth century the emphasis was on special functions satisfying linear differential equations, but this has now been extended to difference equations, partial differential equations and non-linear differential equations. The present set of lecture notes containes seven chapters about the current state of orthogonal polynomials and special functions and gives a view on open problems and future directions. The topics are: computational methods and software for quadrature and approximation, equilibrium problems in logarithmic potential theory, discrete orthogonal polynomials and convergence of Krylov subspace methods in numerical linear algebra, orthogonal rational functions and matrix orthogonal rational functions, orthogonal polynomials in several variables (Jack polynomials) and separation of variables, a classification of finite families of orthogonal polynomials in Askey’s scheme using Leonard pairs, and non-linear special functions associated with the Painlevé equations.

Orthogonal Polynomials
Orthogonal Polynomials

Author: Gabor Szegš

Publisher: American Mathematical Soc.

Published: 1939-12-31

Total Pages: 448

ISBN-13: 0821810235

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The general theory of orthogonal polynomials was developed in the late 19th century from a study of continued fractions by P. L. Chebyshev, even though special cases were introduced earlier by Legendre, Hermite, Jacobi, Laguerre, and Chebyshev himself. It was further developed by A. A. Markov, T. J. Stieltjes, and many other mathematicians. The book by Szego, originally published in 1939, is the first monograph devoted to the theory of orthogonal polynomials and its applications in many areas, including analysis, differential equations, probability and mathematical physics. Even after all the years that have passed since the book first appeared, and with many other books on the subject published since then, this classic monograph by Szego remains an indispensable resource both as a textbook and as a reference book. It can be recommended to anyone who wants to be acquainted with this central topic of mathematical analysis.

Discrete Orthogonal Polynomials. (AM-164)
Discrete Orthogonal Polynomials. (AM-164)

Author: J. Baik

Publisher: Princeton University Press

Published: 2007-01-02

Total Pages: 179

ISBN-13: 1400837138

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This book describes the theory and applications of discrete orthogonal polynomials--polynomials that are orthogonal on a finite set. Unlike other books, Discrete Orthogonal Polynomials addresses completely general weight functions and presents a new methodology for handling the discrete weights case. J. Baik, T. Kriecherbauer, K. T.-R. McLaughlin & P. D. Miller focus on asymptotic aspects of general, nonclassical discrete orthogonal polynomials and set out applications of current interest. Topics covered include the probability theory of discrete orthogonal polynomial ensembles and the continuum limit of the Toda lattice. The primary concern throughout is the asymptotic behavior of discrete orthogonal polynomials for general, nonclassical measures, in the joint limit where the degree increases as some fraction of the total number of points of collocation. The book formulates the orthogonality conditions defining these polynomials as a kind of Riemann-Hilbert problem and then generalizes the steepest descent method for such a problem to carry out the necessary asymptotic analysis.

Orthogonal Polynomials in the Spectral Analysis of Markov Processes
Orthogonal Polynomials in the Spectral Analysis of Markov Processes

Author: Manuel Domínguez de la Iglesia

Publisher: Cambridge University Press

Published: 2021-10-21

Total Pages: 348

ISBN-13: 1009035207

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In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability.

Frontiers In Orthogonal Polynomials And Q-series
Frontiers In Orthogonal Polynomials And Q-series

Author: M Zuhair Nashed

Publisher: World Scientific

Published: 2018-01-12

Total Pages: 577

ISBN-13: 981322889X

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This volume aims to highlight trends and important directions of research in orthogonal polynomials, q-series, and related topics in number theory, combinatorics, approximation theory, mathematical physics, and computational and applied harmonic analysis. This collection is based on the invited lectures by well-known contributors from the International Conference on Orthogonal Polynomials and q-Series, that was held at the University of Central Florida in Orlando, on May 10-12, 2015. The conference was dedicated to Professor Mourad Ismail on his 70th birthday.The editors strived for a volume that would inspire young researchers and provide a wealth of information in an engaging format. Theoretical, combinatorial and computational/algorithmic aspects are considered, and each chapter contains many references on its topic, when appropriate.

Lectures on Orthogonal Polynomials and Special Functions
Lectures on Orthogonal Polynomials and Special Functions

Author: Howard S. Cohl

Publisher: Cambridge University Press

Published: 2020-10-15

Total Pages: 352

ISBN-13: 1108905420

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Written by experts in their respective fields, this collection of pedagogic surveys provides detailed insight and background into five separate areas at the forefront of modern research in orthogonal polynomials and special functions at a level suited to graduate students. A broad range of topics are introduced including exceptional orthogonal polynomials, q-series, applications of spectral theory to special functions, elliptic hypergeometric functions, and combinatorics of orthogonal polynomials. Exercises, examples and some open problems are provided. The volume is derived from lectures presented at the OPSF-S6 Summer School at the University of Maryland, and has been carefully edited to provide a coherent and consistent entry point for graduate students and newcomers.

Orthogonal Polynomials and Painlevé Equations
Orthogonal Polynomials and Painlevé Equations

Author: Walter Van Assche

Publisher: Cambridge University Press

Published: 2018

Total Pages: 192

ISBN-13: 1108441947

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There are a number of intriguing connections between Painlev equations and orthogonal polynomials, and this book is one of the first to provide an introduction to these. Researchers in integrable systems and non-linear equations will find the many explicit examples where Painlev equations appear in mathematical analysis very useful. Those interested in the asymptotic behavior of orthogonal polynomials will also find the description of Painlev transcendants and their use for local analysis near certain critical points helpful to their work. Rational solutions and special function solutions of Painlev equations are worked out in detail, with a survey of recent results and an outline of their close relationship with orthogonal polynomials. Exercises throughout the book help the reader to get to grips with the material. The author is a leading authority on orthogonal polynomials, giving this work a unique perspective on Painlev equations.

An Introduction to Orthogonal Polynomials
An Introduction to Orthogonal Polynomials

Author: Theodore S Chihara

Publisher: Courier Corporation

Published: 2011-02-17

Total Pages: 276

ISBN-13: 0486479293

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"This concise introduction covers general elementary theory related to orthogonal polynomials and assumes only a first undergraduate course in real analysis. Topics include the representation theorem and distribution functions, continued fractions and chain sequences, the recurrence formula and properties of orthogonal polynomials, special functions, and some specific systems of orthogonal polynomials. 1978 edition"--