scientific article; zbMATH DE number 2050983

MaRDI QIDQ4453256zbMATH OpenFDO

Authors Dominique Bakry, Olivier Mazet

Publication date 7 March 2004

zbMATH Keywords

Markov semigrouporthogonal polynomial

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Applications of hypergeometric functions (33C90) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Markov semigroups and applications to diffusion processes (47D07)

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(19)

• Large deviations for statistics of the Jacobi process
• Some bivariate stochastic models arising from group representation theory
• Orthogonal polynomials and diffusion operators
• Parseval inequalities and lower bounds for variance-based sensitivity indices
• The Markov sequence problem for the Jacobi polynomials and on the simplex
• Matrix Dirichlet processes
• Free Jacobi process
• The linear Fokker-Planck equation for the Ornstein-Uhlenbeck process as an (almost) nonlinear kinetic equation for an isolated \(n\)-particle system
• h-Transforms and Orthogonal Polynomials
• Diffusions with polynomial eigenvectors via finite subgroups of O(3)
• Infinitesimal generators for a class of polynomial processes
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• Boundedness of the maximal function of the Ornstein-Uhlenbeck semigroup on variable Lebesgue spaces with respect to the Gaussian measure and consequences
• Symmetric diffusions with polynomial eigenvectors
• On the Markov sequence problem for Jacobi polynomials
• Quantum extensions of classical Jacobi semigroups
• Semigroups associated to generalized polynomials and some classical formulas
• Gibbs sampling, exponential families and orthogonal polynomials
• Askey-Wilson polynomials, quadratic harnesses and martingales

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