A Probablistic Origin for a New Class of Bivariate Polynomials

Mathematics – Classical Analysis and ODEs

Scientific paper

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This is a contribution to the Special Issue on Dunkl Operators and Related Topics, published in SIGMA (Symmetry, Integrability

Scientific paper

10.3842/SIGMA.2008.089

We present here a probabilistic approach to the generation of new polynomials in two discrete variables. This extends our earlier work on the 'classical' orthogonal polynomials in a previously unexplored direction, resulting in the discovery of an exactly soluble eigenvalue problem corresponding to a bivariate Markov chain with a transition kernel formed by a convolution of simple binomial and trinomial distributions. The solution of the relevant eigenfunction problem, giving the spectral resolution of the kernel, leads to what we believe to be a new class of orthogonal polynomials in two discrete variables. Possibilities for the extension of this approach are discussed.

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