\(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree (Q5946626)

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scientific article; zbMATH DE number 1659301
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\(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree
scientific article; zbMATH DE number 1659301

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    \(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree (English)
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    14 September 2003
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    orthogonal polynomials
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    variance functions
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    exponential families
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    Lie algebras
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    martingales
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    Lévy processes
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