A reciprocal relation for Hermite polynomials

DOI10.53733/88MaRDI QIDQ5027645zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 7 February 2022

Published in New Zealand Journal of Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.53733/88

zbMATH Keywords

Hermite polynomialmultivariate normal distributionnormal distribution

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Probability distributions: general theory (60E05)

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Cites work

• A new algorithm for computing the multivariate Faà di Bruno's formula
• A simple expression for the multivariate Hermite polynomials
• Closed-form likelihood expansions for multivariate diffusions
• Expressions for the normal distribution and repeated normal integrals
• scientific article; zbMATH DE number 4007433 (Why is no real title available?)
• scientific article; zbMATH DE number 850646 (Why is no real title available?)
• New expressions for repeated lower tail integrals of the normal distribution
• New expressions for repeated upper tail integrals of the normal distribution
• On modified Chebyshev polynomials
• On the validity of the formal Edgeworth expansion
• Repeated integrals of the univariate normal as a finite series with the remainder in terms of Moran's functions
• Simple formulas for certain polynomials
• The dual multivariate Charlier and Edgeworth expansions

Cited in

(5)

• Recurrence relations for Wronskian Hermite polynomials
• Normal moments and Hermite polynomials
• -reciprocal polynomials
• scientific article; zbMATH DE number 4115733 (Why is no real title available?)
• Recurrence relations for exceptional Hermite polynomials

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