Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials (Q638771)

The classical orthogonal polynomials and their multivariate versions of Jacobi, Hahn, Laguerre and Meixner polynomials are reviewed. Then an infinite dimensional version of Jacobi polynomial is constructed with respect to the size-biased version of the Poisson-Dirichlet weight measure, after exploring the properties of Dirichlet measure, its connections to gamma random variable, discrete version of size-biased Dirichlet frequencies, Dirichlet mixing measure, conditional independence etc. Several results on multivariable beta-Stacy distributions and multivariate orthogonal polynomials on the Dirichlet-multinomial distributions are obtained. A probabilistic approach is used throughout the paper.