On Polynomial Expansions of Second-Order Distributions

DOI10.1137/0110038MaRDI QIDQ3847299zbMATH OpenOpenAlexFDO

Authors Eugene Wong, John B. Thomas

Publication date 1962

Published in Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0110038

zbMATH Keywords

probability theory

Cited in

(14)

• Stochastic processes with orthogonal polynomial eigenfunctions
• On Gaussian-like densities of order greater than two
• Bivariate densities with diagonal expansions in Gegenbauer polynomials
• Long- and short-range dependent sequences under exponential subordination
• Non-Gaussian scenarios for the heat equation with singular initial conditions
• Some bivariate stochastic models arising from group representation theory
• Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins
• Density approximations for multivariate affine jump-diffusion processes
• Fokker-Planck equation for the particle size distribution function in KJMA transformations
• Structural Laplace Transform and Compound Autoregressive Models
• Gaussian approximation to bivariate rayleigh distributions
• Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them^*
• Factor ARMA representation of a Markov process
• K terms recurrence relations and polynomial variance functions of the Kth degree

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