Orthogonal and pseudo-orthogonal multi-dimensional Appell polynomials.

DOI10.1016/S0096-3003(99)00181-2MaRDI QIDQ5931691zbMATH OpenFDO

Authors D. Pommeret

Publication date 25 April 2001

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0096-3003(99)00181-2

zbMATH Keywords

Exponential familyLie algebraMartingaleMultidimensional Appell polynomialsOrthogonalityPseudo-orthogonality

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

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Cites work

• A differential equation for Appell polynomials
• Concerning Appell sets and associated linear functional equations
• Exponential families of stochastic processes
• scientific article; zbMATH DE number 3037624 (Why is no real title available?)
• Lévy processes, polynomials and martingales
• Multidimensional Bhattacharyya matrices and exponential families
• Natural exponential families and Lie algebras
• Orthogonal polynomials and natural exponential families
• Orthogonale Polynomsysteme Mit Einer Besonderen Gestalt Der Erzeugenden Funktion

Cited in

(8)

• Appell systems on Lie groups
• An infinite dimensional umbral calculus
• scientific article; zbMATH DE number 723792 (Why is no real title available?)
• Appell polynomials and their relatives
• Appell polynomials associated with Lévy processes and applications
• On the multidimensional zeta functions associated with theta functions, and the multidimensional Appell polynomials
• K terms recurrence relations and polynomial variance functions of the Kth degree
• A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model

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