Orthogonality of the Sheffer system associated to a Lévy process

DOI10.1016/S0378-3758(99)00158-5zbMath0961.60024MaRDI QIDQ1973312

Denys Pommeret

Publication date: 21 May 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

orthogonal polynomialsexponential familiesLevy processesSheffer systems

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

Orthogonal polynomials with a resolvent-type generating function ⋮ A symbolic handling of Sheffer polynomials ⋮ On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup ⋮ \(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree ⋮ A characterization of simple quadratic natural exponential families with a reverse martingale property ⋮ A characterization of multivariate normal stable Tweedie models and their associated polynomials

Cites Work

• Natural exponential families with quadratic variance functions
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Orthogonal polynomials and natural exponential families
• Concerning Appell sets and associated linear functional equations
• Lévy processes, polynomials and martingales
• Some Classes of Orthogonal Polynomials Associated with Martingales
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