Orthogonality of the Sheffer system associated to a Lévy process
From MaRDI portal
Publication:1973312
DOI10.1016/S0378-3758(99)00158-5zbMath0961.60024MaRDI QIDQ1973312
Publication date: 21 May 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
60E07: Infinitely divisible distributions; stable distributions
62H05: Characterization and structure theory for multivariate probability distributions; copulas
33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)
62E10: Characterization and structure theory of statistical distributions
Related Items
\(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree, On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup, A symbolic handling of Sheffer polynomials, A characterization of simple quadratic natural exponential families with a reverse martingale property, Orthogonal polynomials with a resolvent-type generating function
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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