Linearization coefficients of Bessel polynomials and properties of student t-distributions

DOI10.1007/S00365-006-0643-6MaRDI QIDQ2482340zbMATH OpenOpenAlexFDO

Authors Christian Berg, Christophe Vignat

Publication date 16 April 2008

Published in Constructive Approximation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0506458

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Abstract: We prove positivity results about linearization and connection coefficients for Bessel polynomials. The proof is based on a recursion formula and explicit formulas for the coefficients in special cases. The result implies that the distribution of a convex combination of independent Student-t random variables with arbitrary odd degrees of freedom has a density which is a convex combination of certain Student-t densities with odd degrees of freedom.

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