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

DOI10.1007/S00365-006-0643-6zbMATH Open1132.33308arXivmath/0506458OpenAlexW2122911065MaRDI QIDQ2482340FDOQ2482340

Authors: Christian Berg, Christophe Vignat 

Publication date: 16 April 2008

Published in: Constructive Approximation (Search for Journal in Brave)

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.

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

Recommendations

• Derivation of a double integral via convolution of Student \(t\)-densities
• Positivity and recursion formula of the linearization coefficients of Bessel polynomials
• An explicit formula for the linearization coefficients of Bessel polynomials
• Nonnegative linearization coefficients of the generalized Bessel polynomials
• scientific article; zbMATH DE number 1379415

Mathematics Subject Classification ID

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

Cited In (10)

• Nonnegative linearization coefficients of the generalized Bessel polynomials
• Generalized telegraph process with random delays
• Derivation of an integral of Boros and Moll via convolution of Student \(t\)-densities
• An explicit formula for the linearization coefficients of Bessel polynomials
• Approximate closed-form formulas for the zeros of the Bessel polynomials
• On the density of the sum of two independent Student \(t\)-random vectors
• Positivity and recursion formula of the linearization coefficients of Bessel polynomials
• Fitting the distribution of linear combinations of \(t\)-variables with more than 2 degrees of freedom
• Derivation of a double integral via convolution of Student \(t\)-densities
• A Distribution on the Simplex Arising from Inverted Chi-square Random Variables with Odd Degrees of Freedom

This page was built for publication: Linearization coefficients of Bessel polynomials and properties of student \(t\)-distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2482340)