Normal moments and Hermite polynomials
From MaRDI portal
Publication:2483896
DOI10.1016/j.spl.2005.03.015zbMath1081.62034OpenAlexW2042608293MaRDI QIDQ2483896
Publication date: 1 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.03.015
Multivariate normal distributionChebyshev-Hermite polynomialBivariate normal distributionMultivariate Hermite polynomial
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)
Related Items (14)
Moment representation of Bernoulli polynomial, Euler polynomial and Gegenbauer polynomials ⋮ Second order exponential differential operator and generalized Hermite polynomials ⋮ Structure of Stieltjes classes of moment-equivalent probability laws ⋮ On approximations via convolution-defined mixture models ⋮ An approximation method for computing the expected value of max-affine expressions ⋮ A CLOSED‐FORM EXPRESSION FOR THE PEARSON TYPE IV DISTRIBUTION FUNCTION ⋮ Exact and approximate approaches to the identification of stochastic MAX-plus-linear systems ⋮ A new delta expansion for multivariate diffusions via the Itô-Taylor expansion ⋮ A matrix version of Chernoff inequality ⋮ Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps ⋮ Some conditional expectation identities for the multivariate normal ⋮ Arbitrariness of models for augmented and coarse data, with emphasis on incomplete data and random effects models ⋮ Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation ⋮ Explicit formulae for product moments of multivariate Gaussian random variables
Cites Work
This page was built for publication: Normal moments and Hermite polynomials
