Linearization coefficients for orthogonal polynomials using stochastic processes
From MaRDI portal
Publication:2497210
Abstract: Given a basis for a polynomial ring, the coefficients in the expansion of a product of some of its elements in terms of this basis are called linearization coefficients. These coefficients have combinatorial significance for many classical families of orthogonal polynomials. Starting with a stochastic process and using the stochastic measures machinery introduced by Rota and Wallstrom, we calculate and give an interpretation of linearization coefficients for a number of polynomial families. The processes involved may have independent, freely independent or q-independent increments. The use of noncommutative stochastic processes extends the range of applications significantly, allowing us to treat Hermite, Charlier, Chebyshev, free Charlier and Rogers and continuous big q-Hermite polynomials. We also show that the q-Poisson process is a Markov process.
Recommendations
- Stochastic processes and orthogonal polynomials
- Stochastic processes with orthogonal polynomial eigenfunctions
- Linearization and connection coefficients of orthogonal polynomials
- scientific article; zbMATH DE number 3881590
- scientific article; zbMATH DE number 4064826
- Linear statistics of point processes via orthogonal polynomials
- Linearization of Arbitrary products of classical orthogonal polynomials
- Orthogonal polynomials via random variables
- scientific article; zbMATH DE number 4140933
- scientific article; zbMATH DE number 1330281
Cites work
- \(q\)-Gaussian processes: Non-commutative and classical aspects
- A combinatorial formula for the linearization coefficients of general Sheffer polynomials
- Aq-deformed Poisson distribution based on orthogonal polynomials
- An example of a generalized Brownian motion
- Free stochastic measures via noncrossing partitions
- Free stochastic measures via noncrossing partitions. II.
- scientific article; zbMATH DE number 3941543 (Why is no real title available?)
- scientific article; zbMATH DE number 1522809 (Why is no real title available?)
- Linéarisation de Produits de Polynômes de Meixner, Krawtchouk, et Charlier
- Partition-dependent stochastic measures and \(q\)-deformed cumulants
- Processes with free increments
- q-Lévy processes
- Stochastic integrals: A combinatorial approach
- The combinatorics of q-Hermite polynomials and the Askey-Wilson integral
Cited in
(15)- Conditional moments of \(q\)-Meixner processes
- Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle
- Linearization and Krein-like functionals of hypergeometric orthogonal polynomials
- The combinatorics of Al-Salam-Chihara \(q\)-Laguerre polynomials
- On linearization coefficients of \(q\)-Laguerre polynomials
- On linearization coefficients of \(q\)-Laguerre polynomials
- Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
- Fock space associated with quadrabasic Hermite orthogonal polynomials
- Non-commutative probability insights into the double-scaling limit SYK model with constant perturbations: moments, cumulants and \(q\)-independence
- Two parameterized deformed Poisson type operator and the combinatorial moment formula
- Random Fibonacci words via clone Schur functions
- Spectral moments of complex and symplectic non-Hermitian random matrices
- Schröder trees and antipode formulas: an application to non-commutative probability and Wick polynomials
- Rényi entropies, L_q norms and linearization of powers of hypergeometric orthogonal polynomials by means of multivariate special functions
- Markov processes with free-Meixner laws
This page was built for publication: Linearization coefficients for orthogonal polynomials using stochastic processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2497210)
