On three dimensional multivariate version of q-normal distribution and probabilistic interpretations of Askey-Wilson, Al-Salam-Chihara and q-ultraspherical polynomials

DOI10.1016/J.JMAA.2019.02.002MaRDI QIDQ2633684zbMATH OpenOpenAlexWikidataFDO

Authors Paweł Jerzy Szabłowski

Publication date 10 May 2019

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.04250

zbMATH Keywords

Askey-Wilson polynomialsKesten-McKay distributions\(q\)-Hermite and Rogers polynomials

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Other special orthogonal polynomials and functions (33C47)

Abstract: We study properties of compactly supported, 4 parameter ewline $(h{o}_{12},h{o}_{23},h{o}_{13},q)in(-1,1{)}^{imes4}$ family of continuous type 3 dimensional distributions, that have the property that for $qightarrow{1}^{-}$ this family tends to some 3 dimensional Normal distribution. For $q=0$ we deal with 3 dimensional generalization of Kesten--McKay distribution. In a very special case when $h{o}_{12}h{o}_{13}h{o}_{23}=q$ all one dimensional marginals are identical, semicircle distributions. We find both all marginal as well as all conditional distributions. Moreover, we find also families of polynomials that are orthogonalized by these one-dimensional margins and one-dimensional conditional distributions. Consequently, we find moments of both conditional and unconditional distributions of dimensions one and two. In particular, we show that all one-dimensional and two-dimensional conditional moments of, say, order $n$ and are polynomials of the same order $n$ in the conditioning random variables. Finding above mentioned orthogonal polynomials leads us to a probabilistic interpretation of these polynomials. Among them are the famous Askey-Wilson, Al-Salam--Chihara polynomials considered in the complex, but conjugate, parameters, as well as q-Hermite and Rogers polynomials. It seems that this paper is one of the first papers that give a probabilistic interpretation of Rogers (continuous q-ultraspherical) polynomials.

Recommendations

• Multidimensional q-normal and related distributions -- Markov case
• On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters
• Probabilistic aspects of Al-Salam–Chihara polynomials
• Multivariable \(q\)-Racah polynomials
• Towards a \(q\)-analogue of the Kibble-Slepian formula in 3 dimensions

Cites work

• scientific article; zbMATH DE number 69224 (Why is no real title available?)
• scientific article; zbMATH DE number 2228141 (Why is no real title available?)
• Befriending Askey-Wilson polynomials
• Multidimensional \(q\)-normal and related distributions -- Markov case
• On the \(q\)-Hermite polynomials and their relationship with some other families of orthogonal polynomials
• On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters
• Poisson-Mehler summation formula Around Poisson-Mehler summation formula
• Probabilistic aspects of Al-Salam–Chihara polynomials
• Stationary random fields with linear regressions
• The combinatorics of q-Hermite polynomials and the Askey-Wilson integral
• Uniform distributions on spheres in finite dimensional \(L_\alpha\) and their generalizations

Cited in

(4)

• Statistical nuclear spectroscopy with \(q\)-normal and bivariate \(q\)-normal distributions and \(q\)-Hermite polynomials
• Bivariate \(q\)-normal distribution for transition matrix elements in quantum many-body systems
• On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications
• Multidimensional \(q\)-normal and related distributions -- Markov case

This page was built for publication: On three dimensional multivariate version of \(q\)-normal distribution and probabilistic interpretations of Askey-Wilson, Al-Salam-Chihara and \(q\)-ultraspherical polynomials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2633684)