An introduction to multivariate Krawtchouk polynomials and their applications

DOI10.1016/J.JSPI.2014.02.004MaRDI QIDQ460647zbMATH OpenOpenAlexFDO

Authors Persi Diaconis, Robert Griffiths

Publication date 13 October 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1309.0112

zbMATH Keywords

multivariate Krawtchouk polynomialseigenfunctions of Markov chains

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

Abstract: Orthogonal polynomials for the multinomial distribution m(x, p) of N balls dropped into d boxes (box i has probability p(i)) are called multivariate Krawtchouk polynomials. This paper gives an introduction to their properties, collections of natural Markov chains which they explicitly diagonalize and associated bivariate multinomial distributions.

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Cited in

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• Translation and scale invariants of Krawtchouk moments
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• Reproducing kernel orthogonal polynomials on the multinomial distribution
• Lancaster distributions and Markov chains with multivariate Poisson-Charlier, Meixner and Hermite-Chebycheff polynomial eigenfunctions
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