A reciprocal relation for Hermite polynomials

DOI10.53733/88zbMath1504.33009OpenAlexW4200620463MaRDI QIDQ5027645

Christopher S. Withers, Saralees Nadarajah

Publication date: 7 February 2022

Published in: New Zealand Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.53733/88

zbMATH Keywords

normal distributionHermite polynomialmultivariate normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Cites Work

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• A new algorithm for computing the multivariate Faà di Bruno's formula
• New expressions for repeated upper tail integrals of the normal distribution
• Simple formulas for certain polynomials
• On the validity of the formal Edgeworth expansion
• A simple expression for the multivariate Hermite polynomials
• Closed-form likelihood expansions for multivariate diffusions
• The dual multivariate Charlier and Edgeworth expansions
• New expressions for repeated lower tail integrals of the normal distribution
• Expressions for the normal distribution and repeated normal integrals
• Repeated integrals of the univariate normal as a finite series with the remainder in terms of Moran's functions
• On modified Chebyshev polynomials

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