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Ultraspherical type generating functions for orthogonal polynomials

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Wybrane pełne teksty z tego czasopisma
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Języki publikacji
EN
Abstrakty
EN
We characterize, under some technical assumptions and up to a conjecture, probability distributions of finite all order moments with ultraspherical type generating functions for orthogonal polynomials. Our method is based on differential equations and the obtained measures are particular beta distributions. We actually recover the free Meixner family of probability distributions so that our method gives a new approach to the characterization of free Meixner distributions.
Rocznik
Strony
281--296
Opis fizyczny
Bibliogr. 17 poz.
Twórcy
autor
  • Fakultät für Mathematik, Universität Bielefeld, Bielefeld, Germany
Bibliografia
  • [1] W. Al-Salam and T. S. Chihara, Convolutions of orthogonal polynomials, SIAM J. Funct. Anal. 7 (1976), pp. 16-28.
  • [2] M. Anshelevich, Free martingale polynomials, J. Funct. Anal. 201 (2003), pp. 228-261.
  • [3] M. Anshelevich, Appell polynomials and their relatives, Int. Math. Res. Not. 65 (2004), pp. 3469-3531.
  • [4] M. Bożejko and W. Bryc, On a class of free Lévy laws related to a regression problem, J. Funct. Anal. 236 (1) (2006), pp. 59-77.
  • [5] M. Bożejko and N. Demni, Generating functions of Cauchy-Stieltjes type for orthogonal polynomials, Infin. Dimens. Anal. Quantum Probab. Relat. Top. (to appear).
  • [6] M. Bożejko and N. Demni, Topics on Meixner families, submitted to: The Proceedings of the 11-th Workshop on Noncommutative Harmonic Analysis with Applications to Probability. Poland, Bedlewo, 2008.
  • [7] W. Bryc and M. E. H. Ismail, Approximation operators, q-exponential and free exponential families, available on arXiv.
  • [8] W. Bryc and M. E. H. Ismail, Cauchy-Stieltjes kernel families, available on arXiv.
  • [9] M. E. H. Ismail, Classical and quantum orthogonal polynomials in one variable, Cambridge University Press, 2005.
  • [10] R. Koekoek and R. F. Swarttouw, The Askey scheme of hypergeometric orthogonal polynomials and its q-analogue, available at http://fa. itstudelft.nl/_koekoek/Askey.
  • [11] I. Kubo, Generating functions of exponential-type for orthogonal polynomials, Inf. Dimens. Anal. Quantum Probab. Relat. Top. 7 (1) (2004), pp. 155-159.
  • [12] I. Kubo, H. H. Kuo and S. Namli, The characterization of a class of probability measures by multiplicative renormalization, Communications on Stochastic Analysis 1 (3) (2007), pp. 455-472.
  • [13] R. G. Laha and E. Lukacs, On a problem connected with quadratic regression, Biometrika 47 (1960), pp. 335-343.
  • [14] J. Meixner, Orthogonale Polynomsysteme mit einer besonderern der erzeugenden Funktion, J. London. Math. Soc. 9 (1934), pp. 6-13.
  • [15] C. N. Morris, Natural exponential families with quadratic variance function, Ann. Statist. 10 (1) (1982), pp. 65-80.
  • [16] I. M. Sheffer, Some properties of polynomial set of type zero, Duke Math. J. 5 (1939), pp. 590-622.
  • [17] D. B. Sumner, An inversion formula for the generalized Stieltjes transform, Bull. Amer. Math. Soc. 55 (1949), pp. 174-183.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-87923ce5-ea87-46c8-bdd6-966c0efa56d2
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