Some properties of polynomial-normal distributions associated with hermite polynomials

• Autorzy: Plucińska A.
• Języki publikacji: EN

Abstrakty

EN

This paper considers a class of densities formed by taking the prod uct of nonnegative polynomials and normal densities. We investigate some relations of these densities with Hermite polylnomials. We construct a set of polynomials orthogonal with respect to the polynomial-normal density (PND ) . We invesigate the distribution of sums of independent random variables (r.v.) with PND. We construct a stochastic process such that the one-dimensional density of this process is PND.

Słowa kluczowe

EN

Hermite polynomial; Gram-Charlier series; orthogonality

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 1999
• Tom: Vol. 32, nr 1
• Strony: 195--206
• Opis fizyczny: Bibliogr. 10 poz.

Twórcy

autor

Plucińska A.

• Institute of Mathematics Warsaw University of Technology Plac Politechniki 1 00-661 Warsaw,