Hermite and Laguerre polynomials and matrix-valued stochastic

DOI10.1214/ECP.v13-1353zbMath1189.60144MaRDI QIDQ1038856

Stephan Lawi

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/229539

zbMATH Keywords

Hermite polynomialsLaguerre polynomialschaos representation propertyWishart processesBrownian matricesmartingale polynomials

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Diffusion processes (60J60) Random matrices (algebraic aspects) (15B52)

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