The \(d\)-variate vector Hermite polynomial of order \(k\)

DOI10.1016/0024-3795(95)00595-1zbMath0848.62027OpenAlexW4205432086MaRDI QIDQ1914226

Björn Holmquist

Publication date: 5 June 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00595-1

zbMATH Keywords

integral representationorthogonality propertyrecurrence relationsexpansionsinversion formulassaddle-point approximationsdifferential propertiesMehler's formulamultivariate Hermite polynomialsmultivariate normal densitygeneral addition property

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

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