On a new Sheffer class of polynomials related to normal product distribution

DOI10.1090/tpms/1062zbMath1481.60046arXiv1802.06671OpenAlexW2969268802WikidataQ127354404 ScholiaQ127354404MaRDI QIDQ5230207

Ehsan Azmoodeh, Dario Gasbarra

Publication date: 21 August 2019

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.06671

zbMATH Keywords

weak convergenceMalliavin calculusumbral calculusSheffer polynomialssecond Wiener chaosnormal product distributioncumulants/moments

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Free probability and free operator algebras (46L54) Stochastic calculus of variations and the Malliavin calculus (60H07) Real polynomials: location of zeros (26C10)

Related Items

Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances, Bounds for an integral of the modified Bessel function of the first kind and expressions involving it

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