On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup

DOI10.1016/j.cam.2004.11.019zbMath1082.60008OpenAlexW2063265828MaRDI QIDQ557717

Célestin C. Kokonendji

Publication date: 30 June 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2004.11.019

zbMATH Keywords

MartingaleLévy processnatural exponential family\(d\)-orthogonalitypolynomial variance functionpositive stable processScheffer polynomials

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Related Items (5)

On polynomials associated with Cauchy–Stieltjes kernel families ⋮ Cauchy–Stieltjes families with polynomial variance functions and generalized orthogonality ⋮ On a class of polynomial sets generated by F(xt−R(t)) ⋮ On semi‐classical d‐orthogonal polynomials ⋮ A characterization of multivariate normal stable Tweedie models and their associated polynomials

Cites Work

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