\(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree

DOI10.1016/S0377-0427(00)00676-2zbMath1019.62012MaRDI QIDQ5946626

Denys Pommeret

Publication date: 14 September 2003

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

zbMATH Keywords

Lévy processesorthogonal polynomialsexponential familiesmartingalesLie algebrasvariance functions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

On \(d\)-orthogonality of the Sheffer systems associated to a convolution semigroup ⋮ A characterization of multivariate normal stable Tweedie models and their associated polynomials

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Noncentral limit theorems and Appell polynomials
• Natural real exponential families with cubic variance functions
• Natural exponential families with quadratic variance functions
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Multidimensional Bhattacharyya matrices and exponential families
• Orthogonal polynomials and natural exponential families
• Lancaster probabilities
• Orthogonality of the Sheffer system associated to a Lévy process
• Representations and stochastic processes on groups of type-H
• Natural exponential families and Lie algebras
• On Polynomial Expansions of Second-Order Distributions
• Lévy processes, polynomials and martingales
• Some Classes of Orthogonal Polynomials Associated with Martingales
• Theory & Methods: A Construction of Lancaster Probabilities with Margins in the Multidimensional Meixner Class
• Orthogonal and pseudo-orthogonal multi-dimensional Appell polynomials.

This page was built for publication: \(K\) terms recurrence relations and polynomial variance functions of the \(K\)th degree