Hermite and Laguerre polynomials and matrix-valued stochastic
type: Item
instance of: scholarly article
title: Hermite and Laguerre polynomials and matrix-valued stochastic
zbMATH Open document ID: 1189.60144
author: Stephan Lawi
published in: Electronic Communications in Probability
publication date: 2009-11-20T00:00:00Z
full work available at URL: https://eudml.org/doc/229539
full work available at URL: viewarticle48a6.html
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 33C45
zbMATH DE Number: 5636390
zbMATH Keywords: Brownian matrices
zbMATH Keywords: Wishart processes
zbMATH Keywords: Hermite polynomials
zbMATH Keywords: Laguerre polynomials
zbMATH Keywords: martingale polynomials
zbMATH Keywords: chaos representation property
MaRDI profile type: Publication
DOI: 10.1214/ECP.V13-1353
description: scientific article; zbMATH DE number 5636390