Multiple orthogonal polynomials (MOPs) extend the classical notion of orthogonality by satisfying simultaneous orthogonality conditions with respect to several weight functions or measures. This ...
Let S be a polynomial of degree 2n + 2, that is, positive on the real axis, and let w = 1/S on (-∞, ∞). We present an explicit formula for the nth orthogonal polynomial and related quantities for the ...
The paper characterizes matrices A = {aij i,j=0 N which have a given system of vectors orthogonal with respect to a given probability distribution as its right eigenvectors. Results of Hoare and ...
We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...
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