Multiple orthogonal polynomials (MOPs) extend the classical notion of orthogonality by satisfying simultaneous orthogonality conditions with respect to several weight functions or measures. This ...
Transactions of the American Mathematical Society, Vol. 341, No. 2 (Feb., 1994), pp. 749-770 (22 pages) The close relationship between orthogonal polynomial sequences and polynomial hypergroups is ...
This is a preview. Log in through your library . Abstract The subject of this paper are polynomials in multiple non-commuting variables. For polynomials of this type orthogonal with respect to a state ...
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 ...
The inputs to the ORPOL function are as follows: The maximum number of nonzero orthogonal polynomials (r) that can be computed from the vector and the weights is the number of distinct values in the ...