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Jacobi sequences of powers of random variables
Journal article   Peer reviewed

Jacobi sequences of powers of random variables

Luigi Accardi, Abdessatar Barhoumi and Mohamed Rhaima
Infinite dimensional analysis, quantum probability, and related topics, Vol.21(1), p.1850001
01/03/2018

Abstract

Mathematics Mathematics, Applied Physical Sciences Physics Physics, Mathematical Quantum Science & Technology Science & Technology Statistics & Probability
We express, in full generality, the Jacobi sequences and the orthogonal polynomials of the powers of a real-valued random variable X with all moments, as functions of the corresponding sequences of the random variable itself.

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