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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Title
Jacobi sequences of powers of random variables
Creators - without role
Luigi Accardi - University of Rome Tor Vergata
Abdessatar Barhoumi - University of Carthage
Mohamed Rhaima - Tunis El Manar University
Publication Details
Infinite dimensional analysis, quantum probability, and related topics, Vol.21(1), p.1850001
Publisher
World Scientific
Number of pages
22
Grant note
RSF 14-11-00687 / Russian Science Foundation; Russian Science Foundation (RSF)