Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials

Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior mixtures of Jacobi and Laguerre polynomials, respectively. B...

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Main Authors: Griffiths, R, Spanó, D
Format: Journal article
Language:English
Published: 2008
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author Griffiths, R
Spanó, D
author_facet Griffiths, R
Spanó, D
author_sort Griffiths, R
collection OXFORD
description Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior mixtures of Jacobi and Laguerre polynomials, respectively. By using known properties of gamma point processes and related transformations, a new infinite-dimensional version of Jacobi polynomials is constructed with respect to the size-biased version of the Poisson--Dirichlet weight measure and to the law of the gamma point process from which it is derived.
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spelling oxford-uuid:2bc3f9fc-522e-40ea-abe9-4713fde088332022-03-26T12:33:04ZMultivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomialsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:2bc3f9fc-522e-40ea-abe9-4713fde08833EnglishSymplectic Elements at Oxford2008Griffiths, RSpanó, DMultivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach. Hahn and Meixner polynomials are interpreted as posterior mixtures of Jacobi and Laguerre polynomials, respectively. By using known properties of gamma point processes and related transformations, a new infinite-dimensional version of Jacobi polynomials is constructed with respect to the size-biased version of the Poisson--Dirichlet weight measure and to the law of the gamma point process from which it is derived.
spellingShingle Griffiths, R
Spanó, D
Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials
title Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials
title_full Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials
title_fullStr Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials
title_full_unstemmed Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials
title_short Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials
title_sort multivariate jacobi and laguerre polynomials infinite dimensional extensions and their probabilistic connections with multivariate hahn and meixner polynomials
work_keys_str_mv AT griffithsr multivariatejacobiandlaguerrepolynomialsinfinitedimensionalextensionsandtheirprobabilisticconnectionswithmultivariatehahnandmeixnerpolynomials
AT spanod multivariatejacobiandlaguerrepolynomialsinfinitedimensionalextensionsandtheirprobabilisticconnectionswithmultivariatehahnandmeixnerpolynomials