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...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2008
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