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Multivariate Jacobi and Laguerre polynomials, infinitedimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials
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Griffiths, Robert C. and Spanò, Dario. (2011) Multivariate Jacobi and Laguerre polynomials, infinitedimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials. Bernoulli , Vol.17 (No.3). pp. 10951125.

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Abstract
Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre, 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 infinitedimensional version of Jacobi polynomials is constructed with respect to the sizebiased version of the PoissonDirichlet weight measure and to the law of the Gamma point process from which it is derived.
[error in script] [error in script]Item Type:  Journal Article 

Subjects:  Q Science > QA Mathematics 
Divisions:  Faculty of Science > Statistics 
Library of Congress Subject Headings (LCSH):  Orthogonal polynomials 
Journal or Publication Title:  Bernoulli 
Publisher:  International Statistical Institute 
Date:  2011 
Volume:  Vol.17 
Number:  No.3 
Page Range:  pp. 10951125 
Identification Number:  10.3150/10BEJ305 
Status:  Peer Reviewed 
Access rights to Published version:  Open Access 
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URI:  http://wrap.warwick.ac.uk/id/eprint/35496 
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