Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials [PDF]
Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre, Meixner are reviewed and their connection explored by adopting a probabilistic approach.
Griffiths, Robert C., Spanò, Dario
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Meixner Polynomials and Random Partitions
The paper deals with a 3-parameter family of probability measures on the set of partitions, called the z-measures. The z-measures first emerged in connection with the problem of harmonic analysis on the infinite symmetric group. They are a special and distinguished case of Okounkov's Schur measures.
Borodin, Alexei, Olshanski, Grigori
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Generalized coherent states for oscillators connected with Meixner and Meixner—Pollaczek polynomials [PDF]
The investigation of the generalized coherent states for oscillator-like systems connected with given family of orthogonal polynomials is continued. In this work we consider oscillators connected with Meixner and Meixner-Pollaczek polynomials and define generalized coherent states for these oscillators.
Borzov, V. V., Damaskinskiĭ, E. V.
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Assessing liquidity‐adjusted risk forecasts
Abstract In this paper, we provide a thorough study on the relevance of liquidity‐adjusted value‐at‐risk (LVaR) and expected shortfall (LES) forecasts. We measure additional liquidity of an asset via the difference between its respective bid and ask prices and we assess the non‐normality of bid–ask spreads, especially in turbulent market times.
Theo Berger, Christina Uffmann
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Multivariable Meixner, Krawtchouk, and Meixner–Pollaczek polynomials [PDF]
A multivariable biorthogonal generalization of the Meixner, Krawtchouk, and Meixner–Pollaczek polynomials is presented. It is shown that these are orthogonal with respect to subspaces of lower degree and biorthogonal within a given subspace. The weight function associated with the Krawtchouk polynomials is the multivariate binomial distribution.
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Longitudinal coupling impedance of a particle traveling in PEC rings: A regularised analysis
Abstract The analysis of a charged particle traveling through one, two, or infinite conducting rings is presented. The problem is formulated in the spectral domain as integral equations of Fredholm type, solved by Galerkin's method employing entire domain functions factorising the correct edge behaviour of the unknown induced current. As a result, high
Dario Assante +3 more
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Asymptotics for multiple Meixner polynomials
The n-root asymptotic behavior of multiple Meixner polynomials is studied. A method based on an algebraic function formulation in connection with some available techniques from logarithmic potential theory has been developed. It represents an alternative to the use of Riemann-Hilbert techniques and the steepest descent method for oscillatory RH ...
Aptekarev, A. I. +1 more
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Integral representations for the product of certain polynomials of two variables
The main object of this paper is to investigate several integral representations for the product of two polynomials of two variables, e.g. Laguerre, Jacobi, Generalized Bessel, Generalized Rice, Krawtchouk, Meixner, Gottlieb and Poisson–Charlier ...
Mumtaz Ahmad Khan +2 more
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Orthogonal Polynomials from Hermitian Matrices II [PDF]
This is the second part of the project `unified theory of classical orthogonal polynomials of a discrete variable derived from the eigenvalue problems of hermitian matrices.' In a previous paper, orthogonal polynomials having Jackson integral measures ...
Odake, Satoru, Sasaki, Ryu
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LAGUERRE AND MEIXNER POLYNOMIALS IN DUALITY [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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