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Two-dimensional Krall-Sheffer polynomials and integrable systems

✍ Scribed by Harnad, John; Vinet, Luc; Yermolayeva, Oksana; Zhedanov, Alexei

Book ID
120432205
Publisher
Institute of Physics
Year
2001
Tongue
English
Weight
79 KB
Volume
34
Category
Article
ISSN
0305-4470

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LΓ©vy-Sheffer and IID-Sheffer polynomials
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✍ Wim Schoutens πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 318 KB

In [11] an unusual connection between orthogonal polynomials and martingales has been studied. There, all orthogonal Sheffer polynomials, were linked to a unique Lfvy process, i.e., a continuous time stochastic process with stationary and independent increments. The connection between the polynomial