Linearization coefficients for orthogonal polynomials using stochastic processes
Anshelevich, Michael
Ann. Probab., Tome 33 (2005) no. 1, p. 114-136 / Harvested from Project Euclid
Given a basis for a polynomial ring, the coefficients in the expansion of a product of some of its elements in terms of this basis are called linearization coefficients. These coefficients have combinatorial significance for many classical families of orthogonal polynomials. Starting with a stochastic process and using the stochastic measures machinery introduced by Rota and Wallstrom, we calculate and give an interpretation of linearization coefficients for a number of polynomial families. The processes involved may have independent, freely independent or q-independent increments. The use of noncommutative stochastic processes extends the range of applications significantly, allowing us to treat Hermite, Charlier, Chebyshev, free Charlier and Rogers and continuous big q-Hermite polynomials. ¶ We also show that the q-Poisson process is a Markov process.
Publié le : 2005-01-14
Classification:  Linearization coefficients,  stochastic measures,  continuous big q-Hermite polynomials,  free probability,  05E35,  05A18,  05A30,  46L53,  60G51
@article{1108141722,
     author = {Anshelevich, Michael},
     title = {Linearization coefficients for orthogonal polynomials using stochastic processes},
     journal = {Ann. Probab.},
     volume = {33},
     number = {1},
     year = {2005},
     pages = { 114-136},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1108141722}
}
Anshelevich, Michael. Linearization coefficients for orthogonal polynomials using stochastic processes. Ann. Probab., Tome 33 (2005) no. 1, pp.  114-136. http://gdmltest.u-ga.fr/item/1108141722/