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Orthogonal polynomial expansion of Pearson's probability densities for non-Markov processes

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Abstract

Expansions of Pearson's conditional and two-dimensional probability densities are obtained for non-Markov processes in orthogonal Hermite, Laguerre, and Jacobi polynomials.

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Authors
  1. V. A. Kazakov
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  2. A. M. Lavrov
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Additional information

Ryazan State Radio-Engineering Academy. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 37, No. 12, pp. 1559–1566, December, 1994.

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Kazakov, V.A., Lavrov, A.M. Orthogonal polynomial expansion of Pearson's probability densities for non-Markov processes. Radiophys Quantum Electron 37, 1012–1016 (1994). https://doi.org/10.1007/BF01056155

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  • DOI: https://doi.org/10.1007/BF01056155

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