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h-Transforms and Orthogonal Polynomials

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In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 2137))

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Abstract

We describe some examples of classical and explicit h-transforms as particular cases of a general mechanism, which is related to the existence of symmetric diffusion operators having orthogonal polynomials as spectral decomposition.

MSC classification: 33C52, 31C35, 35K05, 60J60, 60J45

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Authors and Affiliations

  1. Institut de Mathématiques, Université P. Sabatier, 118 route de Narbonne, 31062, Toulouse, France

    Dominique Bakry & Olfa Zribi

Authors
  1. Dominique Bakry
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  2. Olfa Zribi
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Correspondence to Dominique Bakry .

Editor information

Editors and Affiliations

  1. Laboratoire de Mathématiques, Université de Versailles-St Quentin, Versailles, France

    Catherine Donati-Martin

  2. Campus scientifique, IECL, Vandœuvre-lès-Nancy, France

    Antoine Lejay

  3. Laboratoire de Mathématiques, Université de Versailles-St Quentin, Versailles, France

    Alain Rouault

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Bakry, D., Zribi, O. (2015). h-Transforms and Orthogonal Polynomials. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) In Memoriam Marc Yor - Séminaire de Probabilités XLVII. Lecture Notes in Mathematics(), vol 2137. Springer, Cham. https://doi.org/10.1007/978-3-319-18585-9_8

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