Multidimensional q-Normal and related distributions - Markov case

Details Multidimensional q-Normal and related distributions - Markov case Multidimensional q-Normal and related distributions - Markov case

2009-10-31

arxiv.org/abs/0911.0109v3

Electronic J. of Probability, 15(2010), paper no 40, pp. 1296-1318

Mathematics

Probability

19 pages

Scientific paper

We define and study distributions in R^{d} that we call q-Normal. For q=1 they are really multidimensional Normal, for q\in(-1,1) they have densities, compact support and many properties that resemble properties of ordinary multidimensional Normal distribution. We also consider some generalizations of these distributions and indicate close relationship of these distributions to Askey-Wilson weight function i.e. weight with respect which Askey-Wilson polynomials are orthogonal and prove some properties of this weight function. In particular we prove a generalization of Poisson-Mehler expansion formula

Affiliated with

Also associated with

No associations

Rating

Multidimensional q-Normal and related distributions - Markov case does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Multidimensional q-Normal and related distributions - Markov case, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Multidimensional q-Normal and related distributions - Markov case will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-290125