Search Results for: Stochastic Processes And Orthogonal Polynomials

The book offers an accessible reference for researchers in the probability, statistics and special functions communities. It gives a variety of interdisciplinar

In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci

This book provides a sound grasp of the fundamental concepts, applications, and practice of EMC. Developments in recent years have resulted in further increases

The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on