Abstract

It is known that for a normalN(0, 1) random variable (r.v.) Y0 the expectation of the Hermite polynomial Hn in Y0 is equal to zero, i.e.,E[Hn(Y0)]=0, n≥1. We give examples of other distributions satisfying this condition as well as some characterizations of these distributions. We show that for some subsets of Hermite polynomials the orthogonality measure is not unique.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.