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The Calculation of Multidimensional Hermite Polynomials and Gram-Charlier Coefficients
| Content Provider | Scilit |
|---|---|
| Author | Berkowitz, S. Garner, F. J. |
| Copyright Year | 1970 |
| Description | The paper documents derivations of: (a) a recurrence relation for calculating values of multidimensional Hermite polynomials, (b) a recurrence relation for calculating an approximation to the Gram-Charlier coefficients of the probability density distribution associated with a random process, based on (a), (c) an efficient algorithm to utilize the formulae in (a) and (b). |
| Related Links | https://www.ams.org/mcom/1970-24-111/S0025-5718-1970-0273784-2/S0025-5718-1970-0273784-2.pdf |
| Ending Page | 545 |
| Page Count | 9 |
| Starting Page | 537 |
| ISSN | 00255718 |
| e-ISSN | 10886842 |
| DOI | 10.2307/2004829 |
| Journal | Mathematics of Computation |
| Issue Number | 111 |
| Volume Number | 24 |
| Language | English |
| Publisher | Duke University Press |
| Publisher Date | 1970-07-01 |
| Access Restriction | Open |
| Subject Keyword | Mathematical Social Sciences Multidimensional Hermite Hermite Polynomials Charlier Gram Coefficients Documents |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Algebra and Number Theory Computational Mathematics |