Multiple orthogonal polynomials (MOPs) extend the classical notion of orthogonality by satisfying simultaneous orthogonality conditions with respect to several weight functions or measures. This ...

This is a preview. Log in through your library . Abstract The subject of this paper are polynomials in multiple non-commuting variables. For polynomials of this type orthogonal with respect to a state ...

In this paper, we show that for several second-order partial differential equations \begin{align*}L[u] &= A(x,y)u_{xx} + 2B(x,y)u_{xy} + C(x,y)u_{yy} + D(x,y)u_x + E ...

We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...