Multiple orthogonal polynomials (MOPs) extend the classical notion of orthogonality by satisfying simultaneous orthogonality conditions with respect to several weight functions or measures. This ...
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 ...
OPSFOTA - Orthogonal Polynomials, Special Functions, Operator Theory, and Applications. The second meeting of the third series of OPSFOTA Location: LG.02, Fry Building, Woodland Road, University of ...
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