Publication

A Probabilistic Approach of Sum Rules for Heat Polynomials

Olivier Lévêque
2012
Journal Articles

Abstract

In this paper, we show that the sum rules for generalized Hermite polynomials derived by Daboul and Mizrahi (2005 J. Phys. A: Math. Gen. 38 427-48) and by Graczyk and Nowak (2004 C. R. Acad. Sci., Ser. 1 338 849) can be interpreted and easily recovered using a probabilistic moment representation of these polynomials. The covariance property of the raising operator of the harmonic oscillator, which is at the origin of the identities proved in Daboul and Mizrahi and the dimension reduction effect expressed in the main result of Graczyk and Nowak are both interpreted in terms of the rotational invariance of the Gaussian distributions. As an application of these results, we uncover a probabilistic moment interpretation of two classical integrals of the Wigner function that involve the associated Laguerre polynomials.

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https://infoscience.epfl.ch/entities/publication/b4f5698b-d7c4-46ee-acbd-4bd9e3fc44cb

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Olivier Lévêque
2012
Journal Articles

Abstract

Official source

https://infoscience.epfl.ch/entities/publication/b4f5698b-d7c4-46ee-acbd-4bd9e3fc44cb

About this result

Related concepts (16)

Hermite polynomials

In mathematics, the Hermite polynomials are a classical orthogonal polynomial sequence. The polynomials arise in: signal processing as Hermitian wavelets for wavelet transform analysis probability, such as the Edgeworth series, as well as in connection with Brownian motion; combinatorics, as an example of an Appell sequence, obeying the umbral calculus; numerical analysis as Gaussian quadrature; physics, where they give rise to the eigenstates of the quantum harmonic oscillator; and they also occur in some cases of the heat equation (when the term is present); systems theory in connection with nonlinear operations on Gaussian noise.

Laguerre polynomials

In mathematics, the Laguerre polynomials, named after Edmond Laguerre (1834–1886), are solutions of Laguerre's differential equation: which is a second-order linear differential equation. This equation has nonsingular solutions only if n is a non-negative integer. Sometimes the name Laguerre polynomials is used for solutions of where n is still a non-negative integer. Then they are also named generalized Laguerre polynomials, as will be done here (alternatively associated Laguerre polynomials or, rarely, Sonine polynomials, after their inventor Nikolay Yakovlevich Sonin).

Legendre polynomials

In mathematics, Legendre polynomials, named after Adrien-Marie Legendre (1782), are a system of complete and orthogonal polynomials with a vast number of mathematical properties and numerous applications. They can be defined in many ways, and the various definitions highlight different aspects as well as suggest generalizations and connections to different mathematical structures and physical and numerical applications. Closely related to the Legendre polynomials are associated Legendre polynomials, Legendre functions, Legendre functions of the second kind, and associated Legendre functions.

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