Multiple orthogonal polynomials (MOPs) extend the classical notion of orthogonality by satisfying simultaneous orthogonality conditions with respect to several weight functions or measures. This ...
The intertwined study of orthogonal polynomials and Painlevé equations continues to be a fertile area of research at the confluence of mathematical analysis and theoretical physics. Orthogonal ...
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 ...
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