An introduction to multivariate Krawtchouk polynomials and their applications

被引:27
|
作者
Diaconis, Persi [1 ]
Griffiths, Robert [2 ]
机构
[1] Stanford Univ, Dept Stat, Stanford, CA 94305 USA
[2] Univ Oxford, Dept Stat, Oxford OX1 3TG, England
基金
美国国家科学基金会;
关键词
Multivariate Krawtchouk polynomials; Eigenfunctions of Markov chains; MARKOV-CHAINS; CONVERGENCE;
D O I
10.1016/j.jspi.2014.02.004
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Orthogonal polynomials for the multinomial distribution m(x,p) of N balls dropped into d boxes (box i has probability p(i)) are called multivariate Krawtchouk polynomials. This paper gives an introduction to their properties, collections of natural Markov chains which they explicitly diagonalize and associated bivariate multinomial distributions. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码:39 / 53
页数:15
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