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Moments of discrete orthogonal polynomial ensembles

Authors: Cohen, Philip; Deelan Cunden, Fabio; O'Connell, Neil;

Moments of discrete orthogonal polynomial ensembles

Abstract

We obtain factorial moment identities for the Charlier, Meixner and Krawtchouk orthogonal polynomial ensembles. Building on earlier results by Ledoux [Elect. J. Probab. 10, (2005)], we find hypergeometric representations for the factorial moments when the reference measure is Poisson (Charlier ensemble) and geometric (a particular case of the Meixner ensemble). In these cases, if the number of particles is suitably randomised, the factorial moments have a polynomial property, and satisfy three-term recurrence relations and differential equations. In particular, the normalised factorial moments of the randomised ensembles are precisely related to the moments of the corresponding equilibrium measures. We also briefly outline how these results can be interpreted as Cauchy-type identities for certain Schur measures.

20 pages

Country
Italy
Keywords

Meixner and Krawtchouk polynomial, 60B20, factorial moments, Random matrices (algebraic aspects), Factorial moment, Charlier, Meixner and Krawtchouk polynomials, Probability (math.PR), FOS: Physical sciences, Mathematical Physics (math-ph), random matrices, Charlier, 33C45, 510, Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.), Random matrices (probabilistic aspects), FOS: Mathematics, Hypergeometric function, Random matrices, Charlier Meixner Krawtchouk orthogonal polynomials, Mathematics - Probability, Mathematical Physics, hypergeometric functions

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
7
Top 10%
Average
Average
Green
gold