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Linearization coefficients of Bessel polynomials

Probability 2007-05-23 v1

Abstract

We prove positivity results about linearization and connection coefficients for Bessel polynomials. The proof is based on a recursion formula and explicit formulas for the coefficients in special cases. The result implies that the distribution of a convex combination of independent Student-t random variables with arbitrary odd degrees of freedom has a density which is a convex combination of certain Student-t densities with odd degrees of freedom.

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Cite

@article{arxiv.math/0506458,
  title  = {Linearization coefficients of Bessel polynomials},
  author = {Christian Berg and Christophe Vignat},
  journal= {arXiv preprint arXiv:math/0506458},
  year   = {2007}
}

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16 pages