On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters
Classical Analysis and ODEs
2012-08-13 v6 Probability
Abstract
We give equivalent forms of the Askey-Wilson polynomials expressing them with the help of the Al-Salam-Chihara polynomials. After restricting parameters of the Askey-Wilson polynomials to complex conjugate pairs we expand the Askey-Wilson weight function in the series similar to the Poisson-Mehler expansion formula and give its probabilistic interpretation. In particular this result can be used to calculate explicit forms of 'q-Hermite' moments of the Askey-Wilson density, hence enabling calculation of all moments of the Askey-Wilson density. On the way (by setting certain parameter q to 0) we get some formulae useful in the rapidly developing so called 'free probability'.
Keywords
Cite
@article{arxiv.1011.1541,
title = {On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters},
author = {Paweł J. Szabłowski},
journal= {arXiv preprint arXiv:1011.1541},
year = {2012}
}