On the generalized Kesten--McKay distributions
Probability
2019-12-04 v5
Abstract
We examine the properties of distributions with the density of the form: where are some parameters and a suitable constant. We find general forms of , of th moment and of th polynomial orthogonal with respect to such measures. We also calculate Cauchy transforms of these measures. We indicate connections of such distributions with distributions and polynomials forming the so-called Askey--Wilson scheme. On the way, we prove several identities concerning rational symmetric functions. Finally, we consider the case of parameters forming conjugate pairs and give some multivariate interpretations based on the obtained distributions at least for the cases
Cite
@article{arxiv.1507.03191,
title = {On the generalized Kesten--McKay distributions},
author = {Paweł J. Szabłowski},
journal= {arXiv preprint arXiv:1507.03191},
year = {2019}
}
Comments
14 pages