Multiple orthogonal polynomials (MOPs) extend the classical notion of orthogonality by satisfying simultaneous orthogonality conditions with respect to several weight functions or measures. This ...
Polynomial approximation constitutes a fundamental framework in numerical analysis and applied mathematics, where complex functions are represented by simpler polynomial forms. A central pillar of ...
We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...
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