Krawtchouk Polynomials and Finite Probability Theory
P. Feinsilver and
R. Schott
Additional contact information
P. Feinsilver: Southern Illinois University, Department of Mathematics
R. Schott: Université de Nancy I, CRIN, INRIA-Lorraine
A chapter in Probability Measures on Groups X, 1991, pp 129-135 from Springer
Abstract:
Abstract Some general remarks on random walks and martingales for finite probability distributions are presented. Orthogonal systems for the multinomial distribution arise. In particular, a class of generalized Krawtchouk polynomials is determined by a random walk generated by roots of unity. Relations with hypergeometric functions and some limit theorems are discussed.
Date: 1991
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4899-2364-6_9
Ordering information: This item can be ordered from
http://www.springer.com/9781489923646
DOI: 10.1007/978-1-4899-2364-6_9
Access Statistics for this chapter
More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().