In this paper, we extend the three-term recurrence relation for orthogonal polynomials associated with a probability distribution having a finite moment of all orders to a class of orthogonal functions associated with...In this paper, we extend the three-term recurrence relation for orthogonal polynomials associated with a probability distribution having a finite moment of all orders to a class of orthogonal functions associated with an infinitely divisible probability distribution µ?having a finite moments of order less or equal to four. An explicit expression of these functions will be given in term of the Lévy-Khintchine function of the measure?µ.展开更多
文摘In this paper, we extend the three-term recurrence relation for orthogonal polynomials associated with a probability distribution having a finite moment of all orders to a class of orthogonal functions associated with an infinitely divisible probability distribution µ?having a finite moments of order less or equal to four. An explicit expression of these functions will be given in term of the Lévy-Khintchine function of the measure?µ.