Generating functions of cauchystieltjes type for orthogonal polynomials

Marek Boejko, Nizer Demni

Research output: Contribution to journalArticlepeer-review

Abstract

We give a free probabilistic interpretation of the multiplicative renormalization method. As a byproduct, we give a short proof of the AsaiKuboKuo problem on the characterization of the family of measures for which this method applies with h(x) = (1 - x)-1 which turns out to be the free Meixner family. We also give a representation of the Voiculescu transform of all free Meixner laws (even in the non-freely infinitely divisible case).

Original languageEnglish (US)
Pages (from-to)91-98
Number of pages8
JournalInfinite Dimensional Analysis, Quantum Probability and Related Topics
Volume12
Issue number1
DOIs
StatePublished - Mar 2009

Keywords

  • Continued fractions
  • Free Meixner laws
  • Generating function
  • Jacobi-Szegö parameters
  • Multiplicative renormalization

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Mathematical Physics
  • Applied Mathematics

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