h-Transforms and Orthogonal Polynomials
classification
🧮 math.PR
keywords
h-transformsorthogonalpolynomialscasesclassicaldecompositiondescribediffusion
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We describe some examples of classical and explicit h-transforms as particular cases of a general mechanism, which is related to the existence of symmetric diffusion operators having orthogonal polynomials as spectral decomposition.
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