The Formulation of Multidimensional Hermite Polynomials and Gram-Charlier Coefficients,
Abstract
The report is presented to document (a) the derivation of non-recursive and recursive methods of calculating multidimensional Hermite polynomials; and (b) the derivation of a recursive method for calculating an approximation to the Gram-Charlier coefficients of a time series, using a recurrence relation referenced in (a). The Hermite polynomials and Gram-Charlier coefficents can serve to expand a near-Gaussian probability density distribution used in communications, pattern classification, and turbulence problems. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1971
- Accession Number
- AD0724283
Entities
People
- S. Berkowitz