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Items for "Hermite polynomials"

Some results of error evaluation for a non-Gaussian simulation method

In a first part of the paper a simulation method for a strictly stationary non-Gaussian process with given one-dimensional marginal distribution (or N-first statistical moments) and autocorrelation function is recalled...

Keywords: Monte-Carlo simulation, non-Gaussian process, Hermite polynomials, maximum entropy principle

03/2004 | Monte Carlo Methods and Applications, Walter de Gruyter
Asymptotic analysis of generalized Hermite polynomials

We analyze the polynomials Hnr(x) considered by Gould and Hopper, which generalize the classical Hermite polynomials...

Keywords: Hermite polynomials, asymptotic analysis, ray method, differential-difference equations, discrete WKB method

02/2008 | Analysis, Oldenbourg Wissenschaftsverlag