An introduction to multivariate Krawtchouk polynomials and their applications

作者：Diaconis Persi; Griffiths Robert^*

来源：Journal of Statistical Planning and Inference, 2014, 154: 39-53.

DOI：10.1016/j.jspi.2014.02.004

• Multivariate Krawtchouk polynomials
• Eigenfunctions of Markov chains

Orthogonal polynomials for the multinomial distribution m(x,p) of N balls dropped into d boxes (box i has probability p(i)) are called multivariate Krawtchouk polynomials. This paper gives an introduction to their properties, collections of natural Markov chains which they explicitly diagonalize and associated bivariate multinomial distributions.

• 出版日期2014-11