Timeline for Orthogonal polynomials with respect to the lognormal distribution
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 16, 2016 at 12:13 | comment | added | LaGauffreBZH | Expansion of random variables? Is it related to Malliavin calculus? | |
| Jun 15, 2016 at 10:52 | comment | added | Elmar Zander | Interesting article. I've never seen the approach in approximating density ratios. We only do expansions of random variables in orthogonal polynomials and I frequently have to warn people (students/engineers) not to use lognormals as basis random variables in their expansions. So maybe it's good that the comment is there to warn other people. | |
| Jun 11, 2016 at 13:04 | comment | added | LaGauffreBZH | Maybe less technical than what is proposed in the article you make reference to. I will definitely have a look at it even though I am not sure to understand. Thanks for the comment! | |
| Jun 11, 2016 at 13:01 | comment | added | LaGauffreBZH | Yes, I know see proposition 1.1 in pierre-olivier.goffard.me/Publications/… | |
| Jun 10, 2016 at 9:23 | comment | added | Elmar Zander | Please note that the orthogonal polynomials for the lognormal distribution are not dense in $L_2$ equipped with the measure induced by the lognormal (see the article by Ernst et. al. dx.doi.org/10.1051/m2an/2011045). | |
| Aug 27, 2015 at 7:27 | vote | accept | LaGauffreBZH | ||
| Aug 26, 2015 at 15:51 | answer | added | Carlo Beenakker | timeline score: 4 | |
| Aug 26, 2015 at 15:48 | review | Close votes | |||
| Aug 26, 2015 at 19:26 | |||||
| Aug 26, 2015 at 14:52 | review | First posts | |||
| Aug 26, 2015 at 16:21 | |||||
| Aug 26, 2015 at 14:49 | history | asked | LaGauffreBZH | CC BY-SA 3.0 |