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Mar 9, 2011 at 22:50 comment added John Jiang Thanks for pointing out that the $z_j^k$s are in fact the orthogonal polynomials for the Gaussian measure in two dimensions (please correct me if I misunderstood, but I will take a close look at Ledoux's paper). I guess I am missing some link in how orthogonal polynomial plays a role getting the 1-point marginals from the $n$-point density function (I understand how it facilitates the use of Christoffer Darboux formula).
Mar 9, 2011 at 22:45 vote accept John Jiang
Mar 9, 2011 at 20:11 history answered Djalil Chafaï CC BY-SA 2.5