Accession Number : AD0724283

Title :   The Formulation of Multidimensional Hermite Polynomials and Gram-Charlier Coefficients,

Corporate Author : NAVAL SHIP RESEARCH AND DEVELOPMENT CENTER WASHINGTON D C

Personal Author(s) : Berkowitz,S.

Report Date : JAN 1971

Pagination or Media Count : 18

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)

Descriptors :   (*SPECIAL FUNCTIONS(MATHEMATICAL), TIME SERIES ANALYSIS), APPROXIMATION(MATHEMATICS), PROBABILITY DENSITY FUNCTIONS, POLYNOMIALS, INFORMATION THEORY, PATTERN RECOGNITION, TURBULENCE

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE