Accession Number:

AD0724283

Title:

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

Descriptive Note:

Corporate Author:

NAVAL SHIP RESEARCH AND DEVELOPMENT CENTER WASHINGTON D C

Personal Author(s):

Report Date:

1971-01-01

Pagination or Media Count:

18.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE