In mathematics, Charlier polynomials (also called Poisson–Charlier polynomials) are a family of orthogonal polynomials introduced by Carl Charlier in 1905.1 They are given in terms of the generalized hypergeometric function by
where are generalized Laguerre polynomials. They satisfy the following orthogonality relation in the Hilbert space of square summable sequences associated with the Poisson distribution with parameter
where is the Kronecker delta. They form a Sheffer sequence related to the Poisson process, similar to how Hermite polynomials relate to the Brownian motion.
References
References
- C. V. L. Charlier (1905–1906) Über die Darstellung willkürlicher Funktionen, Ark. Mat. Astr. och Fysic 2, 20.
- Koornwinder, Tom H.; Wong, Roderick S. C.; Koekoek, Roelof; Swarttouw, René F. (2010), "Hahn Class: Definitions", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W. (eds.), NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, MR 2723248.
- Szegő, Gabor (1939), Orthogonal Polynomials, Colloquium Publications – American Mathematical Society, ISBN 978-0-8218-1023-1, MR 0372517
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