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orthogonal measure

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  • Orthogonal polynomials — In mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal to each other under some inner product. The most widely used orthogonal polynomials are the… …   Wikipedia

  • Orthogonal matrix — In linear algebra, an orthogonal matrix (less commonly called orthonormal matrix[1]), is a square matrix with real entries whose columns and rows are orthogonal unit vectors (i.e., orthonormal vectors). Equivalently, a matrix Q is orthogonal if… …   Wikipedia

  • Orthogonal polynomials on the unit circle — In mathematics, orthogonal polynomials on the unit circle are families of polynomials that are orthogonal with respect to integration over the unit circle in the complex plane, for some probability measure on the unit circle. They were introduced …   Wikipedia

  • Secondary measure — In mathematics, the secondary measure associated with a measure of positive density ho when there is one, is a measure of positive density mu, turning the secondary polynomials associated with the orthogonal polynomials for ho into an orthogonal… …   Wikipedia

  • Projection-valued measure — In mathematics, particularly functional analysis a projection valued measure is a function defined on certain subsets of a fixed set and whose values are self adjoint projections on a Hilbert space. Projection valued measures are used to express… …   Wikipedia

  • Classical orthogonal polynomials — In mathematics, the classical orthogonal polynomials are the most widely used orthogonal polynomials, and consist of the Hermite polynomials, the Laguerre polynomials, the Jacobi polynomials together with their special cases the ultraspherical… …   Wikipedia

  • Discrete orthogonal polynomials — In mathematics, a sequence of discrete orthogonal polynomials is a sequence of polynomials that are pairwise orthogonal with repect to a discrete measure. Examples include the discrete Chebyshev polynomials, Charlier polynomials, Krawtchouk… …   Wikipedia

  • Invariant measure — In mathematics, an invariant measure is a measure that is preserved by some function. Invariant measures are of great interest in the study of dynamical systems. The Krylov Bogolyubov theorem proves the existence of invariant measures under… …   Wikipedia

  • Projection (linear algebra) — Orthogonal projection redirects here. For the technical drawing concept, see orthographic projection. For a concrete discussion of orthogonal projections in finite dimensional linear spaces, see vector projection. The transformation P is the… …   Wikipedia

  • Hilbert space — For the Hilbert space filling curve, see Hilbert curve. Hilbert spaces can be used to study the harmonics of vibrating strings. The mathematical concept of a Hilbert space, named after David Hilbert, generalizes the notion of Euclidean space. It… …   Wikipedia

  • Hermite polynomials — In mathematics, the Hermite polynomials are a classical orthogonal polynomial sequence that arise in probability, such as the Edgeworth series; in combinatorics, as an example of an Appell sequence, obeying the umbral calculus; in numerical… …   Wikipedia

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