The topics of orthogonality and Fourier series occupy a central position in analysis. Nevertheless, there is surprisingly little statistical literature, with the exception of that of time series and ...

We provide a sharp nonasymptotic analysis of the rates of convergence for some standard multivariate Markov chains using spectral techniques. All chains under consideration have multivariate ...

Chebyshev polynomials, a central class of orthogonal polynomials, have long been pivotal in numerical analysis, approximation theory and the solution of differential equations. Their inherent ...

We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...