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In this paper we study the connection between matrix measures and random walks with a tridiagonal block transition matrix. We derive sufficient conditions such that the blocks of the n-step transition matrix of the Markov chain can be represented as integrals with respect to a matrix valued...
Persistent link: https://www.econbiz.de/10003105191
A geometric approach to quadrature formulas for matrix measures is presented using the relations between the representations of the boundary points of the moment space (generated by all matrix measures) and quadrature formulas. Simple proofs of existence and uniqueness of quadrature formulas of...
Persistent link: https://www.econbiz.de/10009772057
In this note a matrix version of the q-d algorithm is introduced. It is shown that the algorithm may be used to obtain the coeÆcients of the recurrence relations for matrix orthogonal polynomials on the interval [0,∞) and [0;1] from its moment generating functional. The algorithm is...
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In this paper we describe the special role of moment theory for the construction of optimal designs in statistical regression models. A careful introduction in the problem of designing experiments for certain polynomial regression models is given, and it is demonstrated that the maximization of...
Persistent link: https://www.econbiz.de/10009775972
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We consider the design problem for the estimation of several scalar measures suggested in the epidemiological literature for comparing the success rate in two samples. The designs considered so far in the literature are local in the sense that they depend on the unknown probabilities of success...
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