Probabilistic aspects of Al-Salam-Chihara polynomials

Abstract

We solve the connection coefficient problem between the Al-Salam-Chihara polynomials and the q-Hermite polynomials, and we use the resulting identity to answer a question from probability theory. We also derive the distribution of some Al-Salam-Chihara polynomials, and compute determinants of related Hankel matrices.

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