Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials

Robert C. Griffiths, Dario Spanó

Multivariate versions of classical orthogonal polynomials such as Jacobi, Hahn, Laguerre and Meixner are reviewed and their connection explored by adopting a probabilistic approach…