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Generating Functions and Short Recursions, with Applications to the Moments of Quadratic Forms in Noncentral Normal Vectors
2009
Social Science Research Network
Using generating functions, the top-order zonal polynomials that occur in much distribution theory under normality can be recursively related to other symmetric functions (power-sum and elementary symmetric functions, Ruben [19], Hillier, Kan, and Wang [9]). Typically, in a recursion of this type the k-th object of interest, d k say, is expressed in terms of all lower-order d j 's. In Hillier, Kan, and Wang [9] we pointed out that, in the case of top-order zonal polynomials (and generalizations
doi:10.2139/ssrn.1410755
fatcat:klebor5xofbi5jbamkfmeh464e