The invariant polynomials Cφ κ 1,...,κ r (X1,...,Xr) (Davis [8] and Chikuse [2] with r (r ≥ 2) symmetric matrix arguments have been defined, extending the zonal ...
Uncertainty quantification (UQ) is increasingly critical for modelling complex systems in which input parameters or environmental conditions vary unpredictably. Polynomial chaos methods offer a ...
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 ...
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