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I Adapting Hermite polynomials

  1. Feb 6, 2019 #1
    Hello everyone.

    I am working with generalized polynomial chaos. To represent a Normal random variable, the Hermite polynomials are used. However, as far as I understand, these represent N(0,1); if what I have read is correct, if I want to work with any other mean and variance, I shoud simply use the fact that Z=(X-μ)/σ and find the new polynomials (X) substituting the regular ones (Z), which would be: 1, Z, (Z2-1)... which would mean that X1= σZ-μ and X2=σ(Z2-1)-μ...

    Can someone please tell me if I am right?

    Thanks.
     
  2. jcsd
  3. Feb 11, 2019 at 6:00 PM #2
    Thanks for the thread! This is an automated courtesy bump. Sorry you aren't generating responses at the moment. Do you have any further information, come to any new conclusions or is it possible to reword the post? The more details the better.
     
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