(Asymptotic) period;
(Asymptotic) aperiodicity;
Birth-death process;
Random walk measure;
Ratio limit;
Transition probability;
ORTHOGONAL POLYNOMIALS;
DISTRIBUTIONS;
D O I:
10.1016/j.jmaa.2019.04.012
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
Discrete-time birth-death processes may or may not have certain properties known as asymptotic aperiodicity and the strong ratio limit property. In all cases known to us a suitably normalized process having one property also possesses the other, suggesting equivalence of the two properties for a normalized process. We show that equivalence may be translated into a property involving Christoffel functions for a type of orthogonal polynomials known as random walk polynomials. The prevalence of this property and thus the equivalence of asymptotic aperiodicity and the strong ratio limit property for a normalized birth-death process is proven under mild regularity conditions. (C) 2019 Elsevier Inc. All rights reserved.
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页码:85 / 103
页数:19
相关论文
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Chihara T.S., 2011, An introduction to orthogonal polynomials