On a property of random walk polynomials involving Christoffel functions

被引:0
作者
van Doorn, Erik A. [1 ]
Szwarc, Ryszard [2 ]
机构
[1] Univ Twente, Dept Appl Math, POB 217, NL-7500 AE Enschede, Netherlands
[2] Wroclaw Univ, Inst Math, Pl Grunwaldzki 2-4, PL-50384 Wroclaw, Poland
关键词
(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
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