On a property of random walk polynomials involving Christoffel functions

Erik A. van Doorn, Ryszard Szwarc

Research output: Working paperPreprintAcademic

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Abstract

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.
Original languageEnglish
PublisherArXiv.org
Number of pages31
DOIs
Publication statusPublished - 18 Feb 2019

Keywords

  • math.CA
  • math.PR
  • 42C05

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