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 language | English |
|---|---|
| Pages (from-to) | 85-103 |
| Number of pages | 19 |
| Journal | Journal of mathematical analysis and applications |
| Volume | 477 |
| Issue number | 1 |
| Early online date | 12 Apr 2019 |
| DOIs | |
| Publication status | Published - 1 Sept 2019 |
Keywords
- (Asymptotic) period
- (Asymptotic) aperiodicity
- Birth-death process
- Random walk measure
- Ratio limit
- Transition probability
- 22/4 OA procedure
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Dive into the research topics of 'On a property of random walk polynomials involving Christoffel functions'. Together they form a unique fingerprint.Research output
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On a property of random walk polynomials involving Christoffel functions
van Doorn, E. A. & Szwarc, R., 18 Feb 2019, ArXiv.org, 31 p.Research output: Working paper › Preprint › Academic
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