English

A note on random orthogonal polynomials on a compact interval

Probability 2008-09-30 v1

Abstract

We consider a uniform distribution on the set Mk\mathcal{M}_k of moments of order kNk \in \mathbb{N} corresponding to probability measures on the interval [0,1][0,1]. To each (random) vector of moments in M2n1\mathcal{M}_{2n-1} we consider the corresponding uniquely determined monic (random) orthogonal polynomial of degree nn and study the asymptotic properties of its roots if nn \to \infty.

Keywords

Cite

@article{arxiv.0809.4936,
  title  = {A note on random orthogonal polynomials on a compact interval},
  author = {M. Birke and H. Dette},
  journal= {arXiv preprint arXiv:0809.4936},
  year   = {2008}
}

Comments

14 pages

R2 v1 2026-06-21T11:25:09.925Z