A note on random orthogonal polynomials on a compact interval
Probability
2008-09-30 v1
Abstract
We consider a uniform distribution on the set of moments of order corresponding to probability measures on the interval . To each (random) vector of moments in we consider the corresponding uniquely determined monic (random) orthogonal polynomial of degree and study the asymptotic properties of its roots if .
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