A Remark on the Arcsine Distribution and the Hilbert Transform
Classical Analysis and ODEs
2019-10-16 v3 Probability
Abstract
It is known that if is a sequence of orthogonal polynomials in , then the roots are distributed according to an arcsine distribution for a wide variety of weights . We connect this to a result of the Hilbert transform due to Tricomi: if and its Hilbert transform vanishes on , then the function is a multiple of the arcsine distribution We also prove a localized Parseval-type identity that seems to be new: if and has mean value 0 on , then
Keywords
Cite
@article{arxiv.1810.10128,
title = {A Remark on the Arcsine Distribution and the Hilbert Transform},
author = {Ronald R. Coifman and Stefan Steinerberger},
journal= {arXiv preprint arXiv:1810.10128},
year = {2019}
}
Comments
The Isometry property was derived previously by Ledoux & Popescu (The One Dimensional Free Poincare Inequality)