On a property of random walk polynomials involving Christoffel functions
Classical Analysis and ODEs
2019-05-15 v1 Probability
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.
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Cite
@article{arxiv.1903.00054,
title = {On a property of random walk polynomials involving Christoffel functions},
author = {Erik A. van Doorn and Ryszard Szwarc},
journal= {arXiv preprint arXiv:1903.00054},
year = {2019}
}
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31 pages