English

On the generalized Kesten--McKay distributions

Probability 2019-12-04 v5

Abstract

We examine the properties of distributions with the density of the form: % \frac{2A_{n}c^{n-2}\sqrt{c^{2}-x^{2}}}{\pi \prod_{j=1}^{n}(c(1+a_{j}^{2})-2a_{j}x)}, where c,a1,,anc,a_{1},\ldots ,a_{n} are some parameters and AnA_{n} a suitable constant. We find general forms of % A_{n}, of kk-th moment and of kk-th polynomial orthogonal with respect to such measures. We also calculate Cauchy transforms of these measures. We indicate connections of such distributions with distributions and polynomials forming the so-called Askey--Wilson scheme. On the way, we prove several identities concerning rational symmetric functions. Finally, we consider the case of parameters a1,,ana_{1},\ldots ,a_{n} forming conjugate pairs and give some multivariate interpretations based on the obtained distributions at least for the cases n=2,4,6.n=2,4,6.

Keywords

Cite

@article{arxiv.1507.03191,
  title  = {On the generalized Kesten--McKay distributions},
  author = {Paweł J. Szabłowski},
  journal= {arXiv preprint arXiv:1507.03191},
  year   = {2019}
}

Comments

14 pages

R2 v1 2026-06-22T10:10:11.374Z