The limiting distribution of a random variable transformed by Chebyshev Polynomials
Numerical Analysis
2023-10-27 v1 Numerical Analysis
Probability
Abstract
In this paper we present the result of successively applying a Chebyshev polynomial to a continuous random variable. In particular we show that under mild assumptions the limiting distribution will be the same as the weight with respect to which Chebyshev polynomials are orthogonal.
Cite
@article{arxiv.2310.17039,
title = {The limiting distribution of a random variable transformed by Chebyshev Polynomials},
author = {Javier Chico Vazquez and Andrew J. Horning},
journal= {arXiv preprint arXiv:2310.17039},
year = {2023}
}