A note on some random orthogonal polynomials on a compact interval

DOI10.1090/S0002-9939-09-09933-XMaRDI QIDQ3182589zbMATH OpenFDO

Authors Melanie Birke, Holger Dette

Publication date 9 October 2009

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0809.4936

zbMATH Keywords

arcsine distributionChebyshev polynomialsmoment spacerandom matricesrandom moment sequencerandom orthogonal polynomial

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Moment problems (44A60) Strong limit theorems (60F15)

Abstract: We consider a uniform distribution on the set $mathcal{M}_k$ of moments of order $kinmathbbN$ corresponding to probability measures on the interval $[0,1]$. To each (random) vector of moments in $mathcal{M}_{2n-1}$ we consider the corresponding uniquely determined monic (random) orthogonal polynomial of degree $n$ and study the asymptotic properties of its roots if $noinfty$.

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Cited in

(4)

• The uniqueness of an orthogonality measure
• The moments of the Riesz-Nágy-Takács distribution over a general interval
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• Canonical moments and random spectral measures

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