Asymptotics of orthogonal L-polynomials for log-normal distributions (Q1187190)
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English | Asymptotics of orthogonal L-polynomials for log-normal distributions |
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Asymptotics of orthogonal L-polynomials for log-normal distributions (English)
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28 June 1992
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The authors study orthogonal Laurent polynomials having the log-normal distribution as moment-generating function. Using methods from the analytic theory of continued fractions (or ``linear difference equations techniques'' as some people prefer to call them) they give explicit formulae for the limit functions connected with the underlying T-fraction. We have here a special situation of the property of ``separate convergence'' (i.e. the sequence of numerator and that of denominator polynomials both converge): the odd-numbered approximants converge to a function \(U^{(1)}(z)/V^{(1)}(z)\) and the even-numbered approximants to \(U^{(0)}(z)/V^{(0)}(z)\) with \(U^{(1)}(z)V^{(0)}(z)-U^{(0)}(z)/V^{(1)}(z)=1\) for all complex \(z\not=0\) (so actually the underlying T-fraction is divergent).
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orthogonal polynomials
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Laurent polynomials
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moment-generating function
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continued fractions
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linear difference equations techniques
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separate convergence
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\(T\)-fraction
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