Continuous Stieltjes-Wigert limiting behaviour of a family of confluent \(q\)-Chu-Vandermonde distributions (Q2345042)

Summary: From \textit{A. W. Kemp} [J. Stat. Plann. Inference 135, No. 1, 107--120 (2005; Zbl 1075.60007)], we have a family of confluent \(q\)-Chu-Vandermonde distributions, consisted by three members I, II and III, interpreted as a family of \(q\)-steady-state distributions from Markov chains. In this article, we provide the moments of the distributions of this family and we establish a continuous limiting behavior for the members I and II, in the sense of pointwise convergence, by applying a \(q\)-analogue of the usual Stirling asymptotic formula for the factorial number of order \(n\). Specifically, we initially give the \(q\)-factorial moments and the usual moments for the family of confluent \(q\)-Chu-Vandermonde distributions and then we designate as a main theorem the conditions under which the confluent \(q\)-Chu-Vandermonde distributions I and II converge to a continuous Stieltjes-Wigert distribution. For the member III we give a continuous analogue. Moreover, as applications of this study we present a modified \(q\)-Bessel distribution, a generalized \(q\)-negative Binomial distribution and a generalized over/underdispersed (O/U) distribution. Note that in this article we prove the convergence of a family of discrete distributions to a continuous distribution which is not of a Gaussian type.