The arcsine law and an asymptotic behavior of orthogonal polynomials (Q509906)
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English | The arcsine law and an asymptotic behavior of orthogonal polynomials |
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The arcsine law and an asymptotic behavior of orthogonal polynomials (English)
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15 February 2017
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Summary: Interacting Fock spaces connect the study of quantum probability theory, classical random variables, and orthogonal polynomials. They are pre-Hilbert spaces associated with creation, preservation, and annihilation processes. We prove that if three processes are asymptotically commutative, the arcsine law arises as the ``large quantum number limits.'' As a corollary, it is shown that for many probability measures, the asymptotic behavior of orthogonal polynomials is described by the arcsine function. A weaker form of asymptotic commutativity provides us with a discretized arcsine law, which is described by the Bessel functions of the first kind.
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noncommutative probability arcsine law
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interacting Fock space
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