Limit theorems for random walks on discrete semigroups related to nonhomogeneous trees and Chebyshev polynomials

DOI10.1007/BF01215649MaRDI QIDQ1122855zbMATH OpenFDO

Authors Paolo M. Soardi

Publication date 1989

Published in Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/174011

zbMATH Keywords

Chebyshev polynomialslaw of large numbersnonhomogeneous treesrandom walks on hypergroupsrandom walks on semigroups

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Sums of independent random variables; random walks (60G50)

Review text

The author introduces a family of discrete semigroups \(S_ N\) \((N=1,2,...)\), and sequences of independent, identically distributed random variables \(X_ 1,X_ 2,X_ 3,...,X_ n,..\). with values in \(S_ N\). The main results consist in some limit theorems for the product variables \(Y_ n=X_ 1X_ 2...X_ n.\) The author proves a general law of large numbers for \(| Y_ n|\), where \(| \cdot |\) denotes the length function on \(S_ N\). He also proves the central limit theorem for a large class of the above processes. A motivation for this paper is to suggest that random walks on certain nonhomogeneous trees could be studied as random walks on semigroups. The author points out that a class of random walks on \(S_ 1\) is equivalent to the random walks on hypergroups connected to the Chebyshev polynomials of the second kind.

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Cites work

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Cited in

(9)

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• scientific article; zbMATH DE number 1246217 (Why is no real title available?)
• scientific article; zbMATH DE number 961137 (Why is no real title available?)
• A law of the iterated logarithm for a class of polynomial hypergroups
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