On the rate of convergence of the laws of Markov chains associated with orthogonal polynomials

DOI10.1016/S0377-0427(98)00163-0MaRDI QIDQ1298569zbMATH OpenFDO

Authors Marc Lindlbauer

Publication date 24 January 2000

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(98)00163-0

zbMATH Keywords

central limit theorempolynomial hypergroupsrandom walks on homogeneous treesrate of convergence

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Harmonic analysis on hypergroups (43A62) Convergence of probability measures (60B10) Central limit and other weak theorems (60F05)

Review text

Isotropic random walks on infinite distance-transitive graphs may be regarded as random walks on associated polynomial hypergroups without loss of information; the associated orthogonal polynomials are certain Bernstein-Szegő polynomials. The reviewer [J. Multivariate Anal. 34, No. 2, 290-322 (1990; Zbl 0722.60021)] derived a central limit theorem for random walks on polynomial hypergroups with exponential growth together with some Berry-Esséen-type estimates for the rate of convergence. This estimate for the rate of convergence is improved to the rate \(O(n^{-1/3})\) for random walks on the polynomial hypergroups associated with Bernstein-Szegő polynomials. The improved rate in this paper is a consequence of the fact that Bernstein-Szegő polynomials admit a simple well-known representation in terms of Tchebycheff polynomials of the second kind.

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Cites work

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Cited in

(6)

• Calculating the density of solutions of equations related to the Pólya–Ostrowski group through Markov chains
• Limit theorems for isotropic random walks on triangle buildings
• scientific article; zbMATH DE number 778031 (Why is no real title available?)
• Markov chains generated by convolutions of orthogonality measures
• On a q-steady state Markov chain model based on transformed dual q-Krawtchouk orthogonal polynomials and its limiting behaviour
• Central limit theorems for random walks on \({\mathbb{N}}_ 0\) that are associated with orthogonal polynomials

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