On random polynomials generated by a symmetric three-term recurrence relation

DOI10.1080/10236198.2019.1674844MaRDI QIDQ5205913zbMATH OpenOpenAlexWikidataFDO

Authors A. López García, Vasiliy A. Prokhorov

Publication date 17 December 2019

Published in Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.03205

zbMATH Keywords

coloured treeDyck pathorthogonal polynomialrandom polynomialspectral measurethree-term recurrence relation

Mathematics Subject Classification ID

Trees (05C05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: We investigate the sequence $(P_n(z){)}_{n=0}^{infty}$ of random polynomials generated by the three-term recurrence relation $P_{n+1}(z)=z{P}_n(z)-a_n{P}_{n-1}(z)$, $ngeq1$, with initial conditions $P_{ell}(z)=z^{ell}$, $ell=0,1$, assuming that $(a_n{)}_{ninmathbbZ}$ is a sequence of positive i.i.d. random variables. $(P_n(z){)}_{n=0}^{infty}$ is a sequence of orthogonal polynomials on the real line, and $P_n$ is the characteristic polynomial of a Jacobi matrix $J_n$. We investigate the relation between the common distribution of the recurrence coefficients $a_n$ and two other distributions obtained as weak limits of the averaged empirical and spectral measures of $J_n$. Our main result is a description of combinatorial relations between the moments of the aforementioned distributions in terms of certain classes of colored planar trees. Our approach is combinatorial, and the starting point of the analysis is a formula of P. Flajolet for weight polynomials associated with labelled Dyck paths.

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Cites work

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Cited in

(4)

• Characteristic polynomials of random banded Hessenberg matrices and Hermite-Padé approximation
• Jacobi sequences of powers of random variables
• Lattice paths, vector continued fractions, and resolvents of banded Hessenberg operators
• Matrix continued fractions associated with lattice paths, resolvents of difference operators, and random polynomials

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