Polynomial approximations to continuous functions and stochastic compositions

MaRDI QIDQ6269405zbMATH OpenFDO

Authors T. Konstantopoulos, Linglong Yuan, Michael A. Zazanis

Publication date 18 January 2016

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximation by polynomials (41A10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to approximations and expansions (41-01)

Abstract: This paper presents a stochastic approach to theorems concerning the behavior of iterations of the Bernstein operator $B_n$ taking a continuous function $finC[0,1]$ to a degree-$n$ polynomial when the number of iterations $k$ tends to infinity and $n$ is kept fixed or when $n$ tends to infinity as well. In the first instance, the underlying stochastic process is the so-called Wright-Fisher model, whereas, in the second instance, the underlying stochastic process is the Wright-Fisher diffusion. Both processes are probably the most basic ones in mathematical genetics. By using Markov chain theory and stochastic compositions, we explain probabilistically a theorem due to Kelisky and Rivlin, and by using stochastic calculus we compute a formula for the application of $B_n$ a number of times $k=k(n)$ to a polynomial $f$ when $k(n)/n$ tends to a constant.

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