On the local time of random walks associated with Gegenbauer polynomials

DOI10.1007/S10959-010-0297-4MaRDI QIDQ662870zbMATH OpenOpenAlexFDO

Authors Nadine Guillotin-Plantard

Publication date 13 February 2012

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1005.4659

zbMATH Keywords

birth and death processesGegenbauer polynomialslocal central limit theoremslocal timepolynomial hypergroupsrandom walksrecurrence

Mathematics Subject Classification ID

Harmonic analysis on hypergroups (43A62) Probability theory on algebraic and topological structures (60B99) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55)

Abstract: The local time of random walks associated with Gegenbauer polynomials $P_n^{(alpha)}(x),xin[-1,1]$ is studied in the recurrent case: $alphain[-frac12,0]$. When $alpha$ is nonzero, the limit distribution is given in terms of a Mittag-Leffler distribution. The proof is based on a local limit theorem for the random walk associated with Gegenbauer polynomials. As a by-product, we derive the limit distribution of the local time of some particular birth and death Markov chains on $$.

Review text

The author studies local times of random walks on the nonnegative integers whose transition probabilities are associated with Gegenbauer polynomials. In particular, in the recurrent case with parameters \(\alpha\in [-1/1,0[\), a limit distribution in terms of a Mittag-Leffler distribution is given. The proof is based on a local central limit theorem. As a by-product, the limits of local times for certain birth-and-death processes are determined.

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Cites work

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• Comportement asymptotique des marches aleatoires associees aux polynomes de Gegenbauer et applications
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Cited in

(1)

• scientific article; zbMATH DE number 3962898 (Why is no real title available?)

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