Reproducing kernel orthogonal polynomials on the multinomial distribution

DOI10.1016/J.JAT.2019.01.007MaRDI QIDQ1740658zbMATH OpenOpenAlexFDO

Authors Persi Diaconis, Robert Griffiths

Publication date 2 May 2019

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.07122

zbMATH Keywords

Lancaster distributionsmultivariate Krawtchouk polynomialsduplication formulabivariate multinomial distributionscutoff timeEhrenfest urnshypergroup propertymultinomial goodness of fitreproducing kernel polynomials

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Abstract: Diaconis and Griffiths (2014) study the multivariate Krawtchouk polynomials orthogonal on the multinomial distribution. In this paper we derive the reproducing kernel orthogonal polynomials Q_n(x,y};N,p) on the multinomial distribution which are sums of products of orthonormal polynomials in x and y of fixed total degree n=0,1,.., N. sum_{n=0}^N rho^nQ_n(x,y);N,p) arises naturally from a probabilistic argument. An application to a multinomial goodness of fit test is developed, where the chi-squared test statistic is decomposed into orthogonal components which test the order of fit. A new duplication formula for the reproducing kernel polynomials in terms of the 1-dimensional Krawtchouk polynomials is derived. The duplication formula allows a Lancaster characterization of all reversible Markov chains with a multinomial stationary distribution whose eigenvectors are multivariate Krawtchouk polynomials and where eigenvalues are repeated within the same total degree. The chi^2 cutoff time, and total variation cutoff time is investigated in such chains. Emphasis throughout the paper is on a probabilistic understanding of the polynomials and their applications, particularly to Markov chains.

Recommendations

• Polynomials Orthogonal with Respect to the Multinomial Distribution and the Factorial-Power Formalism
• An introduction to multivariate Krawtchouk polynomials and their applications
• On Multivariate Orthogonal Polynomials
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• Reproducing kernels for polyharmonic polynomials

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