Title of article :
On the rate of convergence of the laws of Markov chains associated with orthogonal polynomials
Author/Authors :
Lindlbauer، نويسنده , , Marc، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
11
From page :
287
To page :
297
Abstract :
We investigate random walks (Sn)n∈N0 on the nonnegative integers arising from isotropic random walks on distance transitive graphs. The laws of those isotropic random walks converge in distribution to the normal distribution and the transition probabilities of the Sn are closely related with a sequence of Bernstein-Szegö polynomials. We give an explicit representation for these polynomials as a sum of Chebychev polynomials of the second kind and using this representation we prove an upper bound for the rate of convergence of the laws of the Sn.
Keywords :
Limit theorems , Random walks , orthogonal polynomials
Journal title :
Journal of Computational and Applied Mathematics
Serial Year :
1998
Journal title :
Journal of Computational and Applied Mathematics
Record number :
1549447
Link To Document :
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