Random walks and orthogonal polynomials: some challenges

Details Random walks and orthogonal polynomials: some challenges Random walks and orthogonal polynomials: some challenges

2007-03-13

arxiv.org/abs/math/0703375v1

Mathematics

Probability

Scientific paper

The study of several naturally arising "nearest neighbours" random walks
benefits from the study of the associated orthogonal polynomials and their
orthogonality measure. I consider extensions of this approach to a larger class
of random walks. This raises a number of open problems.

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