Random Walk Polynomials and Random Walk Measures

摘要

Random walk polynomials and random walk measures play a prominent role in theanalysis of a class of Markov chains called random walks. Without any reference to random walks, however, a random walk polynomial sequence can be defined (and will be defined in the paper) as an orthogonal polynomial sequence P(sub n) (x) which is such that the parameters alpha(sub n) in the recurrence relations P(sub