Random walks and orthogonal polynomials: some challenges
classification
🧮 math.PR
math.SP
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randomwalksorthogonalpolynomialsapproacharisingassociatedbenefits
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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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