Displaying similar documents to “Non-intersecting, simple, symmetric random walks and the extended Hahn kernel”

Integral representations for multiple Hermite and multiple Laguerre polynomials

Pavel M. BLEHER, Arno B.J. Kuijlaars (2005)

Annales de l’institut Fourier

Similarity:

We give integral representations for multiple Hermite and multiple Laguerre polynomials of both type I and II. We also show how these are connected with double integral representations of certain kernels from random matrix theory.

Central and non-central limit theorems for weighted power variations of fractional brownian motion

Ivan Nourdin, David Nualart, Ciprian A. Tudor (2010)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

In this paper, we prove some central and non-central limit theorems for renormalized weighted power variations of order ≥2 of the fractional brownian motion with Hurst parameter ∈(0, 1), where is an integer. The central limit holds for 1/2<≤1−1/2, the limit being a conditionally gaussian distribution. If <1/2 we show the convergence in 2 to a limit which only depends on the fractional brownian motion, and if >1−1/2 we show the convergence in 2 to a stochastic integral...

On a generating function of ultraspherical polynomals.

Bibhiti Bhusan Saha (1979)

Revista Matemática Hispanoamericana

Similarity:

S. K. Chatterjea has recently proved a class of generating relations involving ultraspherical polynomials from the view point of continuous transformations-groups. The object of the present paper is to point out that this class of generating relations implies the explicit representation, the addition and the multiplication formulas, in addition to the usual generating relation for the ultraspherical polynomials.

Limit laws of transient excited random walks on integers

Elena Kosygina, Thomas Mountford (2011)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We consider excited random walks (ERWs) on ℤ with a bounded number of i.i.d. cookies per site without the non-negativity assumption on the drifts induced by the cookies. Kosygina and Zerner [15] have shown that when the total expected drift per site, , is larger than 1 then ERW is transient to the right and, moreover, for >4 under the averaged measure it obeys the Central Limit Theorem. We show that when ∈(2, 4] the limiting behavior of an appropriately centered and scaled excited...