A law of the iterated logarithm for Markov chains on ℕ0 associated with orthogonal polynomials |
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Authors: | Michael Voit |
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Affiliation: | (1) Mathematisches Institut, Technische Universität München, Arcisstr. 21, 80333 München 2, Germany |
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Abstract: | We derive laws of the iterated logarithm for Markov chains on the nonnegative integers whose transition probabilities are associated with a sequence of orthogonal polynomials. These laws can be applied to a large class of birth and death random walks and random walks on polynomial hypergroups. In particular, the results of our paper lead immediately to a law of the iterated logarithm for the growth of the distance of isotropic random walks on infinite distance-transitive graphs as well as on certain finitely generated semigroups from their starting points. |
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Keywords: | Law of the iterated logarithm orthogonal polynomials polynomial hypergroups birth and death random walks |
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