arXiv 0809.49362008-09-29math.PR

A note on random orthogonal polynomials on a compact interval

M. Birke, H. Dette

备注：: 14 pages

英文摘要：

We consider a uniform distribution on the set $\mathcal{M}_k$ of moments of order $k \in \mathbb{N}$ corresponding to probability measures on the interval $[0,1]$. To each (random) vector of moments in $\mathcal{M}_{2n-1}$ we consider the corresponding uniquely determined monic (random) orthogonal polynomial of degree $n$ and study the asymptotic properties of its roots if $n \to \infty$.

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