Spectral quantization of discrete random walks on half-line, and orthogonal polynomials on the unit circle
Spectral quantization of discrete random walks on half-line, and orthogonal polynomials on the unit circle
Abstract We define quantization scheme for discrete-time random walks on the half-line consistent with Szegedy's quantization of finite Markov chains. Motivated by the Karlin and McGregor description of discrete-time random walks in terms of polynomials orthogonal with respect to a measure with support in the segment [-1,1], we represent the …