The Arcsine law and an asymptotic behavior of orthogonal polynomials

preprint2015arXivOpen access

Abstract

Interacting Fock space connects the study of quantum probability theory, classical random variables, and orthogonal polynomials. It is a pre-Hilbert space associated with creation, preservation, and annihilation processes. We prove that if three processes are asymptotically commutative, the arcsine law arises as the "large quantum number limits." As a corollary, it is shown that for many probability measures, asymptotic behavior of orthogonal polynomials is described by the arcsine function. A weaker form of asymptotic commutativity provides us a discretized arcsine law.

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