论文信息 - Legendre polynomials and trinomial random walks

Legendre polynomials and trinomial random walks

The main purpose of this note is to show some connexions between Legendre polynomials and random walks. More specifically we shall be concerned with what may be called ‘trinomial’ random walks i.e. walks on the points 0, ± 1, ± 2, …, such that the probabilities of ‘currently’ taking steps of – 1, 0, + 1 are p–1, p0, p1.

I. J. Good | I. Good

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