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Legendre polynomials and trinomial random walks

Published online by Cambridge University Press:  24 October 2008

I. J. Good
I. J. Good
Affiliation:
25 Scott House Princess Elizabeth Way Cheltenham
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Extract

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.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 54 , Issue 1 , January 1958 , pp. 39 - 42
Copyright
Copyright © Cambridge Philosophical Society 1958

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References

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