The limiting distribution of a random variable transformed by Chebyshev Polynomials

Published 25 Oct 2023 in math.NA, cs.NA, and math.PR | (2310.17039v1)

Abstract: In this paper we present the result of successively applying a Chebyshev polynomial to a continuous random variable. In particular we show that under mild assumptions the limiting distribution will be the same as the weight with respect to which Chebyshev polynomials are orthogonal.

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