Limit theorems for iterates of the Szász-Mirakyan operator in probabilistic view

Abstract

The Szász-Mirakyan operator is known as a positive linear operator which uniformly approximates a certain class of continuous functions on the half line. The purpose of the present paper is to find out limiting behaviors of the iterates of the Szász-Mirakyan operator in a probabilistic point of view. We show that the iterates of the Szász-Mirakyan operator uniformly converges to a continuous semigroup generated by a second order degenerate differential operator. A probabilistic interpretation of the convergence in terms of a discrete Markov chain constructed from the iterates and a limiting diffusion process on the half line is captured as well.

arXiv comment17 pages