Improved Bound of Four Moment Theorem and Its Application to Orthogonal Polynomials Associated with Laws

Abstract

In the case where the square of an eigenfunction F with respect to an eigenvalue of Markov generator L can be expressed as a sum of eigenfunctions, we find the largest number excluding zero among the eigenvalues in the terms of the sum. Using this number, we obtain an improved bound of the fourth moment theorem for Markov diffusion generators. To see how this number depends on an improved bound, we give some examples of eigenfunctions of the diffusion generators L such as Ornstein–Uhlenbeck, Jacobi, and Romanovski–Routh.