CENTRAL LIMIT-THEOREMS FOR MARKOV-PROCESSES ASSOCIATED WITH LAGUERRE-POLYNOMIALS

In this note we use a Hilb-type formula for Laguerre polynomials and derive central limit theorems for two types of Markov processes on N0 whose transition probabilities are associated with Laguerre polynomials. The first type of these processes is formed by birth and death processes with linear growth while the second class consists of Markov chains whose transition probabilities are defined in terms of positive convolution structures on N0 associated with Laguerre polynomials. (C) 1994 Academic Press, Inc.