Askey-Wilson polynomials, quadratic harnesses and martingales (Q984449): Difference between revisions

From the abstract: The authors use orthogonality measures of Askey-Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey-Wilson polynomials are orthogonal martingale polynomials for these processes.

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reviewed by

Alexander I. Zejfman

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zbMATH Keywords

quadratic conditional variance

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harness

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orthogonal martingale polynomial

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hypergeometric orthogonal polynomial

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MaRDI profile type

MaRDI publication profile

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cites work

Free martingale polynomials.

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Appell polynomials and their relatives

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A Set of Orthogonal Polynomials That Generalize the Racah Coefficients or $6 - j$ Symbols

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Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials

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Q4453256

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Processes with free increments

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On a class of free Lévy laws related to a regression problem

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Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials

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The bi-Poisson process: A quadratic harness

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Conditional moments of $q$-Meixner processes

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BI-POISSON PROCESS

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Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials''

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Q2703812

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Some Classes of Orthogonal Polynomials Associated with Martingales

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Q4488072

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Q5703969

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Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures

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Harnesses, Lévy bridges and Monsieur Jourdain

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Projection Formulas, a Reproducing Kernel and a Generating Function for <i>q</i>-Wilson Polynomials

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Q3366978

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Chaotic and predictable representations for Lévy processes.

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A<i>q</i>-deformed Poisson distribution based on orthogonal polynomials

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Stochastic processes and orthogonal polynomials

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Lévy processes, polynomials and martingales

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On the orthogonal polynomials associated with a Lévy process

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Time-space harmonic polynomials relative to a Lévy process

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Multivariable BC type Askey-Wilson polynomials with partly discrete orthogonality measure

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On some limit cases of Askey-Wilson polynomials

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Asymmetric simple exclusion process with open boundaries and Askey–Wilson polynomials

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Q4306145

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Identifiers

zbMATH Open document ID

1201.60077

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DOI

10.1214/09-AOP503

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:984449

@@ Property / cites work @@
+Free martingale polynomials.
@@ Property / cites work: Free martingale polynomials. / rank @@
+Normal rank
@@ Property / cites work @@
+Appell polynomials and their relatives
@@ Property / cites work: Appell polynomials and their relatives / rank @@
+Normal rank
@@ Property / cites work @@
+A Set of Orthogonal Polynomials That Generalize the Racah Coefficients or $6 - j$ Symbols
+Normal rank
@@ Property / cites work @@
+Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials
+Normal rank
@@ Property / cites work @@
+Q4453256
@@ Property / cites work: Q4453256 / rank @@
+Normal rank
@@ Property / cites work @@
+Processes with free increments
@@ Property / cites work: Processes with free increments / rank @@
+Normal rank
@@ Property / cites work @@
+On a class of free Lévy laws related to a regression problem
+Normal rank
@@ Property / cites work @@
+Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
+Normal rank
@@ Property / cites work @@
+The bi-Poisson process: A quadratic harness
@@ Property / cites work: The bi-Poisson process: A quadratic harness / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional moments of \(q\)-Meixner processes
@@ Property / cites work: Conditional moments of \(q\)-Meixner processes / rank @@
+Normal rank
@@ Property / cites work @@
+BI-POISSON PROCESS
@@ Property / cites work: BI-POISSON PROCESS / rank @@
+Normal rank
@@ Property / cites work @@
+Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials''
+Normal rank
@@ Property / cites work @@
+Q2703812
@@ Property / cites work: Q2703812 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Classes of Orthogonal Polynomials Associated with Martingales
+Normal rank
@@ Property / cites work @@
+Q4488072
@@ Property / cites work: Q4488072 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5703969
@@ Property / cites work: Q5703969 / rank @@
+Normal rank
@@ Property / cites work @@
+Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures
+Normal rank
@@ Property / cites work @@
+Harnesses, Lévy bridges and Monsieur Jourdain
@@ Property / cites work: Harnesses, Lévy bridges and Monsieur Jourdain / rank @@
+Normal rank
@@ Property / cites work @@
+Projection Formulas, a Reproducing Kernel and a Generating Function for <i>q</i>-Wilson Polynomials
+Normal rank
@@ Property / cites work @@
+Q3366978
@@ Property / cites work: Q3366978 / rank @@
+Normal rank
@@ Property / cites work @@
+Chaotic and predictable representations for Lévy processes.
+Normal rank
@@ Property / cites work @@
+A<i>q</i>-deformed Poisson distribution based on orthogonal polynomials
+Normal rank
@@ Property / cites work @@
+Stochastic processes and orthogonal polynomials
@@ Property / cites work: Stochastic processes and orthogonal polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy processes, polynomials and martingales
@@ Property / cites work: Lévy processes, polynomials and martingales / rank @@
+Normal rank
@@ Property / cites work @@
+On the orthogonal polynomials associated with a Lévy process
+Normal rank
@@ Property / cites work @@
+Time-space harmonic polynomials relative to a Lévy process
+Normal rank
@@ Property / cites work @@
+Multivariable BC type Askey-Wilson polynomials with partly discrete orthogonality measure
+Normal rank
@@ Property / cites work @@
+On some limit cases of Askey-Wilson polynomials
@@ Property / cites work: On some limit cases of Askey-Wilson polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+Asymmetric simple exclusion process with open boundaries and Askey–Wilson polynomials
+Normal rank
@@ Property / cites work @@
+Q4306145
@@ Property / cites work: Q4306145 / rank @@
+Normal rank