Askey-Wilson polynomials, quadratic harnesses and martingales

DOI10.1214/09-AOP503zbMath1201.60077arXiv0812.0657MaRDI QIDQ984449

Jacek Wesołowski, Wlodzimierz Bryc

Publication date: 19 July 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.0657

zbMATH Keywords

harnesshypergeometric orthogonal polynomialorthogonal martingale polynomialquadratic conditional variance

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Noncommutative probability and statistics (46L53)

Related Items (28)

Stationary measures of the KPZ equation on an interval from Enaud–Derrida’s matrix product ansatz representation ⋮ Flows in near algebras with applications to harnesses ⋮ On Markov processes with polynomial conditional moments ⋮ Infinitesimal generators for a class of polynomial processes ⋮ Befriending Askey–Wilson polynomials ⋮ On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications ⋮ Bannai-Ito polynomials and dressing chains ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ Asymmetric simple exclusion process with open boundaries and quadratic harnesses ⋮ A few remarks on quadratic harnesses ⋮ Semigroups of distributions with linear Jacobi parameters ⋮ Markov processes related to the stationary measure for the open KPZ equation ⋮ Hahn polynomials and the Burnside process ⋮ Coherent states attached to the quantum disc algebra and their associated polynomials ⋮ Stationary measure for six-vertex model on a strip ⋮ From the asymmetric simple exclusion processes to the stationary measures of the KPZ fixed point on an interval ⋮ Stationary measure for the open KPZ equation ⋮ Some recent progress on the stationary measure for the open KPZ equation ⋮ Unnamed Item ⋮ Zonal polynomials and a multidimensional quantum Bessel process ⋮ Nevanlinna theory of the Askey-Wilson divided difference operator ⋮ On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters ⋮ Expansions of one density via polynomials orthogonal with respect to the other ⋮ Free quadratic harness ⋮ Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries ⋮ Wilson's $6-j$ Laws and Stitched Markov Processes ⋮ On the continuous dual Hahn process ⋮ Tridiagonal representations of theq-oscillator algebra and Askey–Wilson polynomials

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