The bi-Poisson process: A quadratic harness

DOI10.1214/009117907000000268zbMath1137.60036arXivmath/0510208OpenAlexW3103173339MaRDI QIDQ2482282

Jacek Wesołowski, Wojciech Matysiak, Wlodzimierz Bryc

Publication date: 16 April 2008

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

Full work available at URL: https://arxiv.org/abs/math/0510208

zbMATH Keywords

hypergeometric orthogonal polynomialsharnessesquadratic conditional variancesorthogonal martingale polynomials

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items (16)

On Markov processes with polynomial conditional moments ⋮ Befriending Askey–Wilson polynomials ⋮ On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ Asymmetric simple exclusion process with open boundaries and quadratic harnesses ⋮ A few remarks on quadratic harnesses ⋮ Hypergroups and quantum Bessel processes of non-integer dimensions ⋮ Coherent states attached to the quantum disc algebra and their associated polynomials ⋮ Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials ⋮ Zonal polynomials and a multidimensional quantum Bessel process ⋮ On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters ⋮ Free quadratic harness ⋮ Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials ⋮ Askey-Wilson polynomials, quadratic harnesses and martingales ⋮ The classical bi-Poisson process: an invertible quadratic harness ⋮ Fock space associated to Coxeter groups of type B

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• Orthogonale Polynomsysteme Mit Einer Besonderen Gestalt Der Erzeugenden Funktion
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• BI-POISSON PROCESS

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