Askey-Wilson polynomials, quadratic harnesses and martingales (Q984449)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Askey-Wilson polynomials, quadratic harnesses and martingales |
scientific article |
Statements
Askey-Wilson polynomials, quadratic harnesses and martingales (English)
0 references
19 July 2010
0 references
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.
0 references
quadratic conditional variance
0 references
harness
0 references
orthogonal martingale polynomial
0 references
hypergeometric orthogonal polynomial
0 references
0 references
0 references
0 references
0 references
