BI-POISSON PROCESS

DOI10.1142/S0219025707002737MaRDI QIDQ5297758zbMATH OpenOpenAlexFDO

Authors Włodek Bryc, Jacek Wesołowski

Publication date 13 July 2007

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0404241

zbMATH Keywords

generalized free convolutionhypergeometric orthogonal polynomialslinear conditional expectationsquadratic conditional variancesquadratic harnesses

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Continuous-time Markov processes on general state spaces (60J25)

Abstract: We study a two parameter family of processes with linear regressions and linear conditional variances. We give conditions for the unique solution of this problem, and point out the connection between the resulting Markov processes and the generalized convolutions introduced by Bo.zejko and Speicher.

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Cites work

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Cited in

(19)

• Semigroups of distributions with linear Jacobi parameters
• Asymmetric simple exclusion process with open boundaries and quadratic harnesses
• The bi-Poisson process: A quadratic harness
• The classical bi-Poisson process: an invertible quadratic harness
• On stochastic dominance of nilpotent operators
• A few remarks on quadratic harnesses
• Befriending Askey-Wilson polynomials
• On Markov processes with polynomial conditional moments
• scientific article; zbMATH DE number 4032726 (Why is no real title available?)
• Rademacher inequalities with applications
• Markov processes, polynomial martingales and orthogonal polynomials
• A QUADRATIC REGRESSION PROBLEM FOR TWO-STATE ALGEBRAS WITH AN APPLICATION TO THE CENTRAL LIMIT THEOREM
• On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters
• Free quadratic harness
• Two-state free Brownian motions
• Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths
• Integral formulas for two-layer Schur and Whittaker processes
• Classical definitions of the Poisson process do not coincide in the case of generalized convolutions
• Askey-Wilson polynomials, quadratic harnesses and martingales

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