Askey-Wilson polynomials, quadratic harnesses and martingales (Q984449)
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scientific article
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| English | Askey-Wilson polynomials, quadratic harnesses and martingales |
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Askey-Wilson polynomials, quadratic harnesses and martingales (English)
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19 July 2010
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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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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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