Conditional moments of \(q\)-Meixner processes

DOI10.1007/s00440-004-0379-2zbMath1118.60065arXivmath/0403016OpenAlexW3104124625MaRDI QIDQ1780982

Jacek Wesołowski, Wlodzimierz Bryc

Publication date: 15 June 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0403016

zbMATH Keywords

hypergeometric orthogonal polynomialsharnessesquadratic conditional variancesfree Lévy processes2-Meixner processesclassical versions of non-commutative processespolynomial martingales

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Population dynamics (general) (92D25)

Related Items (32)

Flows in near algebras with applications to harnesses ⋮ On Markov processes with polynomial conditional moments ⋮ Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise ⋮ BI-POISSON PROCESS ⋮ Large jumps of \(q\)-Ornstein-Uhlenbeck processes ⋮ Infinitesimal generators for a class of polynomial processes ⋮ Befriending Askey–Wilson polynomials ⋮ Dual Lukacs regressions of negative orders for noncommutative variables ⋮ Extremes of \(q\)-Ornstein-Uhlenbeck processes ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ A few remarks on quadratic harnesses ⋮ Two-state free Brownian motions ⋮ Semigroups of distributions with linear Jacobi parameters ⋮ Generalized stationary random fields with linear regressions - an operator approach ⋮ Infinitesimal generators of \(q\)-Meixner processes ⋮ Noncommutative probability of type D ⋮ Unnamed Item ⋮ Poisson type operators on the Fock space of type B ⋮ Explicit forms of \(q\) -deformed Lévy-Meixner polynomials and their generating functions ⋮ On integration with respect to the \(q\)-Brownian motion ⋮ Dual Lukacs regressions for non-commutative variables ⋮ Zonal polynomials and a multidimensional quantum Bessel process ⋮ The bi-Poisson process: A quadratic harness ⋮ On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters ⋮ Free quadratic harness ⋮ On a class of free Lévy laws related to a regression problem ⋮ Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials ⋮ Markov processes with free-Meixner laws ⋮ Askey-Wilson polynomials, quadratic harnesses and martingales ⋮ The classical bi-Poisson process: an invertible quadratic harness ⋮ Meixner matrix ensembles ⋮ LOWERING AND RAISING OPERATORS FOR THE FREE MEIXNER CLASS OF ORTHOGONAL POLYNOMIALS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A characterization of the gamma process by conditional moments
• Convolution and limit theorems for conditionally free random variables
• Processes with free increments
• Free martingale polynomials.
• Stochastic processes and orthogonal polynomials
• Can the first two conditional moments identify a mean square differentiable process?
• Stationary random fields with linear regressions
• Linearization coefficients for orthogonal polynomials using stochastic processes
• q -deformed Poisson random variables on q-Fock space
• Probabilistic aspects of Al-Salam–Chihara polynomials
• On a stochasticprocess determined by the conditional expectation and the conditionalvariance
• Recurrence relations, continued fractions, and orthogonal polynomials
• Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials
• A characterization of the poisson process by conditional moments
• Convolutions of Orthonormal Polynomials
• Appell polynomials and their relatives
• q-Lévy processes
• Partition-dependent stochastic measures and \(q\)-deformed cumulants

This page was built for publication: Conditional moments of \(q\)-Meixner processes