Stationary random fields with linear regressions

DOI10.1214/aop/1008956342zbMath1014.60013arXivmath/0008043OpenAlexW1842438715MaRDI QIDQ1872197

Wlodzimierz Bryc

Publication date: 6 May 2003

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

Full work available at URL: https://arxiv.org/abs/math/0008043

zbMATH Keywords

conditional momentslinear regression\(q\)-Hermite polynomialshypergeometric orthogonal polynomials\(q\)-Gaussian processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Distribution theory (60E99)

Related Items (22)

A few remarks on Bryc's paper on random fields with linear regressions ⋮ Probabilistic aspects of Al-Salam–Chihara polynomials ⋮ Stationary Markov chains with linear regressions. ⋮ On Markov processes with polynomial conditional moments ⋮ Askey-Wilson integral and its generalizations ⋮ On three dimensional multivariate version of \(q\)-normal distribution and probabilistic interpretations of Askey-Wilson, Al-Salam-Chihara and \(q\)-ultraspherical polynomials ⋮ 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 ⋮ Q-Gaussian distributions: simplifications and simulations ⋮ Semigroups of distributions with linear Jacobi parameters ⋮ Coherent states attached to the quantum disc algebra and their associated polynomials ⋮ Generalized stationary random fields with linear regressions - an operator approach ⋮ Moments of \(q\)-normal and conditional \(q\)-normal distributions ⋮ Towards a \(q\)-analogue of the Kibble-Slepian formula in 3 dimensions ⋮ ON SUMMABLE, POSITIVE POISSON–MEHLER KERNELS BUILT OF AL-SALAM–CHIHARA AND RELATED POLYNOMIALS ⋮ The bi-Poisson process: A quadratic harness ⋮ On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters ⋮ Expansions of one density via polynomials orthogonal with respect to the other ⋮ Conditional moments of \(q\)-Meixner processes ⋮ PROBABILISTIC IMPLICATIONS OF SYMMETRIES OF q-HERMITE AND AL-SALAM–CHIHARA POLYNOMIALS ⋮ Statistical nuclear spectroscopy with \(q\)-normal and bivariate \(q\)-normal distributions and \(q\)-Hermite polynomials

Cites Work

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• Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures
• The combinatorics of q-Hermite polynomials and the Askey-Wilson integral
• Can the first two conditional moments identify a mean square differentiable process?
• Stationary Markov chains with linear regressions.
• The normal distribution. Characterizations with applications
• On a stochasticprocess determined by the conditional expectation and the conditionalvariance
• Some Properties of the q-Hermite Polynomials
• Some polynomials related to theta functions

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