The bi-Poisson process: A quadratic harness
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Publication:2482282
Abstract: This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances. Our main result is a construction of a Markov process from given orthogonal and martingale polynomials. The construction uses a two-parameter extension of the Al-Salam--Chihara polynomials and a relation between these polynomials for different values of parameters.
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Cites work
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Cited in
(20)- Bridges of quadratic harnesses
- Asymmetric simple exclusion process with open boundaries and quadratic harnesses
- Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
- On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters
- On Markov processes with polynomial conditional moments
- Infinitesimal generators for a family of polynomial processes -- an algebraic approach
- Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials
- Free quadratic harness
- Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths
- Befriending Askey-Wilson polynomials
- Zonal polynomials and a multidimensional quantum Bessel process
- A few remarks on quadratic harnesses
- Hypergroups and quantum Bessel processes of non-integer dimensions
- Markov processes, polynomial martingales and orthogonal polynomials
- The classical bi-Poisson process: an invertible quadratic harness
- Fock space associated to Coxeter groups of type B
- Askey-Wilson polynomials, quadratic harnesses and martingales
- Wilson's \(6-j\) laws and stitched Markov processes
- On the families of polynomials forming a part of the Askey–Wilson scheme and their probabilistic applications
- Coherent states attached to the quantum disc algebra and their associated polynomials
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