Wilson's 6-j laws and stitched Markov processes

DOI10.1137/S0040585X97T987636zbMATH Open1341.60085arXiv1109.2539OpenAlexW1678169772MaRDI QIDQ2811892FDOQ2811892

W. Matysiak, Włodek Bryc

Publication date: 8 June 2016

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

Abstract: We show how to insert time into the parameters of the Wilson's 6-j laws to construct discrete Markov chains with these laws. By a quadratic transformation we convert them into Markov processes with linear regressions and quadratic conditional variances. Further conversion into the "standard form" gives "quadratic harnesses" with "classical" value of parameter gamma. A random-parameter-representation of the original Markov chain allows us to stitch together two copies of the process, extending time domain of the quadratic harness from (0,1) to all t>0.

Full work available at URL: https://arxiv.org/abs/1109.2539

zbMATH Keywords

linear regressionMarkov chainsorthogonal polynomialsquadratic conditional varianceWilson's \(6-j\) laws

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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• Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
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Cited In (1)

• On the continuous dual Hahn process

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