A few remarks on quadratic harnesses

DOI10.1080/10236198.2013.864643zbMath1319.39005arXiv1207.1172OpenAlexW2094544470MaRDI QIDQ2941707

Paweł Jerzy Szabłowski

Publication date: 24 August 2015

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.1172

zbMATH Keywords

orthogonal polynomials\(q\)-seriessystem of difference equationsthree-term recurrence

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Additive difference equations (39A10) Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Difference equations, scaling ((q)-differences) (39A13)

Related Items (5)

Flows in near algebras with applications to harnesses ⋮ On Markov processes with polynomial conditional moments ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ Moments of \(q\)-normal and conditional \(q\)-normal distributions ⋮ Wilson's $6-j$ Laws and Stitched Markov Processes

Cites Work

• Unnamed Item
• Stitching pairs of Lévy processes into harnesses
• Free quadratic harness
• Askey-Wilson polynomials, quadratic harnesses and martingales
• The classical moment problem as a self-adjoint finite difference operator
• Conditional moments of \(q\)-Meixner processes
• The bi-Poisson process: A quadratic harness
• Hypergeometric Orthogonal Polynomials and Their q-Analogues
• Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
• BI-POISSON PROCESS

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