Topics on Meixner families

DOI10.4064/BC89-0-3zbMATH Open1209.33019arXiv0812.4315OpenAlexW2962756707MaRDI QIDQ3083360FDOQ3083360

Nizar Demni, Marek Bożejko

Publication date: 21 March 2011

Published in: Noncommutative Harmonic Analysis with Applications to Probability II (Search for Journal in Brave)

Abstract: We shed the light on the inter-connections between different characterizations leading to the classical, free and quantum Meixner families.

Full work available at URL: https://arxiv.org/abs/0812.4315

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zbMATH Keywords

orthogonal polynomialsfree and quantum probabilityMeixner families

Mathematics Subject Classification ID

Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generalized stochastic processes (60G20)

Cited In (3)

• Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution
• Free Meixner states
• Bochner-Pearson-type characterization of the free Meixner class

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