Topics on Meixner families

DOI10.4064/BC89-0-3MaRDI QIDQ3083360zbMATH OpenOpenAlexFDO

Authors Marek Bożejko, Nizar Demni

Publication date 21 March 2011

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

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

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)

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

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(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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