Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
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Publication:3595026
DOI10.1090/S0002-9947-07-04194-3zbMath1129.60068arXivmath/0504194OpenAlexW1989129169MaRDI QIDQ3595026
Wojciech Matysiak, Jacek Wesołowski, Wlodzimierz Bryc
Publication date: 9 August 2007
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0504194
hypergeometric orthogonal polynomialsharnessesquadratic conditional variancesorthogonal martingale polynomials
Continuous-time Markov processes on general state spaces (60J25) Noncommutative probability and statistics (46L53)
Related Items (29)
Flows in near algebras with applications to harnesses ⋮ On Markov processes with polynomial conditional moments ⋮ Large jumps of \(q\)-Ornstein-Uhlenbeck processes ⋮ Infinitesimal generators for a class of polynomial processes ⋮ Extremes of \(q\)-Ornstein-Uhlenbeck processes ⋮ Bannai-Ito polynomials and dressing chains ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ Asymmetric simple exclusion process with open boundaries and quadratic harnesses ⋮ A few remarks on quadratic harnesses ⋮ Semigroups of distributions with linear Jacobi parameters ⋮ CMV matrices and little and big \(-1\) Jacobi polynomials ⋮ Hypergroups and quantum Bessel processes of non-integer dimensions ⋮ Generalized stationary random fields with linear regressions - an operator approach ⋮ Stitching pairs of Lévy processes into harnesses ⋮ Unnamed Item ⋮ Volterra-type convolution of classical polynomials ⋮ Zonal polynomials and a multidimensional quantum Bessel process ⋮ Orthogonal polynomials and the deformed Jordan plane ⋮ A unified algebraic underpinning for the Hahn polynomials and rational functions ⋮ The bi-Poisson process: A quadratic harness ⋮ Free quadratic harness ⋮ Askey-Wilson polynomials, quadratic harnesses and martingales ⋮ The classical bi-Poisson process: an invertible quadratic harness ⋮ Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries ⋮ Fock space associated to Coxeter groups of type B ⋮ Wilson's $6-j$ Laws and Stitched Markov Processes ⋮ On the continuous dual Hahn process ⋮ The Askey–Wilson algebra and its avatars ⋮ Tridiagonal representations of theq-oscillator algebra and Askey–Wilson polynomials
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