scientific article; zbMATH DE number 639810

zbMath0803.60073MaRDI QIDQ4306145

Jacek Wesołowski

Publication date: 13 October 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

momentsWiener processesconditional momentsgamma processesPoisson processesindependent incrementsquadratic conditional variancesnegative binomial processeslinear conditional expectationshyperbolic secant processes

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov processes (60J99)

Related Items (15)

Stationary random fields with linear regressions ⋮ Stationary Markov chains with linear regressions. ⋮ On stochastic processes with linear conditional moments ⋮ Semigroups of distributions with linear Jacobi parameters ⋮ Stitching pairs of Lévy processes into harnesses ⋮ Free Meixner states ⋮ Bochner-Pearson-type characterization of the free Meixner class ⋮ The bi-Poisson process: A quadratic harness ⋮ On a class of free Lévy laws related to a regression problem ⋮ Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials ⋮ Askey-Wilson polynomials, quadratic harnesses and martingales ⋮ Conditional moments of \(q\)-Meixner processes ⋮ The classical bi-Poisson process: an invertible quadratic harness ⋮ \((1+\varepsilon)\) moments suffice to characterise the GFF ⋮ Wilson's $6-j$ Laws and Stitched Markov Processes

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