Abstract: Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in the paper "Askey-Wilson polynomials, quadratic harnesses and martingales" by W. Bryc and J. Weso{l}owski using Askey--Wilson polynomials. Here we provide a self-contained construction of the free quadratic harness for all values of parameters.
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Cites work
- scientific article; zbMATH DE number 3477793 (Why is no real title available?)
- scientific article; zbMATH DE number 3622441 (Why is no real title available?)
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Cited in
(14)- Bridges of quadratic harnesses
- Infinitesimal generators for a class of polynomial processes
- On integrability of quadratic harnesses
- Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
- The bi-Poisson process: A quadratic harness
- Dual Lukacs regressions for non-commutative variables
- On Markov processes with polynomial conditional moments
- Infinitesimal generators for a family of polynomial processes -- an algebraic approach
- Stitching pairs of Lévy processes into harnesses
- Flows in near algebras with applications to harnesses
- Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths
- A few remarks on quadratic harnesses
- Markov processes, polynomial martingales and orthogonal polynomials
- Wilson's \(6-j\) laws and stitched Markov processes
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