Free quadratic harness
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Publication:550159
DOI10.1016/j.spa.2010.11.013zbMath1226.60101arXiv1003.4771OpenAlexW1993010492MaRDI QIDQ550159
Jacek Wesołowski, Wojciech Matysiak, Wlodzimierz Bryc
Publication date: 8 July 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.4771
hypergeometric orthogonal polynomialsharnessesquadratic conditional variancesfree Lévy processesorthogonal martingale polynomials
Continuous-time Markov processes on general state spaces (60J25) Noncommutative probability and statistics (46L53)
Related Items (5)
On Markov processes with polynomial conditional moments ⋮ Infinitesimal generators for a class of polynomial processes ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ A few remarks on quadratic harnesses ⋮ Dual Lukacs regressions for non-commutative variables
Cites Work
- Askey-Wilson polynomials, quadratic harnesses and martingales
- Conditional moments of \(q\)-Meixner processes
- Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
- Semigroups of distributions with linear Jacobi parameters
- The bi-Poisson process: A quadratic harness
- Recurrence relations, continued fractions, and orthogonal polynomials
- Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
- BI-POISSON PROCESS
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