Markov processes with free-Meixner laws
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Publication:983167
DOI10.1016/J.SPA.2010.04.006zbMATH Open1197.60073arXiv0910.1061OpenAlexW2048299506MaRDI QIDQ983167FDOQ983167
Authors: Włodek Bryc 
Publication date: 3 August 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Abstract: We study a time-non-homogeneous Markov process which arose from free probability, and which also appeared in the study of stochastic processes with linear regressions and quadratic conditional variances. Our main result is the explicit expression for the generator of the (non-homogeneous) transition operator acting on functions that extend analytically to complex domain. The paper is self-contained and does not use free probability techniques.
Full work available at URL: https://arxiv.org/abs/0910.1061
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Cited In (12)
- Infinitesimal generators of \(q\)-Meixner processes
- Infinitesimal generators for a class of polynomial processes
- On Cauchy-Stieltjes kernel families
- Two-state free Brownian motions
- Complex intertwinings and quantification of discrete free motions
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- Remarks on a free analogue of the beta prime distribution
- Free Markov processes and stochastic differential equations in von Neumann algebras
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