Markov processes with free-Meixner laws

DOI10.1016/j.spa.2010.04.006zbMath1197.60073arXiv0910.1061OpenAlexW2048299506MaRDI QIDQ983167

Wlodzimierz Bryc

Publication date: 3 August 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.1061

zbMATH Keywords

generatormartingaleclassical version of free Lévy processfree Meixner laws

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items (7)

Infinitesimal generators for a class of polynomial processes ⋮ Two-state free Brownian motions ⋮ Generators of some non-commutative stochastic processes ⋮ On Cauchy-Stieltjes kernel families ⋮ Infinitesimal generators of \(q\)-Meixner processes ⋮ Dual Lukacs regressions for non-commutative variables ⋮ Remarks on a free analogue of the beta prime distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
• \(q\)-Gaussian processes: Non-commutative and classical aspects
• Processes with free increments
• Free martingale polynomials.
• Itô formula for free stochastic integrals
• Conditional moments of \(q\)-Meixner processes
• Generalized orthogonality and continued fractions
• Free Meixner states
• On a class of free Lévy laws related to a regression problem
• Linearization coefficients for orthogonal polynomials using stochastic processes
• Orthogonal polynomials with a resolvent-type generating function
• Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials
• Appell polynomials and their relatives

This page was built for publication: Markov processes with free-Meixner laws