Askey-Wilson polynomials, quadratic harnesses and martingales
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Publication:984449
Abstract: We use orthogonality measures of Askey--Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey--Wilson polynomials are orthogonal martingale polynomials for these processes.
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Cited in
(31)- From the asymmetric simple exclusion processes to the stationary measures of the KPZ fixed point on an interval
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