Quadratic harnesses from generalized beta integrals

DOI10.4064/BC96-0-4MaRDI QIDQ2905539zbMATH OpenOpenAlexFDO

Authors Włodek Bryc

Publication date 27 August 2012

Published in Banach Center Publications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1009.4928

zbMATH Keywords

generalized beta integralsharnessesquadratic conditional moments

Mathematics Subject Classification ID

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

Abstract: We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.

Cited in

(5)

• On the continuous dual Hahn process
• Markov processes related to the stationary measure for the open KPZ equation
• Stationary measure for the open KPZ equation
• Convergence of the open WASEP stationary measure without Liggett's condition
• Integral formulas for two-layer Schur and Whittaker processes

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