Free Quadratic Harness
classification
🧮 math.PR
keywords
quadraticfreeharnessharnessesparameterspolynomialsprocessaskey--wilson
read the original abstract
Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in the paper "Askey-Wilson polynomials, quadratic harnesses and martingales" by W. Bryc and J. Weso{\l}owski using Askey--Wilson polynomials. Here we provide a self-contained construction of the free quadratic harness for all values of parameters.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.