Quadratic harnesses from generalized beta integrals. (English) Zbl 1255.60123
Bożejko, Marek (ed.) et al., Noncommutative harmonic analysis with applications to probability. III: Papers presented at the 13th workshop, Bȩdlewo, Poland, July 11–17, 2010. Warszawa: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-15-7/pbk). Banach Center Publications 96, 67-79 (2012).
Summary: We use generalized beta integrals to construct examples of Markov processes with linear regressions and quadratic second conditional moments.
For the entire collection see [Zbl 1248.46002].
For the entire collection see [Zbl 1248.46002].
MSC:
| 60J25 | Continuous-time Markov processes on general state spaces |
