On the continuous dual Hahn process (Q2059690)

The author extends the continuous dual Hahn process \((\mathbb{T}_t)\) of \textit{I. Corwin} and \textit{A. Knizel} [``Stationary measure for the open KPZ equation'', Preprint, \url{arXiv:2103.12253}] from a finite time interval to the entire real line by taking a limit of a closely related Markov process \((T_t).\) The processes \((T_t) \) are characterized by conditional means and variances under bidirectional conditioning, and it is proved that continuous dual Hahn polynomials are orthogonal martingale polynomials for both processes.