The classical bi-Poisson process: an invertible quadratic harness

DOI10.1016/J.SPL.2006.04.050zbMath1105.60053arXivmath/0508383OpenAlexW1972579281MaRDI QIDQ2507713

Jacek Wesołowski, Wlodzimierz Bryc

Publication date: 5 October 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508383

zbMATH Keywords

conditional momentslinear death processlinear birth process

Mathematics Subject Classification ID

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

Related Items (8)

BI-POISSON PROCESS ⋮ Infinitesimal generators for a class of polynomial processes ⋮ Asymmetric simple exclusion process with open boundaries and quadratic harnesses ⋮ Hypergroups and quantum Bessel processes of non-integer dimensions ⋮ Stitching pairs of Lévy processes into harnesses ⋮ Zonal polynomials and a multidimensional quantum Bessel process ⋮ The bi-Poisson process: A quadratic harness ⋮ Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials

Cites Work

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• The bi-Poisson process: A quadratic harness
• Harnesses, Lévy bridges and Monsieur Jourdain
• Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
• On time inversion of one-dimensional diffusion processes
• BI-POISSON PROCESS
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• Tightness and weak convergence for jump processes

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