BI-POISSON PROCESS

DOI10.1142/S0219025707002737zbMath1118.60066arXivmath/0404241OpenAlexW3103441608MaRDI QIDQ5297758

Wlodzimierz Bryc, Jacek Wesołowski

Publication date: 13 July 2007

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0404241

zbMATH Keywords

hypergeometric orthogonal polynomialsquadratic conditional variancesquadratic harnesseslinear conditional expectationsgeneralized free convolution

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Free probability and free operator algebras (46L54)

Related Items (15)

On Markov processes with polynomial conditional moments ⋮ Befriending Askey–Wilson polynomials ⋮ A QUADRATIC REGRESSION PROBLEM FOR TWO-STATE ALGEBRAS WITH AN APPLICATION TO THE CENTRAL LIMIT THEOREM ⋮ Markov processes, polynomial martingales and orthogonal polynomials ⋮ Asymmetric simple exclusion process with open boundaries and quadratic harnesses ⋮ A few remarks on quadratic harnesses ⋮ Two-state free Brownian motions ⋮ Semigroups of distributions with linear Jacobi parameters ⋮ Rademacher inequalities with applications ⋮ The bi-Poisson process: A quadratic harness ⋮ On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters ⋮ Free quadratic harness ⋮ Askey-Wilson polynomials, quadratic harnesses and martingales ⋮ The classical bi-Poisson process: an invertible quadratic harness ⋮ ON STOCHASTIC DOMINANCE OF NILPOTENT OPERATORS

Cites Work

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• On a class of free Lévy laws related to a regression problem
• The classical bi-Poisson process: an invertible quadratic harness
• Probabilistic aspects of Al-Salam–Chihara polynomials
• A characterization of the poisson process by conditional moments
• THE COMBINATORICS OF THE r-FREE CONVOLUTION
• ASSOCIATIVE CONVOLUTIONS ARISING FROM CONDITIONALLY FREE CONVOLUTION
• Remarks on \(t\)-transformations of measures and convolutions

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