Stationary Markov chains with linear regressions

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dc.creatorBryc, Wlodzimierz
dc.date2000-07-05
dc.date.accessioned2026-07-07T04:36:14Z
dc.date.available2026-07-07T04:36:14Z
dc.descriptionIn a previous paper we determined one dimensional distributions of a stationary field with linear regressions and quadratic conditional variances under a linear constraint on the coefficients of the quadratic expression. In this paper we show that for stationary Markov chains with linear regressions and quadratic conditional variances the coefficients of the quadratic expression are indeed tied by a linear constraint which can take only one of the two alternative forms.
dc.identifierhttps://arxiv.org/abs/math/0007026
dc.identifierhttp://arxiv.org/abs/math/0007026
dc.identifierStoch. Proc. Appl. 93 (2001), pp. 339-348
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/59528
dc.subjectProbability
dc.subject60E99
dc.titleStationary Markov chains with linear regressions
dc.typetext

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