Conditional moments of q-Meixner processes

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dc.creatorBryc, Wlodzimierz
dc.creatorWesolowski, Jacek
dc.date2004-02-29
dc.date2004-12-13
dc.date.accessioned2026-07-07T05:05:49Z
dc.date.available2026-07-07T05:05:49Z
dc.descriptionWe show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the Meixner polynomials. Special cases of these processes are known to arise from the non-commutative generalizations of the Levy processes.
dc.descriptionLaTeX, 24 pages. Corrections to published version affect formulas in Theorem 4.2
dc.identifierhttps://arxiv.org/abs/math/0403016
dc.identifierhttp://arxiv.org/abs/math/0403016
dc.identifierProbab. Theory Rel. Fields 131, 415-441 (2005)
dc.identifierdoi:10.1007/s00440-004-0379-2
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/70311
dc.subjectProbability
dc.subjectOperator Algebras
dc.subjectQuantum Algebra
dc.subject60J25
dc.titleConditional moments of q-Meixner processes
dc.typetext

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