Askey–Wilson polynomials, quadratic harnesses and martingales
Bryc, Włodek ; Wesołowski, Jacek
Ann. Probab., Tome 38 (2010) no. 1, p. 1221-1262 / Harvested from Project Euclid
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We use orthogonality measures of Askey–Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey–Wilson polynomials are orthogonal martingale polynomials for these processes.
Publié le : 2010-05-15
Classification:  Quadratic conditional variances,  harnesses,  orthogonal martingale polynomials,  hypergeometric orthogonal polynomials,  60J25,  46L53 
@article{1275486192,
     author = {Bryc, W\l odek and Weso\l owski, Jacek},
     title = {Askey--Wilson polynomials, quadratic harnesses and martingales},
     journal = {Ann. Probab.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 1221-1262},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1275486192}
}

Bryc, Włodek; Wesołowski, Jacek. Askey–Wilson polynomials, quadratic harnesses and martingales. Ann. Probab., Tome 38 (2010) no. 1, pp.  1221-1262. http://gdmltest.u-ga.fr/item/1275486192/