Quadratic harnesses from generalized beta integrals
Włodek Bryc
Banach Center Publications, Tome 95 (2011), p. 67-79 / Harvested from The Polish Digital Mathematics Library
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We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.

Publié le : 2011-01-01
EUDML-ID : urn:eudml:doc:281842 
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     author = {W\l odek Bryc},
     title = {Quadratic harnesses from generalized beta integrals},
     journal = {Banach Center Publications},
     volume = {95},
     year = {2011},
     pages = {67-79},
     zbl = {1255.60123},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc96-0-4}
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Włodek Bryc. Quadratic harnesses from generalized beta integrals. Banach Center Publications, Tome 95 (2011) pp. 67-79. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc96-0-4/