A few remarks on quadratic harnesses
Probability
2013-12-18 v4 Classical Analysis and ODEs
Abstract
We analyze and partially solve system of recurrences that can be derived from the properties of martingale orthogonal polynomials that characterize quadratic harnesses (QH). We also specify conditions for the existence of moments of one dimensional distribution for large classes of quadratic harnesses that are also Markov processes complementing earlier results.
Cite
@article{arxiv.1207.1172,
title = {A few remarks on quadratic harnesses},
author = {Paweł J. Szabłowski},
journal= {arXiv preprint arXiv:1207.1172},
year = {2013}
}
Comments
19 pages