English

Free Martingale polynomials for stationary Jacobi processes

Probability 2007-11-20 v1

Abstract

We generalize a previous result concerning free martingale polynomials for the stationary free Jacobi process of parameters λ]0.1],θ=1/2\lambda \in ]0.1], \theta = 1/2. Hopelessly, apart from the case λ=1\lambda = 1, the polynomials we derive are no longer orthogonal with respect to the spectral measure. As a matter of fact, we use the multiplicative renormalization to write down the corresponding orthogonality measure.

Keywords

Cite

@article{arxiv.0711.2734,
  title  = {Free Martingale polynomials for stationary Jacobi processes},
  author = {Nizar Demni},
  journal= {arXiv preprint arXiv:0711.2734},
  year   = {2007}
}

Comments

page number : 12

R2 v1 2026-06-21T09:44:27.199Z