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 . Hopelessly, apart from the case , 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.
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