Infinitesimal generators for a class of polynomial processes
Probability
2017-02-20 v2 Combinatorics
Operator Algebras
Abstract
We study the infinitesimal generators of evolutions of linear mappings on the space of polynomials, which correspond to a special class of Markov processes with polynomial regressions called quadratic harnesses. We relate the infinitesimal generator to the unique solution of a certain commutation equation, and we use the commutation equation to find an explicit formula for the infinitesimal generator of free quadratic harnesses.
Cite
@article{arxiv.1411.6268,
title = {Infinitesimal generators for a class of polynomial processes},
author = {Wlodzimierz Bryc and Jacek Wesolowski},
journal= {arXiv preprint arXiv:1411.6268},
year = {2017}
}