Stationary random fields with linear regressions
Probability
2007-05-23 v1 Mathematical Physics
math.MP
Operator Algebras
Abstract
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability through the q-Hermite polynomials.
Cite
@article{arxiv.math/0008043,
title = {Stationary random fields with linear regressions},
author = {Wlodzimierz Bryc},
journal= {arXiv preprint arXiv:math/0008043},
year = {2007}
}
Comments
13 pages