Wilson's 6-j laws and stitched Markov processes
Probability
2016-07-15 v1
Abstract
We show how to insert time into the parameters of the Wilson's 6-j laws to construct discrete Markov chains with these laws. By a quadratic transformation we convert them into Markov processes with linear regressions and quadratic conditional variances. Further conversion into the "standard form" gives "quadratic harnesses" with "classical" value of parameter gamma. A random-parameter-representation of the original Markov chain allows us to stitch together two copies of the process, extending time domain of the quadratic harness from (0,1) to all t>0.
Keywords
Cite
@article{arxiv.1109.2539,
title = {Wilson's 6-j laws and stitched Markov processes},
author = {Wlodek Bryc and Wojciech Matysiak},
journal= {arXiv preprint arXiv:1109.2539},
year = {2016}
}
Comments
28 pages, 1 figure