Stationary random fields with linear regressions

Wlodzimierz Bryc

Stationary random fields with linear regressions

概率论 2007-05-23 v1 数学物理 math.MP 算子代数

作者: Wlodzimierz Bryc

摘要

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.

关键词

markov processes stochastic processes markov chain

引用

@article{arxiv.math/0008043,
  title  = {Stationary random fields with linear regressions},
  author = {Wlodzimierz Bryc},
  journal= {arXiv preprint arXiv:math/0008043},
  year   = {2007}
}

备注

13 pages

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