کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155801 958772 2010 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Markov processes with free-Meixner laws
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Markov processes with free-Meixner laws
چکیده انگلیسی

We study a time-non-homogeneous Markov process which arose from free probability, and which also appeared in the study of stochastic processes with linear regressions and quadratic conditional variances. Our main result is the explicit expression for the generator of the (non-homogeneous) transition operator acting on functions that extend analytically to complex domains.The paper is self-contained and does not use free probability techniques.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 8, August 2010, Pages 1393–1403
نویسندگان
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