| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155753 | Stochastic Processes and their Applications | 2011 | 15 Pages |
Abstract
Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in Bryc et al. (2010) [7] using Askey–Wilson polynomials. Here we provide a self-contained construction of the free quadratic harness for all values of the parameters.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Włodzimierz Bryc, Wojciech Matysiak, Jacek Wesołowski,