Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155801 | Stochastic Processes and their Applications | 2010 | 11 Pages |
Abstract
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.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Włodek Bryc,