Article ID Journal Published Year Pages File Type
1155801 Stochastic Processes and their Applications 2010 11 Pages PDF
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)
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