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Free Martingale polynomials for stationary Jacobi processes

2007/11/17 by Nizar Demni, Demni, Nizar
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.0711.2734

page number : 12

arxiv created 2007/11/17 · arxiv updated 2009/12/01

Abstract

We generalize a previous result concerning free martingale polynomials for the stationary free Jacobi process of parameters λ∈ ]0.1], θ= 1/2. Hopelessly, apart from the case λ= 1, the polynomials we derive are no longer orthogonal with respect to the spectral measure. As a matter of fact, we use the multiplicative renormalization to write down the corresponding orthogonality measure.

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