Stationary random fields with linear regressions

2000/08/05 by Wlodzimierz Bryc
Mathematics · Physics and Astronomy · #math.PR #math-ph #math.MP #math.OA #msc:60E99

paper · pdf

published as Ann. Probab. 29 (2001), 504-519 · 13 pages

arxiv created 2000/08/05 · arxiv updated 2009/11/30

Abstract

We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability through the q-Hermite polynomials.

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