Title of article :
Markov processes with free-Meixner laws
Author/Authors :
Bryc، نويسنده , , W?odek، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Pages :
11
From page :
1393
To page :
1403
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. per is self-contained and does not use free probability techniques.
Keywords :
Free Meixner laws , Martingale , Classical version of free Lévy process , Generator
Journal title :
Stochastic Processes and their Applications
Serial Year :
2010
Journal title :
Stochastic Processes and their Applications
Record number :
1578296
Link To Document :
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