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
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