• 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