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arXiv:math/0008043 [math.PR]AbstractReferencesReviewsResources

Stationary random fields with linear regressions

Wlodzimierz Bryc

Published 2000-08-05Version 1

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.

Comments: 13 pages
Journal: Ann. Probab. 29 (2001), 504-519
Categories: math.PR, math-ph, math.MP, math.OA
Subjects: 60E99
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