{
  "id": "math/0008043",
  "version": "v1",
  "published": "2000-08-05T03:42:51.000Z",
  "updated": "2000-08-05T03:42:51.000Z",
  "title": "Stationary random fields with linear regressions",
  "authors": [
    "Wlodzimierz Bryc"
  ],
  "comment": "13 pages",
  "journal": "Ann. Probab. 29 (2001), 504-519",
  "categories": [
    "math.PR",
    "math-ph",
    "math.MP",
    "math.OA"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2000-08-05T03:42:51.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60E99"
    ],
    "keywords": [
      "stationary random fields",
      "linear regressions",
      "classic probabilistic problem",
      "quadratic conditional variances",
      "stationary markov processes"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 13,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2000math......8043B"
    }
  }
}