Quadratic harnesses from generalized beta integrals

Volume 96 / 2011

Włodek Bryc Banach Center Publications 96 (2011), 67-79 MSC: 60J25. DOI: 10.4064/bc96-0-4

Abstract

We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.

Authors

  • Włodek BrycDepartment of Mathematical Sciences, University of Cincinnati
    PO Box 210025, Cincinnati, OH 45221–0025, USA

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