A few remarks on quadratic harnesses

Abstract

We analyze and partially solve system of recurrences that can be derived from the properties of martingale orthogonal polynomials that characterize quadratic harnesses (QH). We also specify conditions for the existence of moments of one dimensional distribution for large classes of quadratic harnesses that are also Markov processes complementing earlier results.

19 pages

References in corpus (2)

• On a class of free Levy laws related to a regression problem
• Conditional moments of q-Meixner processes

Cited by in corpus (4)

• Moments of q-Normal and conditional q-Normal distributions
• Markov processes, polynomial martingales and orthogonal polynomials
• Wilson's 6-j laws and stitched Markov processes
• Flows in near algebras with applications to harnesses