paper

Stationary random fields with linear regressions

arXiv:math/0008043

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.

13 pages

Stationary random fields with linear regressions · wovepaper