On three dimensional multivariate version of q-Normal distribution and probabilistic interpretations of Askey--Wilson, Al-Salam--Chihara and q-ultraspherical polynomials

Paweł J. Szabłowski

We study properties of compactly supported, 4 parameter \newline $({\rho }_{12},{\rho }_{23},{\rho }_{13},q)\in (-1,1{)}^{\times 4}$ family of continuous type 3 dimensional distributions, that have th…