105 citations · 144 across the 3 of their papers we have counts for
4 papers · 1 filter
Conditional moments of q-Meixner processes
Wlodzimierz Bryc, Jacek Wesolowski
We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-par…
Large deviations of empirical measures under symmetric interaction
Wlodek Bryc
In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle…
Stationary random fields with linear regressions
Wlodzimierz Bryc
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Marko…
Stationary Markov chains with linear regressions
Wlodzimierz Bryc
In a previous paper we determined one dimensional distributions of a stationary field with linear regressions and quadratic conditional variances under a linear constraint on the c…