45 citations · 280 across the 37 of their papers we have counts for
41 papers
Askey-Wilson signed measures and open ASEP in the shock region
Yizao Wang, Jacek Wesolowski, Zongrui Yang
We introduce a family of multi-dimensional Askey-Wilson signed measures. We offer an explicit description of the stationary measure of the open asymmetric simple exclusion process…
Infinitesimal generators for a family of polynomial processes -- an algebraic approach
Jacek Wesołowski, Agnieszka Zięba
Quadratic harnesses are time-inhomogeneous Markov polynomial processes with linear conditional expectations and quadratic conditional variances with respect to the past-future filt…
Pitman's discrete theorem for arbitrary initial laws and continuous time limits
Wlodzimierz Bryc, Jacek Wesolowski
We discuss Pitman's representation of a Markov process, which serves as a discrete analog to the Bessel 3D process starting at time 0 from an arbitrary initial law. This representa…
Recursive Neyman Algorithm for Optimum Sample Allocation under Box Constraints on Sample Sizes in Strata
Jacek Wesołowski, Robert Wieczorkowski, Wojciech Wójciak
The optimum sample allocation in stratified sampling is one of the basic issues of survey methodology. It is a procedure of dividing the overall sample size into strata sample size…
Independence preserving property of Kummer laws
Efoevi Angelo Koudou, Jacek Wesołowski
We prove that if are positive, independent, non-Dirac random variables and if for , , $$ ψ_{α,β}(x,y)=\left(y\,\tfrac{1+β(x+y)}{1+αx+βy},\;x\,\tfrac{1+α(x+…
About an extension of the Matsumoto-Yor property
Gérard Letac, Jacek Wesołowski
If are distinct and if and are independent non-degenerate positive random variables such that $$S=\tfrac{1}{B}\,\tfrac{βA+B}{αA+B}\quad \mbox{and}\quad T=\tfrac{1}{…