The classical bi-Poisson process: An invertible quadratic harness
نویسندگان
چکیده
منابع مشابه
The Bi - Poisson Process : a Quadratic Harness
This paper is a continuation of our previous research on quadratic harnesses, that is, processes with linear regressions and quadratic conditional variances. Our main result is a construction of a Markov process from given orthogonal and martingale polynomials. The construction uses a two-parameter extension of the Al-Salam–Chihara polynomials and a relation between these polynomials for differ...
متن کاملAn Algorithm for Determining Invertible Quadratic Isoparametric Finite Element Transformations
This paper derives an algorithm which determines the invertibility of arbitrary two-dimensional quadratic isoparametric finite element transformations. Theorems verifying the algorithm and guiding the construction of invertible transformations are proven.
متن کاملFractional Poisson Process
For almost two centuries, Poisson process with memoryless property of corresponding exponential distribution served as the simplest, and yet one of the most important stochastic models. On the other hand, there are many processes that exhibit long memory (e.g., network traffic and other complex systems). It would be useful if one could generalize the standard Poisson process to include these p...
متن کاملBi-parametric convex quadratic optimization
In this paper we consider the Convex Quadratic Optimization problem with simultaneous perturbation in the right-hand-side of the constraints and the linear term of the objective function with different parameters. The regions with invariant optimal partitions are investigated as well as the behavior of the optimal value function on the regions. We show that identifying these regions can be done...
متن کاملQuadratic Algebras Related to the Bi - Hamiltonian
We prove the conjectures on dimensions and characters of some quadratic algebras stated by B.L.Feigin. It turns out that these algebras are naturally isomorphic to the duals of the components of the bi-Hamiltonian operad.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2006
ISSN: 0167-7152
DOI: 10.1016/j.spl.2006.04.050