Stationary random fields with linear regressions ∗
نویسنده
چکیده
We analyze and identify stationary fields with linear regressions and quadratic conditional variances. We give sufficient conditions to determine one dimensional distributions uniquely as normal, and as certain compactly-supported distributions. Our technique relies on orthogonal polynomials, which under our assumptions turn out to be a version of the so called continuous q-Hermite polynomials.
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