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arXiv · 1109.2539

Wilson's 6-j laws and stitched Markov processes

Wlodek Bryc·Wojciech Matysiak
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Abstract

We show how to insert time into the parameters of the Wilson's 6-j laws to construct discrete Markov chains with these laws. By a quadratic transformation we convert them into Markov processes with linear regressions and quadratic conditional variances. Further conversion into the "standard form" gives "quadratic harnesses" with "classical" value of parameter gamma. A random-parameter-representation of the original Markov chain allows us to stitch together two copies of the process, extending time domain of the quadratic harness from (0,1) to all t>0.

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Wlodek Bryc, Wojciech Matysiak. 2011-09-12. Wilson's 6-j laws and stitched Markov processes. https://doi.org/10.4213/tvp4622

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