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Stationary random fields with linear regressions

Wlodzimierz Bryc
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Abstract

We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability through the q-Hermite polynomials.

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Wlodzimierz Bryc. 2000-08-05. Stationary random fields with linear regressions. https://arxiv.org/abs/math/0008043

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