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W. Bryc

Publications and source records attributed to W. Bryc.

4 recordsLinked to original sources
arXiv2012

Bridges of quadratic harnesses

Quadratic harnesses are typically non-homogeneous Markov processes with time-dependent state space. Using an appropriately defined affine transformation we show that all bridges of a given quadratic harness can be transformed into other standard quadratic harnesses. Conversely, each such bridge is an affine transformation of a standard quadratic harness. We describe quadratic harnesses that correspond to bridges of some Levy processes. We determine all quadratic harnesses that may arise from stitching together a pair of q-Meixner processes.

math.PR↗
arXiv2008

Large deviations for the leaves in some random trees

Large deviation principles and related results are given for a class of Markov chains associated to the "leaves" in random recursive trees and preferential attachment random graphs, as well as the "cherries" in Yule trees. In particular, the method of proof, combining analytic and Dupuis-Ellis type path arguments, allows for an explicit computation of the large deviation pressure.

math.PR↗
arXiv2007

Projection formulas for orthogonal polynomials

We prove a projection formula for the four-parameter family of orthogonal polynomials that are a reparameterization of the polynomials in the Askey-Wilson class. By carefully analyzing the recurrence relations we manage to avoid using the explicit expression for the orthogonality measure, which would be cumbersome due to the complexity of the reparameterization.

math.CA↗