Wilson's 6-j laws and stitched Markov processes
Wlodek Bryc , Wojciech Matysiak
AbstractWe 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\\textgreater\0.
|Keywords in English||60J25, Mathematics - Probability|
|Citation count*||0 (2015-04-30)|
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