Wilson's 6-j laws and stitched Markov processes

Wlodek Bryc , Wojciech Matysiak


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\\textgreater\0.
Author Wlodek Bryc
Wlodek Bryc,,
, Wojciech Matysiak ZRPSM
Wojciech Matysiak,,
- Department of Probability and Mathematical Statistics
Journal seriesarXiv:1109.2539
Issue year2011
Keywords in English60J25, Mathematics - Probability
URL http://arxiv.org/abs/1109.2539
Score (nominal)0
Citation count*0 (2015-04-30)
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