Quadratic harnesses from generalized beta integrals
Tom 96 / 2011
Banach Center Publications 96 (2011), 67-79
MSC: 60J25.
DOI: 10.4064/bc96-0-4
Streszczenie
We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.