Free Martingale polynomials for stationary Jacobi processes - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year : 2007

Free Martingale polynomials for stationary Jacobi processes

Abstract

We generalize a previous result concerning free martingale polynomials for the stationary free Jacobi process of parameters $\lambda \in ]0.1], \theta = 1/2$. Hopelessly, apart from the case $\lambda = 1$, the polynomials we derive are no longer orthogonal with respect to the spectral measure. As a matter of fact, we use the multiplicative renormalization to write down the corresponding orthogonality measure.
Fichier principal
Vignette du fichier
Martingales.pdf (186.03 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-00188306 , version 1 (16-11-2007)

Identifiers

Cite

Nizar Demni. Free Martingale polynomials for stationary Jacobi processes. 2007. ⟨hal-00188306⟩
137 View
190 Download

Altmetric

Share

Gmail Facebook X LinkedIn More