1:30, Thursday, February 26,
2004
Faculty of Mathematics and Information Science
Warsaw University of Technology
Pl. Politechniki 1
00-661 Warsaw
POLAND
A class of stochastic processes with linear
conditional expectations and quadratic conditional variances will be described.
It appears that they are Markov and their transition probabilities are related to
a three-parameter family of orthogonal polynomials which generalize the Meixner
polynomials. Special cases of these processes are known to arise from
non-commutative generalizations of certain Levy processes. Joint work with W. Bryc (Univ. of
Cincinnati).