A few remarks on quadratic harnesses |
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| Authors: | Paweł J Szabłowski |
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| Institution: | 1. Department of Mathematics and Information Sciences, Warsaw University of Technology, ul Koszykowa 75, 00-662 Warsaw, Polandpawel.szablowski@gmail.com |
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| Abstract: | We analyse and partially solve system of recurrences that can be derived from the properties of orthogonal martingale polynomials that characterize quadratic harnesses (QHs). We also specify conditions for the existence of moments of one dimensional distributions for large classes of QHs that are also Markov processes complementing earlier results. |
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| Keywords: | system of difference equations orthogonal polynomials q-series three-term recurrence |
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