Stationary random fields with linear regressions
成果类型：
Article
署名作者：
Bryc, W
署名单位：
University System of Ohio; University of Cincinnati
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1008956342
发表日期：
2001
页码：
504-519
关键词：
摘要：
We analyze and identify stationary fields with linear regressions and quadratic conditional variances. We give sufficient conditions to determine one-dimensional distributions uniquely as normal and as certain compactly supported distributions. Our technique relies on orthogonal polynomials, which under our assumptions turn out to be a version of the so-called continuous q-Hermite polynomials.