二次线束桥
Bridges of quadratic harnesses
摘要：
二次线束通常是具有时间相关状态空间的非齐次马尔可夫过程。使用适当定义的仿射变换，我们表明，一个给定的二次线束的所有桥梁可以转换成其他标准的二次线束。相反，每个这样的桥是标准二次线束的仿射变换。我们描述二次线束，对应的桥梁的一些利维过程。我们确定所有的二次线束，可能会产生拼接在一起的一对q-Meixner过程。
英文摘要：
Quadratic harnesses are typically non-homogeneous Markov processes with time-dependent state space. Using an appropriately defined affine transformation we show that all bridges of a given quadratic harness can be transformed into other standard quadratic harnesses. Conversely, each such bridge is an affine transformation of a standard quadratic harness. We describe quadratic harnesses that correspond to bridges of some Levy processes. We determine all quadratic harnesses that may arise from stitching together a pair of q-Meixner processes.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
