%0 Journal Article
%T Free Quadratic Harness
%A Wlodzimierz Bryc
%A Wojciech Matysiak
%A Jacek Weso£żowski
%J Mathematics
%D 2010
%I arXiv
%X Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in the paper "Askey-Wilson polynomials, quadratic harnesses and martingales" by W. Bryc and J. Weso{\l}owski using Askey--Wilson polynomials. Here we provide a self-contained construction of the free quadratic harness for all values of parameters.
%U http://arxiv.org/abs/1003.4771v2