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Askey-Wilson polynomials, quadratic harnesses and martingales. (English) Zbl 1201.60077
From the abstract: The authors use orthogonality measures of Askey-Wilson polynomials to construct Markov processes with linear regressions and quadratic conditional variances. Askey-Wilson polynomials are orthogonal martingale polynomials for these processes.

MSC:
60J25 Continuous-time Markov processes on general state spaces
46L53 Noncommutative probability and statistics
33C45 Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)
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