Conditional moment representations for dependent random variables.
Asymptotic results for empirical measures of weighted sums of independent random variables.
Infinitesimal generators for a class of polynomial processes
We study the infinitesimal generators of evolutions of linear mappings on the space of polynomials, which correspond to a special class of Markov processes with polynomial regressions called quadratic harnesses. We relate the infinitesimal generator to the unique solution of a certain commutation equation, and we use the commutation equation to find an explicit formula for the infinitesimal generator of free quadratic harnesses.
Large deviations and strong mixing
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