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Quadratic harnesses from generalized beta integrals

Włodek Bryc — 2011

Banach Center Publications

We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.

Duality of real and quaternionic random matrices.

Bryc, Wlodek; Pierce, Virgil — 2009

Electronic Journal of Probability [electronic only]

Page 1

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