Friday, March 20, 2015 (12:45 p.m. in Yost 306)
Title: Markov Processes With Linear Regressions and Quadratic Conditional Variances
Speaker: Wlodzimierz Bryc (University of Cincinnati)
Abstract: This talks is about "quadratic harnesses," which are Markov processes with linear regressions and quadratic conditional variances under the two-sided conditioning. Such processes generically have polynomial conditional moments, and the...