Conditional distribution conjecture for the Askey–Wilson Markov process
Conditional distribution conjecture for the Askey–Wilson Markov process
Let be the parameter interval from Proposition, let be the Markov process constructed there, and let denote the sigma-algebra generated by the process outside the interval . For in , set
Conditional distribution conjecture. The conditional distribution of given is
This conjectural formula identifies the bridge law of the Markov process with an Askey–Wilson distribution and would give an explicit description of its conditional distributions. The notation and the process are supplied by the surrounding construction; the candidate is marked unresolved in the provided source information.
Sources & referencesView supporting material
Primary source
Włodek Bryc and Jacek Wesołowski, “Askey–Wilson polynomials, quadratic harnesses and martingales”, arXiv:0812.0657 (2011).
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