Wojciech Matysiak
wojciech.matysiak@gmail.com
Free Quadratic Harness.
Quadratic harnesses are a class of stochastic processes with a special conditional structure. A
description of the class and an outline of the general theory of quadratic harnesses can be found in the
abstract of invited talk of Jacek Wesolowski. We will focus on a particular example of quadratic harness free quadratic harness and present its construction, showing some techniques that had made it possible
to build a number of other quadratic harnesses. The construction is based on two families of
polynomials, orthogonal with respect to one-dimensional and conditional distributions of the process.
The results that will be presented were obtained in a joint work with Wlodek Bryc (University of
Cincinnati) and Jacek Wesolowski (Politechnika Warszawska).