  We show how to insert time into the parameters of the Wilson's 6-j laws to
construct discrete Markov chains with these laws. By a quadratic transformation
we convert them into Markov processes with linear regressions and quadratic
conditional variances. Further conversion into the "standard form" gives
"quadratic harnesses" with "classical" value of parameter gamma. A
random-parameter-representation of the original Markov chain allows us to
stitch together two copies of the process, extending time domain of the
quadratic harness from (0,1) to all t>0.
