Appell systems on Lie groups (Q1187522)

Appell systems \(\{h_ n\); \(n\geq 0\}\) are defined by the properties: (a) \(h_ n(x)\) is a polynomial of degree \(n\), (b) \((d/dx)h_ n(x)=nh_{n- 1}(x)\). There are different approaches to Appell systems. One of them is the moment system approach. This leads to a probabilistic interpretation of Appell polynomials as systems of moments. The authors show how one can define an analogous class of ``moment polynomials'' on local Lie groups. The connection of this problem with limit theorems is worked out. For Lie groups the interesting feature is how to define moments on Lie groups. There are two basic possibilities: One is to use powers of coordinate functions, and the second is to use matrix elements of polynomial representations of the group. In the latter case one has so called matrix Appell systems. Some applications and illustrations are given at the end of the paper.