Appell polynomials and their relatives II. Boolean theory

DOI10.1512/IUMJ.2009.58.3523MaRDI QIDQ3628800zbMATH OpenOpenAlexFDO

Authors Michael Anshelevich

Publication date 26 May 2009

Published in Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0712.4185

zbMATH Keywords

Appell polynomialsBoolean probabilitycontinued fractionsfree probabilityMeixner polynomials

Mathematics Subject Classification ID

Continued fractions; complex-analytic aspects (30B70) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54)

Abstract: The Appell-type polynomial family corresponding to the simplest non-commutative derivative operator turns out to be connected with the Boolean probability theory, the simplest of the three universal non-commutative probability theories (the other two being free and tensor/classical probability). The basic properties of the Boolean Appell polynomials are described. In particular, their generating function turns out to have a resolvent-type form, just like the generating function for the free Sheffer polynomials. It follows that the Meixner (that is, Sheffer plus orthogonal) polynomial classes, in the Boolean and free theory, coincide. This is true even in the multivariate case. A number of applications of this fact are described, to the Belinschi-Nica and Bercovici-Pata maps, conditional freeness, and the Laha-Lukacs type characterization. A number of properties which hold for the Meixner class in the free and classical cases turn out to hold in general in the Boolean theory. Examples include the behavior of the Jacobi coefficients under convolution, the relationship between the Jacobi coefficients and cumulants, and an operator model for cumulants. Along the way, we obtain a multivariate version of the Stieltjes continued fraction expansion for the moment generating function of an arbitrary state with monic orthogonal polynomials.

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Cited in

(16)

• An infinite dimensional umbral calculus
• Semigroups of distributions with linear Jacobi parameters
• Appell polynomials and their relatives. III: Conditionally free theory
• On the asymptotics of the rescaled Appell polynomials
• New characterization of two-state normal distribution
• Free evolution on algebras with two states
• Stochastic multiscale operators and Appell sequences
• Generators of some non-commutative stochastic processes
• Boolean convolutions and regular variation
• Appell polynomials and their relatives
• Wick polynomials in noncommutative probability: a group-theoretical approach
• A QUADRATIC REGRESSION PROBLEM FOR TWO-STATE ALGEBRAS WITH AN APPLICATION TO THE CENTRAL LIMIT THEOREM
• Shifted substitution in non-commutative multivariate power series with a view toward free probability
• Algebraic structures underlying quantum independences: theory and applications
• The Boolean quadratic forms and tangent law
• Fock representation of free convolution powers

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