Probabilistic approach to Appell polynomials

DOI10.1016/J.EXMATH.2014.07.003zbMATH Open1343.11032arXiv1311.4999OpenAlexW2963623491MaRDI QIDQ491950FDOQ491950

Authors: Bao Quoc Ta 

Publication date: 19 August 2015

Published in: Expositiones Mathematicae (Search for Journal in Brave)

Abstract: In this paper we study Appell polynomials by connecting them to random variables. This probabilistic approach yields, e.g., the mean value property which is fundamental in the sense that many other properties can be derived from it. We also discuss moment representations of Appell polynomials. In the latter part of the paper the presented general theory is applied to study some classical explicitly given polynomials.

Full work available at URL: https://arxiv.org/abs/1311.4999

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zbMATH Keywords

gamma distributionEulerLaguerre polynomialsAppell polynomialsBernoulliHermite

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Bernoulli and Euler numbers and polynomials (11B68) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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Cited In (28)

• Appell polynomials and their relatives. III: Conditionally free theory
• Expansions in Appell polynomials of the convolutions of probability distributions
• A note on the generalized Bernoulli and Euler polynomials
• Appell polynomials associated with Lévy processes and applications
• A unified approach to higher order convolutions within a certain subset of Appell polynomials
• Generalization of Spivey's recurrence relation
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• Probability measures, Appell polynomials and polynomial approximation
• Probabilistic Bernoulli and Euler polynomials
• Probabilistic degenerate Bell polynomials associated with random variables
• Risk models in insurance and epidemics: a bridge through randomized polynomials

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