Title of article
Free martingale polynomials
Author/Authors
Michael Anshelevich، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
34
From page
228
To page
261
Abstract
In this paper we investigate the properties of free Sheffer systems, which are certain families of martingale polynomials with respect to the free Lévy processes. First, we classify such families that consist of orthogonal polynomials; these are the free analogs of the Meixner systems. Next, we show that the fluctuations around free convolution semigroups have as principal directions the polynomials whose derivatives are martingale polynomials. Finally, we indicate how Rotaʹs finite operator calculus can be modified for the free context.
Keywords
Free Sheffer systems , Free umbral calculus , Free convolution semigroups , Free Meixner systems
Journal title
Journal of Functional Analysis
Serial Year
2003
Journal title
Journal of Functional Analysis
Record number
761609
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