• 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