Title of article :
Free martingale polynomials
Author/Authors :
Michael Anshelevich، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
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
Journal title :
Journal of Functional Analysis