Free martingale polynomials
Michael Anshelevich
Abstract
In this paper we investigate the properties of the free Sheffer systems, which are certain families of martingale polynomials with respect to the free Levy 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 Rota's finite operator calculus can be modified for the free context.
Create a lesson
Related papers
Combinatorics of hyperplane arrangements and Witten zeta function at the origin
Kam Cheong Au, Kazuhiro Onodera
Proof of the Pach-Tardos conjecture
Lior Gishboliner, Xiangyu Li
Longest cycles intersect linearly in highly connected graphs
Jie Ma, Bo Ning, Ziyuan Zhao
Cutting a convex body into fat parts and approximating Euclidean distance by graph distances
János Pach, Gábor Tardos
A counterexample to the quantum Hedetniemi conjecture
Julius A. Zeiss
Schrijver-Delsarte rigidity in association schemes and undecidability of quantum graph homomorphism
Lorenzo Ciardo, Iris Hebbeker, Gideo Joubert et al.