Sheffer多项式的渐近展开

本文利用组合分析中的循环指示表示方法，找到了Ｓｈｅｆｆｅｒ型多项式的渐近展开公式及余项估计，文末讨论了所得渐近公式的运用范围，  

On a new family related to truncated exponential and Sheffer polynomials

In this article, the truncated exponential and Sheffer polynomials are combined to introduce the 2-variable truncated-exponential based Sheffer polynomials (2VTESP) by using operational methods. Examples of certain special polynomials belonging to this family are considered. Operational correspondence between the 2VTESP and Sheffer polynomials is established, which is applied to derive the results for some members belonging to the 2VTESP family.  

Some properties of Hermite-based Sheffer polynomials

In this paper, the concepts and the formalism associated with monomiality principle and Sheffer sequences are used to introduce family of Hermite-based Sheffer polynomials. Some properties of Hermite-Sheffer polynomials are considered. Further, an operational formalism providing a correspondence between Sheffer and Hermite-Sheffer polynomials is developed. Furthermore, this correspondence is used to derive several new identities and results for members of Hermite-Sheffer family.  

Monomiality and partial differential equations

We show that the combination of the formalism underlying the principle of monomiality and of methods of an algebraic nature allows the solution of different families of partial differential equations. Here we use different realizations of the Heisenberg–Weyl algebra and show that a Sheffer type realization leads to the extension of the method to finite difference and integro-differential equations.  

Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities

An important question in insurance is how to evaluate the probabilities of (non-) ruin of a company over any given horizon of finite length. This paper aims to present some (not all) useful methods that have been proposed so far for computing, or approximating, these probabilities in the case of discrete claim severities. The starting model is the classical compound Poisson risk model with constant premium and independent and identically distributed claim severities. Two generalized versions of the model are then examined. The former incorporates a non-constant premium function and a non-stationary claim process. The latter takes into account a possible interdependence between the successive claim severities. Special attention will be paid to a recursive computational method that enables us to tackle, in a simple and unified way, the different models under consideration. The approach, still relatively little known, relies on the use of remarkable families of polynomials which are of Appell or generalized Appell (Sheffer) types. The case with dependent claim severities will be revisited accordingly.   

d-Orthogonality via generating functions

In this paper, starting from a suitable generating function of a polynomial set, we show how to decide whether the considered polynomial set is d-orthogonal and, if it is so, how to determine the corresponding d-dimensional functional vector. Then, we apply the obtained results to some known and new d-orthogonal polynomial sets. For the known ones, we give new proofs for some already obtained results.