Abstract: | Let qnand sn, n ε N, respectively, be a set of polynomials of binomial type and a Sheffer set related to it, both having positive coefficients. Then qn(x), x > 0 is connected with the probability that a compound Poisson process starting at zero is in state n at time τx andqn(x)/qn(1) is the probability generating function of the number of jumps of this process in 0, τ] given that it is in state n at time τ. The sn admit similar interpretations when the initial distribution of the compound Poisson process is not concentrated at zero. The possible limits for n → ∞ ofqn(x)/qn(1)andsn(x)/sn(1) are studied. |