Appell systems on Lie groups |
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Authors: | P. Feinsilver R. Schott |
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Affiliation: | (1) Department of Mathematics, Southern Illinois University, 62901 Carbondale, Illinois;(2) CRIN, INRIA-Lorraine, Université de Nancy I, B.P. 239, 54506 Vandoeuvre-lès-Nancy, France |
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Abstract: | Using the probabilistic interpretation of Appell polynomials as systems of moments, we show how to define them in the noncommutative case. The method is based on certain infinite-dimensional representations of local Lie groups. For processes, limit theorems play an essential role in the construction. Polynomial matrix representations of convolution semigroups are a principal feature. |
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Keywords: | Appell polynomials Lie groups infinite dimensional representations convolution semigroups limit theorems |
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