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Appell systems on Lie groups
Authors:P. Feinsilver  R. Schott
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
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.
Keywords:Appell polynomials  Lie groups  infinite dimensional representations  convolution semigroups  limit theorems
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