Related papers: A new family of time-space harmonic polynomials wi…
By means of a symbolic method, in this paper we introduce a new family of multivariate polynomials such that multivariate L\'evy processes can be dealt with as they were martingales. In the univariate case, this family of polynomials is…
In this work, we give a closed form and a recurrence relation for a family of time--space harmonic polynomials relative to a L\'{e}vy process. We also state the relationship with the Kailath--Segall (orthogonal) polynomials associated to…
By using a symbolic technique known in the literature as the classical umbral calculus, we characterize two classes of polynomials related to L\'evy processes: the Kailath-Segall and the time-space harmonic polynomials. We provide the…
In this paper, we review the theory of time space-harmonic polynomials developed by using a symbolic device known in the literature as the classical umbral calculus. The advantage of this symbolic tool is twofold. First a moment…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…
By a symbolic method, we introduce multivariate Bernoulli and Euler polynomials as powers of polynomials whose coefficients involve multivariate L\'evy processes. Many properties of these polynomials are stated straightforwardly thanks to…
In this paper we focus on two new families of polynomials which are connected with exponential polynomials and geometric polynomials. We discuss their generalizations and show that these new families of polynomials and their generalizations…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
This paper studies new Lancaster characterizations of bivariate multivariate Poisson, negative binomial and normal distributions which have diagonal expansions in multivariate orthogonal polynomials. The characterizations extend classical…
Let $X=\{X_t, t\ge0\}$ be a c\`{a}dl\`{a}g L\'{e}vy process, centered, with moments of all orders. There are two families of orthogonal polynomials associated with $X$. On one hand, the Kailath--Segall formula gives the relationship between…
We show combinatorially that the higher-order matching polynomials of several families of graphs are d-orthogonal polynomials. The matching polynomial of a graph is a generating function for coverings of a graph by disjoint edges; the…
The aim of the work is to construct new polynomial systems, which are solutions to certain functional equations which generalize the second-order differential equations satisfied by the so called classical orthogonal polynomial families of…
Given a basis for a polynomial ring, the coefficients in the expansion of a product of some of its elements in terms of this basis are called linearization coefficients. These coefficients have combinatorial significance for many classical…
It is well known that between all processes with independent increments, essentially only the Brownian motion and the Poisson process possess the chaotic representation property (CRP). Thus, a natural question appears: What is an…
We provide a L\'evy-It\^o decomposition of sample paths of L\'evy processes with values in complete locally convex Suslin spaces. This class of state spaces contains the well investigated examples of separable Banach spaces, as well as…
In this paper we introduce a new sequence of polynomials, which follow the same recursive rule of the well-known Lucas-Lehmer integer sequence. We show the most important properties of this sequence, relating them to the Chebyshev…
In this paper the general Krall-type Askey-Wilson polynomials are introduced. These polynomials are obtained from the Askey-Wilson polynomials via the addition of two mass points to the weight function of them at the points $\pm1$. Several…
We discuss as a fundamental characteristic of orthogonal polynomials like the existence of a Lie algebra behind them, can be added to their other relevant aspects. At the basis of the complete framework for orthogonal polynomials we put…
We describe a family of polynomials discovered via a particular recursion relation, which have connections to Chebyshev polynomials of the first and the second kind, and the polynomial version of Pell's equation. Many of their properties…
The paper is devoted to quadratic Poisson structures compatible with the canonical linear Poisson structures on trivial 1-dimensional central extensions of semisimple Lie algebras. In particular, we develop the general theory of such…