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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Feinsilver, P., Schott, R. Appell systems on Lie groups. J Theor Probab 5, 251–281 (1992). https://doi.org/10.1007/BF01046735
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DOI: https://doi.org/10.1007/BF01046735