Abstract:
This paper summarizes some known results about Appell polynomials and investigates their various analogs. The primary of these are the free Appell polynomials. In the multivariate case, they can be considered as natural analogs of the Appell polynomials among polynomials in non-commuting variables. They also fit well into the framework of free probability. For the free Appell polynomials, a number of combinatorial and "diagram" formulas are proven, such as the formulas for their linearization coefficients. An explicit formula for their generating function is obtained. These polynomials are also martingales for free Levy processes. For more general free Sheffer families, a necessary condition for pseudo-orthogonality is given. Another family investigated are the Kailath-Segall polynomials. These are multivariate polynomials, which share with the Appell polynomials nice combinatorial properties, but are always orthogonal. Their origins lie in the Fock space representations, or in the theory of multiple stochastic integrals. Diagram formulas are proven for these polynomials as well, even in the q-deformed case.

Abstract:
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 families of orthogonal polynomials. Starting with a stochastic process and using the stochastic measures machinery introduced by Rota and Wallstrom, we calculate and give an interpretation of linearization coefficients for a number of polynomial families. The processes involved may have independent, freely independent or q-independent increments. The use of noncommutative stochastic processes extends the range of applications significantly, allowing us to treat Hermite, Charlier, Chebyshev, free Charlier and Rogers and continuous big q-Hermite polynomials. We also show that the q-Poisson process is a Markov process.

Abstract:
The Appell-type polynomial family corresponding to the simplest non-commutative derivative operator turns out to be connected with the Boolean probability theory, the simplest of the three universal non-commutative probability theories (the other two being free and tensor/classical probability). The basic properties of the Boolean Appell polynomials are described. In particular, their generating function turns out to have a resolvent-type form, just like the generating function for the free Sheffer polynomials. It follows that the Meixner (that is, Sheffer plus orthogonal) polynomial classes, in the Boolean and free theory, coincide. This is true even in the multivariate case. A number of applications of this fact are described, to the Belinschi-Nica and Bercovici-Pata maps, conditional freeness, and the Laha-Lukacs type characterization. A number of properties which hold for the Meixner class in the free and classical cases turn out to hold in general in the Boolean theory. Examples include the behavior of the Jacobi coefficients under convolution, the relationship between the Jacobi coefficients and cumulants, and an operator model for cumulants. Along the way, we obtain a multivariate version of the Stieltjes continued fraction expansion for the moment generating function of an arbitrary state with monic orthogonal polynomials.

Abstract:
In a two-state free probability space $(A, \phi, \psi)$, we define an algebraic two-state free Brownian motion to be a process with two-state freely independent increments whose two-state free cumulant generating function is quadratic. Note that a priori, the distribution of the process with respect to the second state $\psi$ is arbitrary. We show, however, that if $A$ is a von Neumann algebra, the states $\phi, \psi$ are normal, and $\phi$ is faithful, then there is only a one-parameter family of such processes. Moreover, with the exception of the actual free Brownian motion (corresponding to $\phi = \psi$), these processes only exist for finite time.

Abstract:
We show that the only orthogonal polynomials with a generating function of the form $F(x z - \alpha z^2)$ are the ultraspherical, Hermite, and Chebyshev polynomials of the first kind. For special $F$ for which this is the case, we then finish the classification of orthogonal polynomials with more general generating functions $F(x w(z) - R(z))$.

Abstract:
In math/0702157, arXiv:0712.4185, we investigated monic multivariate non-commutative orthogonal polynomials, their recursions, states of orthogonality, and corresponding continued fraction expansions. In this note, we collect a number of examples, demonstrating what these general results look like for the most important states on non-commutative polynomials, namely for various product states. In particular, we introduce a notion of a product-type state on polynomials, which covers all the non-commutative universal products and excludes some other familiar non-commutative products, and which guarantees a number of nice properties for the corresponding polynomials.

Abstract:
We consider free multiple stochastic measures in the combinatorial framework of the lattice of all diagonals of an n-dimensional space. In this free case, one can restrict the analysis to only the noncrossing diagonals. We give definitions of what free multiple stochastic measures are, and calculate them for the free Poisson and free compound Poisson processes. We also derive general combinatorial It\^{o}-type relationships between free stochastic measures of different orders. These allow us to calculate, for example, free Poisson-Charlier polynomials, which are the orthogonal polynomials with respect to the free Poisson measure.

Abstract:
We show that for stochastic measures with freely independent increments, the partition-dependent stochastic measures of math.OA/9903084 can be expressed purely in terms of the higher stochastic measures and the higher diagonal measures of the original.

Abstract:
The objects under investigation are the stochastic integrals with respect to free Levy processes. We define such integrals for square-integrable integrands, as well as for a certain general class of bounded integrands. Using the product form of the Ito formula, we prove the full functional Ito formula in this context.

Abstract:
The subject of this paper are polynomials in multiple non-commuting variables. For polynomials of this type orthogonal with respect to a state, we prove a Favard-type recursion relation. On the other hand, free Sheffer polynomials are a polynomial family in non-commuting variables with a resolvent-type generating function. Among such families, we describe the ones that are orthogonal. Their recursion relations have a more special form; the best way to describe them is in terms of the free cumulant generating function of the state of orthogonality, which turns out to satisfy a type of second-order difference equation. If the difference equation is in fact first order, and the state is tracial, we show that the state is necessarily a rotation of a free product state. We also describe interesting examples of non-tracial infinitely divisible states with orthogonal free Sheffer polynomials.