Appell polynomials and their relatives III. Conditionally free theory

Abstract

We extend to the multivariate noncommutative context the descriptions of a “once-stripped” probability measure in terms of Jacobi parameters, orthogonal polynomials, and the moment generating function. The corresponding map Φ on states was introduced previously by Belinschi and Nica. We then relate these constructions to the c-free probability theory, which is a version of free probability for algebras with two states, introduced by Bożejko, Leinert, and Speicher. This theory includes the free and Boolean probability theories as extreme cases. The main objects in the paper are the analogs of the Appell polynomial families in the two state context. They arise as fixed points of the transformation which takes a polynomial family to the associated polynomial family (in several variables), and their orthogonality is also related to the map Φ above. In addition, we prove recursions, generating functions, and factorization and martingale properties for these polynomials, and describe the c-free version of the Kailath–Segall polynomials, their combinatorics, and Hilbert space representations.