A selected survey of umbral calculus

We survey the mathematical literature on umbral calculus (otherwise known as the calculus of finite differences) from its roots in the 19th century (and earlier) as a set of "magic rules" for lowering and raising indices, through its rebirth in the 1970’s as Rota’s school set it on a firm logical foundation using operator methods, to the current state of the art with numerous generalizations and applications. The survey itself is complemented by a fairly complete bibliography (over 500 references) which we expect to update regularly

The classical umbral calculus: Sheffer sequences

Following the approach of Rota and Taylor \cite{SIAM}, we present an innovative theory of Sheffer sequences in which the main properties are encoded by using umbrae. This syntax allows us noteworthy computational simplifications and conceptual clarifications in many results involving Sheffer sequences. To give an indication of the effectiveness of the theory, we describe applications to the well-known connection constants problem, to Lagrange inversion formula and to solving some recurrence relations

Symbolic Calculus in Mathematical Statistics: A Review

In the last ten years, the employment of symbolic methods has substantially extended both the theory and the applications of statistics and probability. This survey reviews the development of a symbolic technique arising from classical umbral calculus, as introduced by Rota and Taylor in $1994.$ The usefulness of this symbolic technique is twofold. The first is to show how new algebraic identities drive in discovering insights among topics apparently very far from each other and related to probability and statistics. One of the main tools is a formal generalization of the convolution of identical probability distributions, which allows us to employ compound Poisson random variables in various topics that are only somewhat interrelated. Having got a different and deeper viewpoint, the second goal is to show how to set up algorithmic processes performing efficiently algebraic calculations. In particular, the challenge of finding these symbolic procedures should lead to a new method, and it poses new problems involving both computational and conceptual issues. Evidence of efficiency in applying this symbolic method will be shown within statistical inference, parameter estimation, L\'evy processes, and, more generally, problems involving multivariate functions. The symbolic representation of Sheffer polynomial sequences allows us to carry out a unifying theory of classical, Boolean and free cumulants. Recent connections within random matrices have extended the applications of the symbolic method.Comment: 72 page

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Polinómios de Appell multidimensionais e sua representação matricial

Doutoramento em MatemáticaNesta dissertação é apresentada uma abordagem a polinómios de Appell multidimensionais dando-se especial relevância à estrutura da sua função geradora. Esta estrutura, conjugada com uma escolha adequada de ordenação dos monómios que figuram nos polinómios, confere um carácter unificador à abordagem e possibilita uma representação matricial de polinómios de Appell por meio de matrizes particionadas em blocos. Tais matrizes são construídas a partir de uma matriz de estrutura simples, designada matriz de criação, subdiagonal e cujas entradas não nulas são os sucessivos números naturais. A exponencial desta matriz é a conhecida matriz de Pascal, triangular inferior, onde figuram os números binomiais que fazem parte integrante dos coeficientes dos polinómios de Appell. Finalmente, aplica-se a abordagem apresentada a polinómios de Appell definidos no contexto da Análise de Clifford.In this thesis an approach to multidimensional Appell polynomials is presented with special relevance for the structure of their generating function. This structure, together with an adequate choice of an ordering for the monomials that are present in the polynomials, gives a unifying nature to our approach and allows the representation of Appell polynomials by means of block matrices. Such matrices are constructed from another matrix with simple structure, called creation matrix, which is a sub-diagonal matrices whose nonzero entries are the successive natural numbers. The exponential of this matrix is the well known lower triangular Pascal matrix, lower triangular, where the binomial numbers appear as part of the coefficients of Appell polynomials. Finally, the presented approach is applied to Appell polynomials defined in the context of Clifford Analysis