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.Comment: 19 pages; minor improvement