Cauchy-Stieltjes families with polynomial variance functions and generalized orthogonality

Abstract

This paper studies variance functions of Cauchy-Stieltjes Kernel families generated by compactly supported centered probability measures. We describe several operations that allow us to construct additional variance functions from known ones. We construct a class of examples which exhausts all cubic variance functions, and provide examples of polynomial variance functions of arbitrary degree. We also relate Cauchy-Stieltjes Kernel families with polynomial variance functions to generalized orthogonality. Our main results are stated solely in terms of classical probability; some proofs rely on analytic machinery of free probability.

Minor typos corrected

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