2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/66219Given 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.Published at http://dx.doi.org/10.1214/009117904000000757 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)CombinatoricsClassical Analysis and ODEsOperator Algebras05E35 (Primary) 05A18, 05A30, 46L53, 60G51. (Secondary)Linearization coefficients for orthogonal polynomials using stochastic processestext