Abstract. We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the Meixner polynomials. Special cases of these processes are known to arise from the non-commutative generalizations of the Lévy processes. 1.

Abstract. We decribe various aspects of the Al-Salam-Chihara q-Laguerre polynomials. These include combinatorial descriptions of the polynomials, the moments, the orthogonality relation and a combinatorial interpretation of the linearization coefficients. Contents

Dedicated to Xavier Viennot on the occasion of his sixtieth birthday Abstract. We describe various aspects of the Al-Salam-Chihara q-Charlier polynomials. These include combinatorial descriptions of the polynomials, the moments, the orthogonality relation and a combinatorial proof of Anshelevich’s recent result on the linearization coefficients. 1.

This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of partition lattices and Möbius functions. Gaussian and Poisson measures are treated in great detail. We also present several combinatorial interpretations of some recent CLTs involving sequences of random variables belonging to a fixed Wiener chaos.