Downloaded from (both sides considered as formal power series). Many classical (nonorthogonal) polynomial families are Appell. They arise in finite operator calculus [40] and the study of hypergroups, in numerical analysis (Bernoulli polynomials are Appell), and also in probability theory, in the study of stochastic processes [32], noncentral limit theorems [13, 25], and natural exponential families [39]. From the combinatorial point of view, they have nice linearization and multinomial formulas.The third family of polynomials has not apparently been explicitly defined before, although it appears implicitly in the paper [43]. For this reason, we will call them the Kailath-Segall polynomials. These are polynomials in (infinitely many) variables A whole theory of free probability [49], based on this notion, is by now quite well developed. It turns out that there are "free analogs of" the Appell and Kailath-Segall polynomials, which, very roughly, are obtained by replacing commuting variables with