English

Meixner class of non-commutative generalized stochastic processes with freely independent values II. The generating function

Probability 2015-05-18 v1

Abstract

Let TT be an underlying space with a non-atomic measure σ\sigma on it. In [{\it Comm.\ Math.\ Phys.}\ {\bf 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values, ω=(ω(t))tT\omega=(\omega(t))_{t\in T}, was characterized through the continuity of the corresponding orthogonal polynomials. In this paper, we derive a generating function for these orthogonal polynomials. The first question we have to answer is: What should serve as a generating function for a system of polynomials of infinitely many non-commuting variables? We construct a class of operator-valued functions Z=(Z(t))tTZ=(Z(t))_{t\in T} such that Z(t)Z(t) commutes with ω(s)\omega(s) for any s,tTs,t\in T. Then a generating function can be understood as G(Z,ω)=n=0TnP(n)(ω(t1),...,ω(tn))Z(t1)...Z(tn)σ(dt1)...σ(dtn)G(Z,\omega)=\sum_{n=0}^\infty \int_{T^n}P^{(n)}(\omega(t_1),...,\omega(t_n))Z(t_1)...Z(t_n)\sigma(dt_1)...\sigma(dt_n), where P(n)(ω(t1),...,ω(tn))P^{(n)}(\omega(t_1),...,\omega(t_n)) is (the kernel of the) nn-th orthogonal polynomial. We derive an explicit form of G(Z,ω) G(Z,\omega), which has a resolvent form and resembles the generating function in the classical case, albeit it involves integrals of non-commuting operators. We finally discuss a related problem of the action of the annihilation operators t\partial_t, tTt\in T. In contrast to the classical case, we prove that the operators \dit\di_t related to the free Gaussian and Poisson processes have a property of globality. This result is genuinely infinite-dimensional, since in one dimension one loses the notion of globality.

Keywords

Cite

@article{arxiv.1003.2998,
  title  = {Meixner class of non-commutative generalized stochastic processes with freely independent values II. The generating function},
  author = {M. Bozejko and E. Lytvynov},
  journal= {arXiv preprint arXiv:1003.2998},
  year   = {2015}
}