Meixner class of orthogonal polynomials of a non-commutative monotone Levy noise
Abstract
Let denote a non-commutative monotone L\'evy process. Let denote the corresponding monotone L\'evy noise.. A continuous polynomial of is an element of the corresponding non-commutative -space that has the form , where . We denote by the space of all continuous polynomials of . For , the orthogonal polynomial is defined as the orthogonal projection of the monomial onto the subspace of that is orthogonal to all continuous polynomials of of order . We denote by the linear span of the orthogonal polynomials. Each orthogonal polynomial depends only on the restriction of the function to the set . The orthogonal polynomials allow us to construct a unitary operator , where is an extended monotone Fock space. Thus, we may think of the monotone noise as a distribution of linear operators acting in . We say that the orthogonal polynomials belong to the Meixner class if . We prove that each system of orthogonal polynomials from the Meixner class is characterized by two parameters: and . In this case, the monotone L\'evy noise has the representation . Here, and are the (formal) creation and annihilation operators at acting in .
Keywords
Cite
@article{arxiv.1609.09263,
title = {Meixner class of orthogonal polynomials of a non-commutative monotone Levy noise},
author = {Eugene Lytvynov and Irina Rodionova},
journal= {arXiv preprint arXiv:1609.09263},
year = {2016}
}