English

Meixner class of orthogonal polynomials of a non-commutative monotone Levy noise

Probability 2016-09-30 v1

Abstract

Let (Xt)t0(X_t)_{t\ge0} denote a non-commutative monotone L\'evy process. Let ω=(ω(t))t0\omega=(\omega(t))_{t\ge0} denote the corresponding monotone L\'evy noise.. A continuous polynomial of ω\omega is an element of the corresponding non-commutative L2L^2-space L2(τ)L^2(\tau) that has the form i=0nωi,f(i)\sum_{i=0}^n\langle \omega^{\otimes i},f^{(i)}\rangle, where f(i)C0(R+i)f^{(i)}\in C_0(\mathbb R_+^i). We denote by CP\mathbf{CP} the space of all continuous polynomials of ω\omega. For f(n)C0(R+n)f^{(n)}\in C_0(\mathbb R_+^n), the orthogonal polynomial P(n)(ω),f(n)\langle P^{(n)}(\omega),f^{(n)}\rangle is defined as the orthogonal projection of the monomial ωn,f(n)\langle\omega^{\otimes n},f^{(n)}\rangle onto the subspace of L2(τ)L^2(\tau) that is orthogonal to all continuous polynomials of ω\omega of order n1\le n-1. We denote by OCP\mathbf{OCP} the linear span of the orthogonal polynomials. Each orthogonal polynomial P(n)(ω),f(n)\langle P^{(n)}(\omega),f^{(n)}\rangle depends only on the restriction of the function f(n)f^{(n)} to the set {(t1,,tn)R+nt1t2tn}\{(t_1,\dots,t_n)\in\mathbb R_+^n\mid t_1\ge t_2\ge\dots\ge t_n\}. The orthogonal polynomials allow us to construct a unitary operator J:L2(τ)FJ:L^2(\tau)\to\mathbb F, where F\mathbb F is an extended monotone Fock space. Thus, we may think of the monotone noise ω\omega as a distribution of linear operators acting in F\mathbb F. We say that the orthogonal polynomials belong to the Meixner class if CP=OCP\mathbf{CP}=\mathbf{OCP}. We prove that each system of orthogonal polynomials from the Meixner class is characterized by two parameters: λR\lambda\in\mathbb R and η0\eta\ge0. In this case, the monotone L\'evy noise has the representation ω(t)=t+λtt+t+ηttt\omega(t)=\partial_t^\dag+\lambda\partial_t^\dag\partial_t+\partial_t+\eta\partial_t^\dag\partial_t\partial_t. Here, t\partial_t^\dag and t\partial_t are the (formal) creation and annihilation operators at tR+t\in\mathbb R_+ acting in F\mathbb F.

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}
}