English

Operators of Gamma white noise analysis

Probability 2007-05-23 v1

Abstract

The paper is devoted to the study of Gamma white noise analysis. We define an extended Fock space \Gama(\Ha)\Gama(\Ha) over \Ha=L2(Rd,dσ)\Ha=L^2(\R^d, d\sigma), and show how to include the usual Fock space F(\Ha){\cal F} (\Ha) in it as a subspace. We introduce in \Gama(\Ha)\Gama(\Ha) operators a(ξ)=Rddxξ(x)a(x)a(\xi)=\int_{\R^d} dx \xi(x)a(x), ξS\xi\in S, with a(x)=\digx+2\digx\dix+1+\dix+\digx\dix\dixa(x)=\dig_x+2\dig_x\di_x+1+\di_x +\dig_x\di_x\di_x, where \digx\dig_x and \dix\di_x are the creation and annihilation operators at xx. We show that (a(ξ))ξS(a(\xi))_{\xi\in S} is a family of commuting selfadjoint operators in \Gama(\Ha)\Gama(\Ha) and construct the Fourier transform in generalized joint eigenvectors of this family. This transform is a unitary II between \Gama(\Ha)\Gama(\Ha) and the L2L^2-space L2(S,dμG)L^2(S',d\mu_{\mathrm G}), where μG\mu_{\mathrm G} is the measure of Gamma white noise with intensity σ\sigma. The image of a(ξ)a(\xi) under II is the operator of multiplication by \la,ξ\ra\la\cdot,\xi\ra, so that a(ξ)a(\xi)'s are Gamma field operators. The Fock structure of the Gamma space determined by II coincides with that discovered in {\bf [}{\it Infinite Dimensional Analysis, Quantum Probability and Related Topics} {\bf 1} (1998), 91--117{\bf ]}. We note that II extends in a natural way the multiple stochastic integral (chaos) decomposition of the ``chaotic'' subspace of the Gamma space. Next, we introduce and study spaces of test and generalized functions of Gamma white noise and derive explicit formulas for the action of the creation, neutral, and Gamma annihilation operators on these spaces.

Keywords

Cite

@article{arxiv.math/0608340,
  title  = {Operators of Gamma white noise analysis},
  author = {Yu. Kondratiev and E. Lytvynov},
  journal= {arXiv preprint arXiv:math/0608340},
  year   = {2007}
}
R2 v1 2026-07-22T17:40:38.220Z