Related papers: On the eigenfunctions of the complex Ornstein-Uhle…
We discuss approaches to computing eigenfunctions of the Ornstein--Uhlenbeck (OU) operator in more than two dimensions. While the spectrum of the OU operator and theoretical properties of its eigenfunctions have been well characterized in…
This paper presents a closed-form expression for the integral kernels associated with the derivatives of the Ornstein-Uhlenbeck semigroup $e^{tL}$. Our approach is to expand the Mehler kernel into Hermite polynomials and applying the powers…
We give two widest Mehler's formulas for the univariate complex Hermite polynomials $H_{m,n}^\nu$, by performing double summations involving the products $u^m H_{m,n}^\nu (z,\overline{z}) \overline{H_{m,n}^\nu (w,\overline{w})}$ and $u^m…
In this paper, we consider natural Hilbert-space representations $\left\{ \left(\mathbb{C}^{2},\pi_{t}\right)\right\} _{t\in\mathbb{R}}$ of the hypercomplex system $\left\{ \mathbb{H}_{t}\right\} _{t\in\mathbb{R}}$, and study the…
Let $Z$ be a $H$-valued Ornstein--Uhlenbeck process, $b\colon[0,1]\times H \rightarrow H$ and $h\colon[0,1] \rightarrow H$ be a bounded, Borel measurable functions with $\|b\|_\infty \leq 1$ then $\mathbb E \exp \alpha \left|…
The spectra of the second quantization and the symmetric second quantization of a strict Hilbert space contraction are computed explicitly and shown to coincide. As an application, we compute the spectrum of the nonsymmetric…
We provide explicit formulas for the orthogonal eigenfunctions of the supersymmetric extension of the rational Calogero-Moser-Sutherland model with harmonic confinement, i.e., the generalized Hermite (or Hi-Jack) polynomials in superspace.…
A new class of bivariate poly-analytic Hermite polynomials is considered. We show that they are realizable as the Fourier-Wigner transform of the univariate complex Hermite functions and form a nontrivial orthogonal basis of the classical…
We carry out some algebraic and analytic properties of a new class of orthogonal polyanalytic polynomials, including their operational formulas, recurrence relations, generating functions, integral representations and different…
Using as starting point a classical integral representation of a L-function we define a familly of two variables extended functions which are eigenfunctions of a Hermitian operator (having imaginary part of zeros as eigenvalues). This…
If we add a simple rotation term to both the Ornstein-Uhlenbeck semigroup and the definition of the H-derivative, then analogue to the classical Malliavin calculus on the real Wiener space [I. Shigekawa, Stochastic analysis, 2004], we get a…
We introduce a simple, general, and convergent scheme to compute generalized eigenfunctions of self-adjoint operators with continuous spectra on rigged Hilbert spaces. Our approach does not require prior knowledge about the eigenfunctions,…
The theory of Toeplitz quantization presented in our previous paper is extended and further developed to include diverse and interesting non-commutative realizations of the classical Euclidean plane. This is done using Hilbert spaces of…
We investigate a class of power series occurring in some problems in quantum optics. Their coefficients are either Gegenbauer or Laguerre polynomials multiplied by binomial coefficients. Although their sums have been known for a long time,…
We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential…
We derive a common mathematical formulation for the eigenfunction statistics of Hermitian operators, represented by a multi-parametric probability density. The system-information in the formulation enters through two parameters only,…
Using a coupling for the weighted sum of independent random variables and the explicit expression of the transition semigroup of Ornstein-Uhlenbeck processes driven by compound Poisson processes, we establish the existence of a successful…
By making use of some techniques based upon certain inverse new pairs of symbolic operators, the author investigate several decomposition formulas associated with Humbert hypergeometric functions $\Phi_1 $, $\Phi_2 $, $\Phi_3 $, $\Psi_1 $,…
We give very simple proofs of the classical results of Magnus and Hill on the spectral properties of the Hilbert matrix $$ H = \left ( {1 \over i+j+ 1 } \right )_{i,j\geq 0} $$ which defines a bounded linear operator on the sequence space…
A class of integral transforms, on the planar Gaussian Hilbert space with range in the weighted Bergman space on the bi-disk, is defined as the dual transforms of the 2d fractional Fourier transform associated with the Mehler function for…