Generalized Appell Systems

Mathematics – Functional Analysis

Scientific paper

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50 pages

Scientific paper

We give a general approach to infinite dimensional non-Gaussian analysis
which generalizes the work \cite{KSWY95}. For given measure we construct a
family of biorthogonal systems. We study their properties and their Gel'fand
triples that they generate. As an example we consider the measures of Poisson
type.

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