Meixner class of non-commutative generalized stochastic processes with freely independent values II. The generating function

Details Meixner class of non-commutative generalized stochastic processes with freely independent values II. The generating function Meixner class of non-commutative generalized stochastic processes with freely independent values II. The generating function

2010-03-15

arxiv.org/abs/1003.2998v1

Mathematics

Probability

Scientific paper

Let $T$ be an underlying space with a non-atomic measure $\sigma$ on it. In [{\it Comm.\ Math.\ Phys.}\ {\bf 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values, $\omega=(\omega(t))_{t\in T}$, was characterized through the continuity of the corresponding orthogonal polynomials. In this paper, we derive a generating function for these orthogonal polynomials. The first question we have to answer is: What should serve as a generating function for a system of polynomials of infinitely many non-commuting variables? We construct a class of operator-valued functions $Z=(Z(t))_{t\in T}$ such that $Z(t)$ commutes with $\omega(s)$ for any $s,t\in T$. Then a generating function can be understood as $G(Z,\omega)=\sum_{n=0}^\infty \int_{T^n}P^{(n)}(\omega(t_1),...,\omega(t_n))Z(t_1)...Z(t_n)\sigma(dt_1)...\sigma(dt_n)$, where $P^{(n)}(\omega(t_1),...,\omega(t_n))$ is (the kernel of the) $n$-th orthogonal polynomial. We derive an explicit form of $ G(Z,\omega)$, which has a resolvent form and resembles the generating function in the classical case, albeit it involves integrals of non-commuting operators. We finally discuss a related problem of the action of the annihilation operators $\partial_t$, $t\in T$. In contrast to the classical case, we prove that the operators $\di_t$ related to the free Gaussian and Poisson processes have a property of globality. This result is genuinely infinite-dimensional, since in one dimension one loses the notion of globality.

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