Meixner Class of Non-commutative Generalized Stochastic Processes with Freely Independent Values II. The Generating Function
Tóm tắt
Let T be an underlying space with a non-atomic measure σ on it. In [Comm. Math. Phys. 292, 99–129 (2009)] 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 ω(s) for any
$${s,t\in T}$$
. Then a generating function can be understood as
$${G(Z,\omega)=\sum_{n=0}^\infty \int_{T^n}P^{(n)}(\omega(t_1),\dots,\omega(t_n))Z(t_1)\dots Z(t_n)}$$
$${\sigma(dt_1)\,\dots\,\sigma(dt_n)}$$
, where
$${P^{(n)}(\omega(t_1),\dots,\omega(t_n))}$$
is (the kernel of the) n
th orthogonal polynomial. We derive an explicit form of G(Z, ω), 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 ∂
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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