The Segal-Bargmann transform for Lévy functionals (Q1125281): Difference between revisions

Let \(\{X(t)\}\) be an additive process with stationary increments, and \(\mu\) be the measure on the linear hull \(\mathcal E\) of \(\{X(t)\}\). Consider \(L^2(\mathcal E,\mu)\) -- the space of square integrable (nonlinear) functionals of \(X(\cdot)\). In the Gaussian case, this space is decomposed into the spaces of multiple Wiener-Itô integrals, and there exists an isomorphism called \(\mathcal S\)-transform defined as \(\int {\mathcal S}(\varphi)(\xi) = \int_{\mathcal E} \varphi (x + \xi) d \mu(x)\). This transform plays an essential role in white noise calculus. There is a non-Gaussian correspondence called \(\mathcal U\)-transform. The authors treat these transforms in a unified manner and obtain that the image spaces are the Bergmann-Segal analytic functionals on \(L^2(\mathbb R^2,\lambda)\), where \(d\lambda=dt\otimes u^2 d\beta_0\) and \(\beta_0\) is the Lévy measure of \(X(t)\).