Biorthogonal polynomials associated with reflection groups and a formula of Macdonald (Q1298577)

The authors study systems of biorthogonal polynomials with respect to generalized Gaussian distributions of the form \(w(x)\text{ exp} \{ -c| x| ^2\}\), where \(w\) is a homogeneous weight function with certain reflection group symmetries. Generalized Gaussians of such type replace the classical Gaussian in the well-known Dunkl theory. The authors introduce two systems of biorthogonal polynomials in a canonical way. These systems, called Appell systems, admit many properties known from classical Hermite polynomials. These polynomials lead to a new proof of a generalized Macdonald formula given originally by [\textit{C. F. Dunkl} Trans. Am. Math. Soc. 311, No. 1, 167-183 (1989; Zbl 0652.33004)]. The ideas of the present paper are taken from recent works on non-Gaussian white noise analysis and from the umbrel calculus. It is emphasized that the method of this paper can be extended to other distributions and that there exist natural applications in the martingale theory (which are well-known for classical Hermite polynomials and Brownian motions).