No label defined (Q4518545)

Biorthogonal systems of functions \(\{P_{\mu},Q_{\mu}\}\subset L_{2}(\mathcal {F}^{*}, \mu)\), where \(\mathcal {F}^{*}\supset\mathcal{H}\supset\mathcal{F}\) is a rigged real separable Hilbert space and \(\mu\) is a measure on the Borel \(\sigma\)-algebra \(\mathcal{B}(\mathcal{F}^{*})\), are useful in infinite-dimensional analysis. In this paper, a method for constructing such a biorthogonal system is proposed in the case of a probability measure \(d\mu(s)=p(s)ds,\) \(s\in {\mathbb R}_{+},\) where \(p(s)>0\) is an infinitely differentiable function on \({\mathbb R}_{+},\) under the condition that there exists \(\epsilon>0\) such that \[ \int_{{\mathbb R}_{+}}\exp\{\epsilon s\} d\mu(s)<+\infty. \] In the particular case of \(p(s)=s^{\theta}e^{-s}/\Gamma(\theta+1)\), both systems \(P_{\mu}\) and \(Q_{\mu}\) are constructed in explicit form. These two systems coincide up to normalization with systems of Laguerre polynomials.