The chaotic decomposition for the gamma field (Q5959527)

The chaotic representation, i.e. the representation of a square integrable random variable as an orthogonal sum of multiple stochastic integrals generated by a random process is well known for Brownian motions and for compensated Poisson processes. For other Lévy processes a straightforward generalization of this representation is impossible. Other generalizations of the chaotic representation for these processes, in particular, for the so-called Gamma process, were established. At the same time the theory of Jacobi fields of operators in the Fock space was developed permitting one to approach this problem from a different viewpoint based on the spectral theorem. It was shown that the Gamma process is related to a Jacobi field (the Gamma field) acting in a space wider than the Fock space. In this paper it is shown that the investigation of the Gamma field leads to a natural generalization of the chaotic representation for the Gamma process.