Biorthogonal polynomials associated with reflection groups and a formula of Macdonald

DOI10.1016/S0377-0427(98)00168-XMaRDI QIDQ1298577zbMATH OpenFDO

Publication date 3 January 2000

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/q-alg/9711004

Appell systems biorthogonal polynomials Dunkl operators generalized Hermite polynomials

Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50) Connections of hypergeometric functions with groups and algebras, and related topics (33C80) Other transforms and operators of Fourier type (43A32) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Abstract: Dunkl operators are differential-difference operators on

which generalize partial derivatives. They lead to generalizations of Laplace operators, Fourier transforms, heat semigroups, Hermite polynomials, and so on. In this paper we introduce two systems of biorthogonal polynomials with respect to Dunkl's Gaussian distributions in a quite canonical way. These systems, called Appell systems, admit many properties known from classical Hermite polynomials, and turn out to be useful for the analysis of Dunkl's Gaussian distributions. In particular, these polynomials lead to a new proof of a generalized formula of Macdonald due to Dunkl. The ideas for this paper are taken from recent works on non-Gaussian white noise analysis and from the umbral calculus.

Review text

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).

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