An inequality for norms of Poisson Wick products

MaRDI QIDQ2874355zbMATH OpenFDO

Authors A. Lanconelli, A. I. Stan

Publication date 29 January 2014

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL http://math.uni.wroc.pl/~pms/publicationsArticle.php?nr=33.2&nrA=17&ppB=377&ppE=383

zbMATH Keywords

Wick productJensen's inequalityCharlier polynomialsexponential functionssecond quantization operatorPoisson probability measure

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) White noise theory (60H40) Stochastic analysis (60H99)

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Cited in

(9)

• Best constants in norms of retarded Wick products
• A Hölder inequality for norms of Poissonian Wick products
• Product formulas on posets, wick products, and a correction for the q-Poisson process
• Some norm inequalities for Gaussian Wick products
• A connection between the Poissonian Wick product and the dicalete convolution
• Wick calculus for the square of a Gaussian random variable with application to Young and hypercontractive inequalities
• Hölder-type inequalities for norms of Wick products
• Contractivity of gamma Wick products
• A family of polynomials and their application to inequalities of norms of Poisson Wick products

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