scientific article; zbMATH DE number 1537436
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Harmonic analysis on hypergroups (43A62) Distributions on infinite-dimensional spaces (46F25) Stochastic processes (60G99)
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.
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