Fock factorizations, and decompositions of theL2spaces over general Lévy processes

DOI10.1070/RM2003V058N03ABEH000627MaRDI QIDQ4829612zbMATH OpenOpenAlexWikidataFDO

Authors A. M. Vershik, Natalia Tsilevich

Publication date 29 November 2004

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0304282

zbMATH Keywords

Fock structureGaussian white noiseLévy processPoisson process

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures, integration, derivative, holomorphy (all involving infinite-dimensional spaces) (46G99) Applications of functional analysis in probability theory and statistics (46N30) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Processes with independent increments; Lévy processes (60G51) White noise theory (60H40) Infinite-dimensional groups and algebras motivated by physics, including Virasoro, Kac-Moody, (W)-algebras and other current algebras and their representations (81R10)

Abstract: We explicitly construct and study an isometry between the spaces of square integrable functionals of an arbitrary Levy process and a vector-valued Gaussian white noise. In particular, we obtain explicit formulas for this isometry at the level of multiplicative functionals and at the level of orthogonal decompositions, as well as find its kernel. We consider in detail the central special case: the isometry between the $L^2$ spaces over a Poisson process and the corresponding white noise. The key role in our considerations is played by the notion of measure and Hilbert factorizations and related notions of multiplicative and additive functionals and logarithm. The obtained results allow us to introduce a canonical Fock structure (an analogue of the Wiener--Ito decomposition) in the $L^2$ space over an arbitrary Levy process. An application to the representation theory of current groups is considered. An example of a non-Fock factorization is given.

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(23)

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• Integral models of unitary representations of current groups with values in semidirect products
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• On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis
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• Lévy white noise calculus based on interaction exponents
• A chaotic decomposition for generalized stochastic processes with independent values
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• A quantum decomposition of Lévy processes
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• Wick calculus on spaces of regular generalized functions of Levy white noise analysis
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• An equivalent representation of the Jacobi field of a Lévy process
• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
• Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis
• Fock structure of complete Boolean algebras of type I factors and of unital factorizations
• Elements of Lévy analysis in the spaces of irregular test and generalized functions
• The basic representation of the current group O(n,1)^X in the L^2 space over the generalized Lebesgue measure
• Invariant measures for the continual Cartan subgroup

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