Meixner class of non-commutative generalized stochastic processes with freely independent values. II: The generating function

DOI10.1007/S00220-010-1134-4MaRDI QIDQ629912zbMATH OpenOpenAlexFDO

Authors Marek Bożejko, Eugene Lytvynov

Publication date 10 March 2011

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.2998

zbMATH Keywords

generating functionorthogonal polynomialsMeixner classnoncommutative generalized stochastic processespolynomials of infinitely many noncommuting variables

Mathematics Subject Classification ID

Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54) Quantum stochastic calculus (81S25)

Abstract: Let $T$ be an underlying space with a non-atomic measure $sigma$ on it. In [{it Comm. Math. Phys.} {�f 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values, $omega=(omega(t){)}_{tinT}$, was characterized through the continuity of the corresponding orthogonal polynomials. In this paper, we derive a generating function for these orthogonal polynomials. The first question we have to answer is: What should serve as a generating function for a system of polynomials of infinitely many non-commuting variables? We construct a class of operator-valued functions $Z=(Z(t){)}_{tinT}$ such that $Z(t)$ commutes with $omega(s)$ for any $s,tinT$. Then a generating function can be understood as $G(Z,omega)=su{m}_{n=0}^{i}nftyin{t}_{T^n}{P}^{(n)}(omega(t_1),\mathrm{...},omega(t_n))Z(t_1)\mathrm{...}Z(t_n)sigma(d{t}_1)\mathrm{...}sigma(d{t}_n)$, where $P^{(n)}(omega(t_1),\mathrm{...},omega(t_n))$ is (the kernel of the) $n$-th orthogonal polynomial. We derive an explicit form of $G(Z,omega)$, which has a resolvent form and resembles the generating function in the classical case, albeit it involves integrals of non-commuting operators. We finally discuss a related problem of the action of the annihilation operators $partia{l}_t$, $tinT$. In contrast to the classical case, we prove that the operators $d{i}_t$ related to the free Gaussian and Poisson processes have a property of globality. This result is genuinely infinite-dimensional, since in one dimension one loses the notion of globality.

Recommendations

• Meixner class of non-commutative generalized stochastic processes with freely independent values. I: A characterization
• Free Meixner states
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• Multiplicative renormalization and generating functions. I.

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Cited in

(8)

• On free stochastic processes and their derivatives
• Meixner class of non-commutative generalized stochastic processes with freely independent values. I: A characterization
• Free Meixner states
• Reviewing alternative characterizations of Meixner process
• Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise
• Non-commutative stochastic distributions and applications to linear systems theory
• Characterizations of some free random variables by properties of conditional moments of third degree polynomials
• Moments and \(q\)-commutators of noncommutative random vectors

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