{ "id": "0812.0895", "version": "v2", "published": "2008-12-04T10:02:56.000Z", "updated": "2009-01-09T14:10:09.000Z", "title": "Meixner class of non-commutative generalized stochastic processes with freely independent values I. A characterization", "authors": [ "Marek Bozejko", "Eugene Lytvynov" ], "categories": [ "math.PR", "math.OA" ], "abstract": "Let $T$ be an underlying space with a non-atomic measure $\\sigma$ on it (e.g. $T=\\mathbb R^d$ and $\\sigma$ is the Lebesgue measure). We introduce and study a class of non-commutative generalized stochastic processes, indexed by points of $T$, with freely independent values. Such a process (field), $\\omega=\\omega(t)$, $t\\in T$, is given a rigorous meaning through smearing out with test functions on $T$, with $\\int_T \\sigma(dt)f(t)\\omega(t)$ being a (bounded) linear operator in a full Fock space. We define a set $\\mathbf{CP}$ of all continuous polynomials of $\\omega$, and then define a con-commutative $L^2$-space $L^2(\\tau)$ by taking the closure of $\\mathbf{CP}$ in the norm $\\|P\\|_{L^2(\\tau)}:=\\|P\\Omega\\|$, where $\\Omega$ is the vacuum in the Fock space. Through procedure of orthogonalization of polynomials, we construct a unitary isomorphism between $L^2(\\tau)$ and a (Fock-space-type) Hilbert space $\\mathbb F=\\mathbb R\\oplus\\bigoplus_{n=1}^\\infty L^2(T^n,\\gamma_n)$, with explicitly given measures $\\gamma_n$. We identify the Meixner class as those processes for which the procedure of orthogonalization leaves the set $\\mathbf {CP}$ invariant. (Note that, in the general case, the projection of a continuous monomial of oder $n$ onto the $n$-th chaos need not remain a continuous polynomial.) Each element of the Meixner class is characterized by two continuous functions $\\lambda$ and $\\eta\\ge0$ on $T$, such that, in the $\\mathbb F$ space, $\\omega$ has representation $\\omega(t)=\\di_t^\\dag+\\lambda(t)\\di_t^\\dag\\di_t+\\di_t+\\eta(t)\\di_t^\\dag\\di^2_t$, where $\\di_t^\\dag$ and $\\di_t$ are the usual creation and annihilation operators at point $t$.", "revisions": [ { "version": "v2", "updated": "2009-01-09T14:10:09.000Z" } ], "analyses": { "keywords": [ "non-commutative generalized stochastic processes", "freely independent values", "meixner class", "characterization", "fock space" ], "tags": [ "journal article" ], "publication": { "doi": "10.1007/s00220-009-0837-x", "journal": "Communications in Mathematical Physics", "year": 2009, "month": "Nov", "volume": 292, "number": 1, "pages": 99 }, "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009CMaPh.292...99B" } } }