{ "id": "1003.2998", "version": "v1", "published": "2010-03-15T19:20:19.000Z", "updated": "2010-03-15T19:20:19.000Z", "title": "Meixner class of non-commutative generalized stochastic processes with freely independent values II. The generating function", "authors": [ "M. Bozejko", "E. Lytvynov" ], "categories": [ "math.PR" ], "abstract": "Let $T$ be an underlying space with a non-atomic measure $\\sigma$ on it. In [{\\it Comm.\\ Math.\\ Phys.}\\ {\\bf 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values, $\\omega=(\\omega(t))_{t\\in T}$, 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 $Z=(Z(t))_{t\\in T}$ such that $Z(t)$ commutes with $\\omega(s)$ for any $s,t\\in T$. Then a generating function can be understood as $G(Z,\\omega)=\\sum_{n=0}^\\infty \\int_{T^n}P^{(n)}(\\omega(t_1),...,\\omega(t_n))Z(t_1)...Z(t_n)\\sigma(dt_1)...\\sigma(dt_n)$, where $P^{(n)}(\\omega(t_1),...,\\omega(t_n))$ 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 $\\partial_t$, $t\\in T$. In contrast to the classical case, we prove that the operators $\\di_t$ 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.", "revisions": [ { "version": "v1", "updated": "2010-03-15T19:20:19.000Z" } ], "analyses": { "keywords": [ "non-commutative generalized stochastic processes", "generating function", "freely independent values", "meixner class", "th orthogonal polynomial" ], "tags": [ "journal article" ], "publication": { "doi": "10.1007/s00220-010-1134-4", "journal": "Communications in Mathematical Physics", "year": 2011, "month": "Mar", "volume": 302, "number": 2, "pages": 425 }, "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011CMaPh.302..425B" } } }