Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise

Abstract

Let [Formula: see text] denote a non-commutative monotone Lévy process. Let [Formula: see text] denote the corresponding monotone Lévy noise, i.e. formally [Formula: see text]. A continuous polynomial of [Formula: see text] is an element of the corresponding non-commutative [Formula: see text]-space [Formula: see text] that has the form [Formula: see text], where [Formula: see text]. We denote by [Formula: see text] the space of all continuous polynomials of [Formula: see text]. For [Formula: see text], the orthogonal polynomial [Formula: see text] is defined as the orthogonal projection of the monomial [Formula: see text] onto the subspace of [Formula: see text] that is orthogonal to all continuous polynomials of [Formula: see text] of order [Formula: see text]. We denote by [Formula: see text] the linear span of the orthogonal polynomials. Each orthogonal polynomial [Formula: see text] depends only on the restriction of the function [Formula: see text] to the set [Formula: see text]. The orthogonal polynomials allow us to construct a unitary operator [Formula: see text], where [Formula: see text] is an extended monotone Fock space. Thus, we may think of the monotone noise [Formula: see text] as a distribution of linear operators acting in [Formula: see text]. We say that the orthogonal polynomials belong to the Meixner class if [Formula: see text]. We prove that each system of orthogonal polynomials from the Meixner class is characterized by two parameters: [Formula: see text] and [Formula: see text]. In this case, the monotone Lévy noise has the representation [Formula: see text]. Here, [Formula: see text] and [Formula: see text] are the (formal) creation and annihilation operators at [Formula: see text] acting in [Formula: see text].