Laguerre semigroup and Dunkl operators

We construct a two-parameter family of actions \omega_{k,a} of the Lie algebra sl(2,R) by differential-difference operators on R^N \setminus {0}. Here, k is a multiplicity-function for the Dunkl operators, and a>0 arises from the interpolation of the Weil representation of Mp(N,R) and the minimal unitary representation of O(N+1,2) keeping smaller symmetries. We prove that this action \omega_{k,a} lifts to a unitary representation of the universal covering of SL(2,R), and can even be extended to a holomorphic semigroup \Omega_{k,a}. In the k\equiv 0 case, our semigroup generalizes the Hermite semigroup studied by R. Howe (a=2) and the Laguerre semigroup by the second author with G. Mano (a=1). One boundary value of our semigroup \Omega_{k,a} provides us with (k,a)-generalized Fourier transforms F_{k,a}, which includes the Dunkl transform D_k (a=2) and a new unitary operator H_k (a=1), namely a Dunkl-Hankel transform. We establish the inversion formula, and a generalization of the Plancherel theorem, the Hecke identity, the Bochner identity, and a Heisenberg uncertainty inequality for F_{k,a}. We also find kernel functions for \Omega_{k,a} and F_{k,a} for a=1,2 in terms of Bessel functions and the Dunkl intertwining operator.Comment: final version (some few typos, updated references

On the computation of Gaussian quadrature rules for Chebyshev sets of linearly independent functions

We consider the computation of quadrature rules that are exact for a Chebyshev set of linearly independent functions on an interval $[a,b]$. A general theory of Chebyshev sets guarantees the existence of rules with a Gaussian property, in the sense that $2l$ basis functions can be integrated exactly with just $l$ points and weights. Moreover, all weights are positive and the points lie inside the interval $[a,b]$. However, the points are not the roots of an orthogonal polynomial or any other known special function as in the case of regular Gaussian quadrature. The rules are characterized by a nonlinear system of equations, and earlier numerical methods have mostly focused on finding suitable starting values for a Newton iteration to solve this system. In this paper we describe an alternative scheme that is robust and generally applicable for so-called complete Chebyshev sets. These are ordered Chebyshev sets where the first $k$ elements also form a Chebyshev set for each $k$. The points of the quadrature rule are computed one by one, increasing exactness of the rule in each step. Each step reduces to finding the unique root of a univariate and monotonic function. As such, the scheme of this paper is guaranteed to succeed. The quadrature rules are of interest for integrals with non-smooth integrands that are not well approximated by polynomials

Stochastic Analysis of Gaussian Processes via Fredholm Representation

We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm representation to a transfer principle and develop stochastic analysis by using it. We show the convenience of the Fredholm representation by giving applications to equivalence in law, bridges, series expansions, stochastic differential equations and maximum likelihood estimations

Tridiagonalization of the hypergeometric operator and the Racah-Wilson algebra

The algebraic underpinning of the tridiagonalization procedure is investigated. The focus is put on the tridiagonalization of the hypergeometric operator and its associated quadratic Jacobi algebra. It is shown that under tridiagonalization, the quadratic Jacobi algebra becomes the quadratic Racah-Wilson algebra associated to the generic Racah/Wilson polynomials. A degenerate case leading to the Hahn algebra is also discussed.Comment: 14 pages; Section 3 revise

D{\mathcal D}-Pseudo-Bosons, Complex Hermite Polynomials, and Integral Quantization

The ${\mathcal D}$-pseudo-boson formalism is illustrated with two examples. The first one involves deformed complex Hermite polynomials built using finite-dimensional irreducible representations of the group ${\rm GL}(2,{\mathbb C})$ of invertible $2 \times 2$ matrices with complex entries. It reveals interesting aspects of these representations. The second example is based on a pseudo-bosonic generalization of operator-valued functions of a complex variable which resolves the identity. We show that such a generalization allows one to obtain a quantum pseudo-bosonic version of the complex plane viewed as the canonical phase space and to understand functions of the pseudo-bosonic operators as the quantized versions of functions of a complex variable