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    Meixner class of non-commutative generalized stochastic processes with freely independent values I. A characterization

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    Let TT be an underlying space with a non-atomic measure σ\sigma on it (e.g. T=RdT=\mathbb R^d and σ\sigma is the Lebesgue measure). We introduce and study a class of non-commutative generalized stochastic processes, indexed by points of TT, with freely independent values. Such a process (field), ω=ω(t)\omega=\omega(t), tTt\in T, is given a rigorous meaning through smearing out with test functions on TT, with Tσ(dt)f(t)ω(t)\int_T \sigma(dt)f(t)\omega(t) being a (bounded) linear operator in a full Fock space. We define a set CP\mathbf{CP} of all continuous polynomials of ω\omega, and then define a con-commutative L2L^2-space L2(τ)L^2(\tau) by taking the closure of CP\mathbf{CP} in the norm PL2(τ):=PΩ\|P\|_{L^2(\tau)}:=\|P\Omega\|, where Ω\Omega is the vacuum in the Fock space. Through procedure of orthogonalization of polynomials, we construct a unitary isomorphism between L2(τ)L^2(\tau) and a (Fock-space-type) Hilbert space F=Rn=1L2(Tn,γn)\mathbb F=\mathbb R\oplus\bigoplus_{n=1}^\infty L^2(T^n,\gamma_n), with explicitly given measures γn\gamma_n. We identify the Meixner class as those processes for which the procedure of orthogonalization leaves the set CP\mathbf {CP} invariant. (Note that, in the general case, the projection of a continuous monomial of oder nn onto the nn-th chaos need not remain a continuous polynomial.) Each element of the Meixner class is characterized by two continuous functions λ\lambda and η0\eta\ge0 on TT, such that, in the F\mathbb F space, ω\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 tt
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