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Meixner class of non-commutative generalized stochastic processes with freely independent values I. A characterization
Let be an underlying space with a non-atomic measure on it (e.g.
and is the Lebesgue measure). We introduce and study a
class of non-commutative generalized stochastic processes, indexed by points of
, with freely independent values. Such a process (field),
, , is given a rigorous meaning through smearing out
with test functions on , with being a
(bounded) linear operator in a full Fock space. We define a set
of all continuous polynomials of , and then define a con-commutative
-space by taking the closure of in the norm
, where is the vacuum in the Fock
space. Through procedure of orthogonalization of polynomials, we construct a
unitary isomorphism between and a (Fock-space-type) Hilbert space
, with
explicitly given measures . We identify the Meixner class as those
processes for which the procedure of orthogonalization leaves the set invariant. (Note that, in the general case, the projection of a
continuous monomial of oder onto the -th chaos need not remain a
continuous polynomial.) Each element of the Meixner class is characterized by
two continuous functions and on , such that, in the
space, 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