We propose a new approach to construct the eigenvalue expansion in a weighted
Hilbert space of the solution to the Cauchy problem associated to
Gauss-Laguerre invariant Markov semigroups that we introduce. Their generators
turn out to be natural non-self-adjoint and non-local generalizations of the
Laguerre differential operator. Our methods rely on intertwining relations that
we establish between these semigroups and the classical Laguerre semigroup and
combine with techniques based on non-harmonic analysis. As a by-product we also
provide regularity properties for the semigroups as well as for their heat
kernels. The biorthogonal sequences that appear in their eigenvalue expansion
can be expressed in terms of sequences of polynomials, and they generalize the
Laguerre polynomials. By means of a delicate saddle point method, we derive
uniform asymptotic bounds that allow us to get an upper bound for their norms
in weighted Hilbert spaces. We believe that this work opens a way to construct
spectral expansions for more general non-self-adjoint Markov semigroups.Comment: 33 page