Biorthogonal Approach to Infinite Dimensional Fractional Poisson Measure

Abstract

In this paper we use a biorthogonal approach to the analysis of the infinite dimensional fractional Poisson measure $\pi_{\sigma}^{\beta}$, $0<\beta\leq1$, on the dual of Schwartz test function space $\mathcal{D}'$. The Hilbert space $L^{2}(\pi_{\sigma}^{\beta})$ of complex-valued functions is described in terms of a system of generalized Appell polynomials $\mathbb{P}^{\sigma,\beta,\alpha}$ associated to the measure $\pi_{\sigma}^{\beta}$. The kernels $C_{n}^{\sigma,\beta}(\cdot)$, $n\in\mathbb{N}_{0}$, of the monomials may be expressed in terms of the Stirling operators of the first and second kind as well as the falling factorials in infinite dimensions. Associated to the system $\mathbb{P}^{\sigma,\beta,\alpha}$, there is a generalized dual Appell system $\mathbb{Q}^{\sigma,\beta,\alpha}$ that is biorthogonal to $\mathbb{P}^{\sigma,\beta,\alpha}$. The test and generalized function spaces associated to the measure $\pi_{\sigma}^{\beta}$ are completely characterized using an integral transform as entire functions.