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# 1 Introduction

## 1 Introduction

In his classical work , Meixner considered the following problem: Suppose that functions $`f(z)`$ and $`\mathrm{\Psi }(z)`$ can be expanded in a formal power series of $`z`$ and suppose that $`f(0)=1`$, $`\mathrm{\Psi }(0)=0`$, and $`\mathrm{\Psi }^{}(0)=1`$. Then, the equation

$$G(x,z):=\mathrm{exp}(x\mathrm{\Psi }(z))f(z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{P^{(n)}(x)}{n!}z^n$$
(1.1)
generates a system of polynomials $`P^{(n)}(x)`$, $`n_+`$, with leading coefficient 1. (These polynomials are now called Sheffer polynomials.) Find all polynomials of such type which are orthogonal with respect to some probability measure $`\mu `$ on $``$. To solve this problem, Meixner essentially used the two following facts. First, by the Favard theorem, a system of polynomials $`P^{(n)}(x)`$, $`n_+`$, with leading coefficient 1 is orthogonal if and only if these polynomials satisfy the recurrence formula

$$xP^{(n)}(x)=P^{(n+1)}(x)+a_nP^{(n)}(x)+b_nP^{(n1)}(x),n_+,P^{(1)}(x):=0,$$
(1.2)
with real numbers $`a_n`$ and positive numbers $`b_n`$; or equivalently, the polynomials $`P^{(n)}(x)`$ determine the infinite Jacobi matrix with the elements $`a_n`$ on the main diagonal and the elements $`\sqrt{b_n}`$ on the upper and lower diagonals. And second, as follows from (1.1),

$$\mathrm{\Psi }^1(D)P^{(n)}(x)=nP^{(n1)}(x),n,$$
(1.3)
where $`\mathrm{\Psi }^1`$ is the inverse function of $`\mathrm{\Psi }`$ and $`D:=\frac{d}{dx}`$. Meixner showed that the solution of this problem is completely determined by the equations

$$\lambda =a_na_{n1},n,\kappa =\frac{b_n}{n}\frac{b_{n1}}{n1},n2,$$

where $`\lambda `$ and $`\kappa `$ are some parameters. If $`\kappa =0`$, we have to distinguish the two following cases:

I) $`\lambda =0`$; without loss of generality, we then get $`a_n=0`$ and $`b_n=n`$ in (1.2), $`P^{(n)}(x)`$ are the Hermite polynomials, $`\mu `$ is the standard Gaussian distribution on $``$.

II) $`\lambda 0`$, so that $`a_n=\lambda n`$, $`b_n=n`$, $`P^{(n)}(x)`$ are the Charlier polynomials, $`\mu `$ is a centered Poisson distribution on $``$.

Let now $`\kappa 0`$ and we set $`\kappa =1`$ for simplicity of notations. We then get $`a_n=\lambda n`$ and $`b_n=n^2`$. We introduce two quantities $`\alpha `$ and $`\beta `$ through the equation

$$1+\lambda z+z^2=(1\alpha z)(1\beta z).$$
(1.4)
We now have to distinguish the three following cases:

III) $`|\lambda |=2`$, so that $`\alpha =\beta =\pm 1`$, $`P^{(n)}(x)`$ are the Laguerre polynomials, $`\mu `$ is a centered gamma distribution.

IV) $`|\lambda |>2`$, so that $`\alpha \beta `$, both real, $`P^{(n)}(x)`$ are the Meixner polynomials (of the first kind), which are orthogonal with respect to a centered Pascal (negative binomial) distribution.

V) $`|\lambda |<2`$, so that $`\alpha \beta `$, both complex conjugate, $`P^{(n)}(x)`$ are the Meixner polynomials of the second kind, or the Meixner–Pollaczek polynomials in other terms. These are orthogonal with respect to a measure $`\mu `$ obtained by centering a probability measure of the form $`C\mathrm{exp}(ax)|\mathrm{\Gamma }(1+imx)|^2dx`$, where $`a`$, $`m>0`$, and $`C`$ is the normalizing constant. We will call it a Meixner measure, though there seems to be no commonly accepted name for it.

In all the above cases, the generating function $`G(x,z)`$ defined in (1.1) can be represented as $`G(x,z)=\mathrm{exp}\left(x\mathrm{\Psi }(z)\right)/L_\mu (\mathrm{\Psi }(z))`$, where $`L_\mu (z):=_{}e^{zx}\mu (dx)`$ is the extension of the Laplace transform of the measure $`\mu `$ defined in a neighborhood of zero in $``$.

In the present paper, we will study analogs of polynomials of Meixner’s type and their orthogonality measures in infinite dimensions. In the case of the Gaussian and Poisson measures, such a theory is, of course, well studied; we refer to e.g.  for the Gaussian case and to e.g.  for the Poisson case. Notice that, in both cases, the Fock space and the corresponding Jacobi fields of operators in it play a fundamental role (see  for the notion of a Jacobi field in the Fock space). In particular, the field operator at a point $`xX`$, where $`X`$ is an underlying space, has the form $`_x^{}+_x`$ in the Gaussian case, and $`_x^{}+\lambda _x^{}_x+_x`$ in the Poisson case. Here, $`_x`$ and $`_x^{}`$ are the annihilation and creation operators at the point $`x`$, respectively.

Concerning the gamma case, III), an infinite-dimensional analog of the Laguerre polynomials and the corresponding Jacobi field was studied in . The polynomials are now orthogonal with respect to the (infinite-dimensional) gamma measure, which is a special case of a compound Poisson measure. Since such a measure does not possess the chaotic decomposition property, instead of the usual Fock space one has to use the so-called extended Fock space. This space, on the one hand, extends the usual Fock space and, on the other hand, still has some similarities with it. The field operator at a point $`xX`$ has the form $`_x^{}+2_x^{}_x+_x+_x^{}_x_x`$. In , the structure of the extended Fock space was discussed in detail, and in , it was shown that the extended Fock space decomposition of the Gamma process can be thought of as an expansion of any $`L^2`$-random variable in multiple integrals constructed by using a family of resolutions of the identity in the extended Fock space. We also refer to the recent paper  and the references therein, where many other properties of the gamma measure are discussed in detail.

As for the cases IV) and V), the role of the orthogonality measure should be played by (infinite-dimensional) Pascal and Meixner measures (processes). These processes in the case $`X=_+`$, both Lévy, were introduced in  and , respectively. In , the Meixner process was proposed for a model for risky asserts and an analog of the Black–Sholes formula was established. In  (see also the recent book ), the gamma, Pascal, and Meixner processes served as main examples of a chaotic representation for every square-integrable random variable in terms of the orthogonalized Teugels martingales related to the process. Though the one-dimensional polynomials of Meixner’s type were used in this work in order to carry out the orthogonalization procedure of the Teugels martingales (which, in turn, are the centered power jump processes related to the original process), infinite-dimensional polynomials corresponding to these processes have not appeared in this work; furthermore, they were mentioned as an open problem in .

The contents of the present paper is as follows. In Section 2, we fix as an underlying space $`X`$ a smooth (non-compact) Riemannian manifold and an intensity measure $`\sigma `$ on it. We consider a Jacobi field in the extended Fock space over $`L^2(X;\sigma )`$, whose field operator at a point $`xX`$ has the form $`_x^{}+\lambda _x^{}_x+_x+_x^{}_x_x`$, where $`\lambda `$ is a fixed real parameter. Using ideas of , we construct via the projection spectral theorem  a Fourier transform in generalized joint eigenvectors of the Jacobi field. This gives us a unitary operator $`I_\lambda `$ between the extended Fock space and the space $`L^2(𝒟^{};\mu _\lambda )`$, where $`𝒟^{}`$ is the dual space of $`𝒟:=C_0^{\mathrm{}}(X)`$ with respect to the zero space $`L^2(X;\sigma )`$, and $`\mu _\lambda `$ is the spectral measure of the Jacobi field, i.e., the image of any field operator under $`I_\lambda `$ is a multiplication operator in $`L^2(𝒟^{};\mu _\lambda )`$. The $`\mu _\lambda `$ is a gamma measure for $`|\lambda |=2`$, a Pascal measure for $`|\lambda |>2`$, and a Meixner measure for $`|\lambda |<2`$, in the sense that, for any bounded $`\mathrm{\Delta }X`$, the (naturally defined) random variable $`,\chi _\mathrm{\Delta }`$ has a corresponding one-dimensional distribution. Furthermore, for $`|\lambda |2`$ $`\mu _\lambda `$ is a compound Poisson measure, and for $`|\lambda |<2`$ $`\mu _\lambda `$ is a Lévy noise measure. In particular, for $`X=`$ we obtain the gamma, Pascal, and Meixner processes, respectively.

Next, under the unitary $`I_\lambda `$, the image of any vector $`f^{(i)}𝒟_{}^{\widehat{}i}`$ is a continuous polynomial $`:\omega ^i:_\lambda ,f^{(i)}`$ of the variable $`\omega 𝒟^{}`$, which may be understood as an infinite-dimensional polynomial of Meixner’s type, since $`:\omega ^i:_\lambda ,\chi _\mathrm{\Delta }^i=P_{\lambda ,\mathrm{\Delta }}^{(i)}(\omega ,\chi _\mathrm{\Delta })`$, where $`P_{\lambda ,\mathrm{\Delta }}^{(i)}()`$ is a one-dimensional polynomial of Meixner’s type.

In Section 3, we identify the generating function $`G_\lambda (\omega ,\phi ):=_{n=0}^{\mathrm{}}\frac{1}{n!}:\omega ^n:_\lambda ,\phi ^n`$, $`\omega 𝒟^{}`$, $`\phi 𝒟_{}`$, and show that $`G_\lambda (\omega ,\phi )=\mathrm{exp}\left(\omega ,\mathrm{\Psi }_\lambda (\phi )\right)/\mathrm{}_\lambda (\mathrm{\Psi }_\lambda (\phi ))`$, where $`\mathrm{}_\lambda `$ is the extension of the Laplace transform of the measure $`\mu _\lambda `$ defined in a neighborhood of zero in $`𝒟_{}`$, and $`\mathrm{\Psi }_\lambda `$ is the same function as $`\mathrm{\Psi }`$ in (1.1).

Finally, in Section 4, using results of , we introduce a test space $`(𝒟_\lambda )`$ consisting of those functions on $`𝒟^{}`$ which may be extended to entire functions on $`𝒟_{}^{}`$ of first order of growth and of minimal type. This space is densely and continuously embedded into $`L^2(𝒟^{};\mu _\lambda )`$. We then study the action of the operators $`_x:(𝒟_\lambda )(𝒟_\lambda )`$ and $`_x^{}:(𝒟_\lambda )(𝒟_\lambda )^{}`$, where $`(𝒟_\lambda )^{}`$ is the dual of $`(𝒟_\lambda )`$. We note that, analogously to (1.3), we have $`_x=\mathrm{\Psi }_\lambda ^1(_x)`$, where $`_x`$ is the Gâteaux derivative in direction $`\delta _x`$. We obtain explicit formulas for the operators $`_x`$ and $`_X\sigma (dx)\xi (x)_x^{}`$, $`\xi 𝒟`$. It should be stressed that, for the latter operator in the case $`|\lambda |<2`$, the possibility of a (unique) extension of a test function on $`𝒟^{}`$ to a function on $`𝒟_{}^{}`$ plays a principle role.

In a forthcoming paper, we will study a connection between the extended Fock space decomposition of $`L^2(𝒟^{};\mu _\lambda )`$ obtained in this paper and the chaotic decomposition of this space in the case $`X=`$ as in . Finally, we note that one can also study a more general model where, in the field operator at a point $`xX`$, the value of the parameter $`\lambda `$ depends on $`x`$. Then, the corresponding noise will be with independent values and at each point $`xX`$ its properties will be the same as the properties of the noise at the point $`x`$ under $`\mu _{\lambda (x)}`$.

## 2 Meixner’s Jacobi field and its spectral measures

Let $`X`$ be a complete, connected, oriented $`C^{\mathrm{}}`$ (non-compact) Riemannian manifold and let $`(X)`$ be the Borel $`\sigma `$-algebra on $`X`$. Let $`\sigma `$ be a Radon measure on $`(X,(X))`$ that is non-atomic, i.e., $`\sigma (\{x\})=0`$ for every $`xX`$ and non-degenerate, i.e., $`\sigma (O)>0`$ for any open set $`OX`$. (We note the the assumption of the nondegeneracy of $`\sigma `$ is nonessential and the results below may be generalized to the case of a degenerate $`\sigma `$.) Note that $`\sigma (\mathrm{\Lambda })<\mathrm{}`$ for each $`\mathrm{\Lambda }𝒪_c(X)`$—the set of all open sets in $`X`$ with compact closure.

We denote by $`𝒟`$ the space $`C_0^{\mathrm{}}(X)`$ of all real-valued infinite differentiable functions on $`X`$ with compact support. This space may be naturally endowed with a topology of a nuclear space, see e.g.  for the case $`X=^d`$ and e.g.  for the case of a general Riemannian manifold. We recall that

$$𝒟=\underset{\tau T}{\mathrm{proj}\mathrm{lim}}_\tau .$$
(2.1)
Here, $`T`$ denotes the set of all pairs $`(\tau _1,\tau _2)`$ with $`\tau _1_+`$ and $`\tau _2C^{\mathrm{}}(X)`$, $`\tau _2(x)1`$ for all $`xX`$, and $`_\tau =_{(\tau _1,\tau _2)}`$ is the Sobolev space on $`X`$ of order $`\tau _1`$ weighted by the function $`\tau _2`$, i.e., the scalar product in $`_\tau `$, denoted by $`(,)_\tau `$ is given by

$$(f,g)_\tau =_X\left(f(x)g(x)+\underset{i=1}{\overset{\tau _1}{}}^if(x),^ig(x)_{T_x(X)^i}\right)\tau _2(x)𝑑x,$$
(2.2)
where $`^i`$ denotes the $`i`$-th (covariant) gradient, and $`dx`$ is the volume measure on $`X`$. For $`\tau ,\tau ^{}T`$, we will write $`\tau ^{}\tau `$ if $`\tau _1^{}\tau _1`$ and $`\tau _2^{}(x)\tau _2(x)`$ for all $`xX`$.

The space $`𝒟`$ is densely and continuously embedded into $`L^2(X;\sigma )`$. As easily seen, there always exists $`\tau _0T`$ such that $`_{\tau _0}`$ is continuously embedded into $`L^2(X;\sigma )`$. We denote $`T^{}:=\{\tau T:\tau \tau _0\}`$ and (2.1) holds with $`T`$ replaced by $`T^{}`$. In what follows, we will just write $`T`$ instead of $`T^{}`$. Let $`_\tau `$ denote the dual space of $`_\tau `$ with respect to the zero space $`:=L^2(X;\sigma )`$. Then $`𝒟^{}=\underset{\tau T}{\mathrm{ind}\mathrm{lim}}_\tau `$ is the dual of $`𝒟`$ with respect to $``$, and we thus get the standard triple

$$𝒟^{}𝒟.$$

The dual pairing between any $`\omega 𝒟^{}`$ and $`\xi 𝒟`$ will be denoted by $`\omega ,\xi `$.

Following , we define, for each $`n`$, an $`n`$-particle extended Fock space over $``$, denoted by $`_{\mathrm{e}xt}^{(n)}()`$. Under a loop $`\kappa `$ connecting points $`x_1,\mathrm{},x_m`$, $`m2`$, we understand a class of ordered sets $`(x_{\pi (1)},\mathrm{},x_{\pi (m)})`$, where $`\pi `$ is a permutation of $`\{1,\mathrm{},n\}`$, which coincide up to a cyclic permutation. We put $`|\kappa |=m`$. We will also interpret a set $`\{x\}`$ as a “one-point” loop $`\kappa `$, i.e., a loop that comes out of $`x`$, $`|\kappa |=1`$. Let $`\alpha _n=\{\kappa _1,\mathrm{},\kappa _{|\alpha _n|}\}`$ be a collection of loops $`\kappa _j`$ that connect points from the set $`\{x_1,\mathrm{},x_n\}`$ so that every point $`x_i\{x_1,\mathrm{},x_n\}`$ goes into one loop $`\kappa _j=\kappa _{j(i)}`$ from $`\alpha _n`$. Here, $`|\alpha _n|`$ denotes the number of the loops in $`\alpha _n`$, evidently $`n=_{j=1}^{|\alpha _n|}|\kappa _j|`$. Let $`A_n`$ stand for the set of all possible collections of loops $`\alpha _n`$ over the points $`\{x_1,\mathrm{},x_n\}`$. (We note that the set $`A_n`$ contains $`n!`$ elements \[21, Remark 2.1\].) Every $`\alpha _nA_n`$ generates the following continuous mapping

$$𝒟_{}^{\widehat{}n}f^{(n)}=f^{(n)}(x_1,\mathrm{},x_n)f_{\alpha _n}^{(n)}(\underset{|\kappa _1|\text{ times}}{\underset{}{x_1,\mathrm{},x_1}},\underset{|\kappa _2|\text{ times}}{\underset{}{x_2,\mathrm{},x_2}},\mathrm{},\underset{|\kappa _{\left|\alpha _n\right|}|\text{ times}}{\underset{}{x_{|\alpha _n|},\mathrm{},x_{|\alpha _n|}}})𝒟_{}^{|\alpha _n|},$$
(2.3)
where the lower index $``$ denotes complexification of a real space and the symbol $`\widehat{}`$ stands for the symmetric tensor power. We define a scalar product on $`𝒟_{}^{\widehat{}n}`$ by

$$(f^{(n)},g^{(n)})_{_{\mathrm{e}xt}^{(n)}()}=\underset{\alpha _nA_n}{}_{X^{|\alpha _n|}}\left(\overline{f^{(n)}}g^{(n)}\right)_{\alpha _n}𝑑\sigma ^{|\alpha _n|},$$
(2.4)
where $`\overline{f^{(n)}}`$ is the complex conjugate of $`f^{(n)}`$. Let $`_{\mathrm{e}xt}^{(n)}()`$ be the closure of $`𝒟_{}^{\widehat{}n}`$ in the norm generated by (2.4).

The extended Fock space $`_{\mathrm{e}xt}()`$ over $``$ is defined as a weighted direct sum of the spaces $`_{\mathrm{e}xt}^{(n)}()`$:

$$_{\mathrm{e}xt}()=\underset{n=0}{\overset{\mathrm{}}{}}_{\mathrm{e}xt}^{(n)}()n!,$$
(2.5)
where $`_{\mathrm{e}xt}^{(0)}()=`$ and $`0!=1`$. That is, $`_{\mathrm{e}xt}()`$ consists of sequences $`f=(f^{(0)},f^{(1)},`$ $`f^{(2)},\mathrm{})`$ such that $`f^{(n)}_{\mathrm{e}xt}^{(n)}()`$ and

$$f_{_{\mathrm{e}xt}()}^2=\underset{n=0}{\overset{\mathrm{}}{}}f^{(n)}_{_{\mathrm{e}xt}^{(n)}()}^2n!<\mathrm{}.$$

We will always identify any $`f^{(n)}_{\mathrm{e}xt}^{(n)}()`$ with the element $`(0,\mathrm{},0,f^{(n)},0,\mathrm{})`$ of $`_{\mathrm{e}xt}()`$.

Note that the usual Fock space $`()`$ can be considered as a subspace of $`_{\mathrm{e}xt}()`$ generated by functions $`f^{(n)}𝒟_{}^{\widehat{}n}`$ such that $`f^{(n)}(x_1,\mathrm{},x_n)=0`$ if $`x_i=x_j`$ for some $`i,j\{1,\mathrm{},n\}`$, $`ij`$.

Let $`_{\mathrm{f}in}(𝒟)`$ denote the topological direct sum of the spaces $`𝒟_{}^{\widehat{}n}`$, i.e., $`_{\mathrm{f}in}(𝒟)`$ consists of all sequences $`f=(f^{(0)},f^{(1)},\mathrm{},f^{(m)},0,0,\mathrm{})`$ such that $`f^{(n)}𝒟_{}^{\widehat{}n}`$ and the convergence in $`_{\mathrm{f}in}(𝒟)`$ means uniform finiteness and the coordinate-wise convergence. Since each space $`𝒟_{}^{\widehat{}n}`$ is nuclear, so is $`_{\mathrm{f}in}(𝒟)`$. As easily seen, the space $`_{\mathrm{f}in}(𝒟)`$ is densely and continuously embedded into $`_{\mathrm{e}xt}()`$.

For each $`\xi 𝒟`$, let $`a^+(\xi )`$ be the standard creation operator defined on $`_{\mathrm{f}in}(𝒟)`$:

$$a^+(\xi )f^{(n)}=\xi \widehat{}f^{(n)},f^{(n)}𝒟_{}^{\widehat{}n},n_+.$$

A simple calculation shows that the adjoint operator of $`a^+(\xi )`$ in $`_{\mathrm{e}xt}()`$, restricted to $`_{\mathrm{f}in}(𝒟)`$, is given by the formula

$$a^{}(\xi )=(a^+(\xi ))^{}_{\mathrm{f}in}(𝒟)=a_1^{}(\xi )+a_2^{}(\xi ),$$

where $`a_1^{}(\xi )`$ is the standard annihilation operator:

$$(a_1^{}(\xi )f^{(n)})(x_1,\mathrm{},x_{n1})=n_X\xi (x)f^{(n)}(x,x_1,\mathrm{},x_{n1})\sigma (dx),$$

and $`a_2^{}(\xi )`$ is given by

$$(a_2^{}(\xi )f^{(n)})(x_1,\mathrm{},x_{n1})=n(n1)\left(\xi (x_1)f^{(n)}(x_1,x_1,x_2,\mathrm{},x_{n1})\right)^{},$$

where $`()^{}`$ denotes the symmetrization of a function.

Finally, we define on $`_{\mathrm{f}in}(𝒟)`$ the neutral operator $`a^0(\xi )`$, $`\xi 𝒟`$, in a standard way:

$$(a^0(\xi )f^{(n)})(x_1,\mathrm{},x_n)=n\left(\xi (x_1)f^{(n)}(x_1,\mathrm{},x_n)\right)^{}.$$

One easily checks that $`a^0(\xi )`$ is a Hermitian operator in $`_{\mathrm{e}xt}()`$.

Now, we fix a parameter $`\lambda [0,\mathrm{})`$ and define operators

$$a_\lambda (\xi ):=a^+(\xi )+\lambda a^0(\xi )+a^{}(\xi )+c_\lambda \xi \mathrm{id},\xi 𝒟.$$

Here, $`\xi :=_X\xi (x)\sigma (dx)`$, $`\mathrm{id}`$ denotes the identity operator, and the constant $`c_\lambda >0`$ is given by

$$c_\lambda :=\{\begin{array}{cc}\lambda /2,\hfill & \text{if }\lambda [0,2],\hfill \\ 2/(\lambda +\sqrt{\lambda ^24}),\hfill & \text{if }\lambda >2.\hfill \end{array}$$
(2.6)
(The special choice of this constant will become clear later on, however it is not of a real importance.) Each $`a_\lambda (\xi )`$ with domain $`_{\mathrm{f}in}(𝒟)`$ is a Hermitian operator in $`_{\mathrm{e}xt}()`$.

By construction, the family of operators $`(a_\lambda (\xi ))_{\xi 𝒟}`$ has a Jacobi field structure in the extended Fock space $`_{\mathrm{e}xt}()`$ (compare with ). We will call this family Meixner’s Jacobi field corresponding to the parameter $`\lambda `$.

###### Lemma 2.1

The operators $`a_\lambda (\xi )`$, $`\xi 𝒟`$, with domain $`_{\mathrm{f}in}(𝒟)`$ are essentially selfadjoint in $`_{\mathrm{e}xt}()`$, and their closures $`a_\lambda ^{}(\xi )`$ constitute a family of commuting selfadjoint operators, where the commutation is understood in the sense of the commutation of their resolutions of the identity.

Proof. The lemma follows directly from \[3, Theorem 4.1\] whose proof admits a direct generalization to the case of the extended Fock space. $`\mathrm{}`$

###### Theorem 2.1

For each $`\lambda [0,\mathrm{})`$, there exist a unique probability measure $`\mu _\lambda `$ on $`(𝒟^{},𝒞_\sigma (𝒟^{}))`$, where $`𝒞_\sigma (𝒟^{})`$ is the cylinder $`\sigma `$-algebra on $`𝒟^{}`$, and a unique unitary operator

$$I_\lambda :_{\mathrm{e}xt}()L^2(𝒟^{};\mu _\lambda )$$

such that, for each $`\xi 𝒟`$, the image of $`a_\lambda ^{}(\xi )`$ under $`I_\lambda `$ is the operator of multiplication by the function $`,\xi `$ in $`L^2(𝒟^{};\mu _\lambda )`$ and $`I_\lambda \mathrm{\Omega }=1`$, where $`\mathrm{\Omega }:=(1,0,0,\mathrm{})`$. The Fourier transform of the measure $`\mu _\lambda `$ is given, in a neighborhood of zero, by the following formula: for $`\lambda =2`$

$$_𝒟^{}e^{i\omega ,\phi }𝑑\mu _2(\omega )=\mathrm{exp}\left[_X\mathrm{log}(1i\phi (x))\sigma (dx)\right],\phi 𝒟,\phi _{\mathrm{}}:=\underset{xX}{sup}|\phi (x)|<1,$$
(2.7)
and for $`\lambda 2`$

$$_𝒟^{}e^{i\omega ,\phi }𝑑\mu _\lambda (\omega )=\mathrm{exp}\left[\frac{1}{\alpha \beta }_X\mathrm{log}\left(\frac{\alpha e^{i\beta \phi (x)}\beta e^{i\alpha \phi (x)}}{\alpha \beta }\right)\sigma (dx)+ic_\lambda \phi \right]$$
(2.8)
for all $`\phi 𝒟`$ satisfying

$$\frac{\alpha (e^{i\beta \phi }1)\beta (e^{i\alpha \phi }1)}{\alpha \beta }_{\mathrm{}}<1,$$
(2.9)
$`\alpha ,\beta `$ defined by (1.4). The unitary operator $`I_\lambda `$ is given on the dense set $`_{\mathrm{f}in}(𝒟)`$ by the formula

$$_{\mathrm{f}in}(𝒟)f=(f^{(n)})_{n=0}^{\mathrm{}}I_\lambda f=(I_\lambda f)(\omega )=\underset{n=0}{\overset{\mathrm{}}{}}:\omega ^n:_\lambda ,f^{(n)}$$

(the series is, in fact, finite), where $`:\omega ^n:_\lambda 𝒟^{{}_{}{}^{}\widehat{}n}`$ is defined by the recurrence formula

$$:\omega ^{(n+1)}:_\lambda =:\omega ^{n+1}:_\lambda (x_1,\mathrm{},x_{n+1})=(:\omega ^n:_\lambda (x_1,\mathrm{},x_n)\omega (x_{n+1}))^{}$$

$$n(:\omega ^{(n1)}:_\lambda (x_1,\mathrm{},x_{n1})\delta (x_{n+1}x_n))^{}$$

$$n(n1)(:\omega ^{(n1)}:_\lambda (x_1,\mathrm{},x_{n1})\delta (x_nx_{n1})\delta (x_{n+1}x_n))^{}$$

$$\lambda n(:\omega ^n:_\lambda (x_1,\mathrm{},x_n)\delta (x_{n+1}x_n))^{}c_\lambda (:\omega ^n:_\lambda (x_1,\mathrm{},x_n)1(x_{n+1}))^{},$$

$$:\omega ^0:_\lambda =1,:\omega ^1:_\lambda =\omega c_\lambda .$$
(2.10)
###### Remark 2.1

It can be shown that $`\mu _\lambda `$ is the spectral measure of the commutative family of selfadjoint operators $`a_\lambda ^{}(\xi )`$, $`\xi 𝒟`$ (see \[6, Ch. 3\] for the notion of a spectral measure).

###### Remark 2.2

Note that taking a parameter $`\lambda <0`$ would lead us to the measure $`\mu _\lambda `$ obtained from the measure $`\mu _\lambda `$ by the transformation $`\omega \omega `$ of the space $`𝒟^{}`$, which is why we have excluded this choice.

Proof of Theorem 2.1. As easily seen, for any $`\xi 𝒟`$ and $`n`$, the operators $`a^+(\xi )`$, $`a^0(\xi )`$, and $`a^{}(\xi )`$ act continuously from $`𝒟_{}^{\widehat{}n}`$ into $`𝒟_{}^{\widehat{}(n+1)}`$, $`𝒟_{}^{\widehat{}n}`$, $`𝒟_{}^{\widehat{}(n1)}`$, respectively. Therefore, for any $`\xi 𝒟`$, $`a_\lambda (\xi )`$ acts continuously on $`_{\mathrm{f}in}(𝒟)`$. Furthermore, for any fixed $`f_{\mathrm{f}in}(𝒟)`$, the mapping $`𝒟\xi a_\lambda (\xi )f_{\mathrm{f}in}(𝒟)`$ is linear and continuous. Finally, the vacuum $`\mathrm{\Omega }`$ is evidently a cyclic vector for the operators $`a^+(\xi )`$, $`\xi 𝒟`$, in $`_{\mathrm{f}in}(𝒟)`$, and hence in $`_{\mathrm{e}xt}()`$. Then, using the Jacobi filed structure of $`a_\lambda (\xi )`$, it is easy to show that $`\mathrm{\Omega }`$ is a cyclic vector for $`a_\lambda (\xi )`$, $`\xi 𝒟`$, in $`_{\mathrm{e}xt}()`$. Thus, analogously to , and \[21, Theorem 3.1\], we deduce, by using the projection spectral theorem \[6, Ch. 3, Th. 2.7 and subsec. 3.3.1\], the existence of a unique probability measure $`\mu _\lambda `$ on $`(𝒟^{},𝒞_\sigma (𝒟^{}))`$ and a unique unitary operator $`I_\lambda :_{\mathrm{e}xt}()L^2(𝒟^{};\mu _\lambda )`$ such that, for each $`\xi 𝒟`$, the image of $`a_\lambda ^{}(\xi )`$ under $`I_\lambda `$ is the operator of multiplication by the function $`,\xi `$ and $`I_\lambda \mathrm{\Omega }=1`$.

Let us dwell upon the explicit form of $`I_\lambda `$. Let $`_{\mathrm{f}in}^{}(𝒟)`$ denote the dual space of $`_{\mathrm{f}in}(𝒟)`$. $`_{\mathrm{f}in}^{}(𝒟)`$ is the topological direct sum of the dual spaces $`(𝒟_{}^{\widehat{}n})^{}`$ of $`𝒟_{}^{\widehat{}n}`$. It will be convenient for us to realize each $`(𝒟_{}^{\widehat{}n})^{}`$ as the dual of $`𝒟_{}^{\widehat{}n}`$ with respect to the zero space $`_{}^{\widehat{}n}n!`$, so that $`(𝒟_{}^{\widehat{}n})^{}`$ becomes $`𝒟_{}^{\widehat{}n}`$. Thus, $`_{\mathrm{f}in}^{}(𝒟)`$ consists of infinite sequences $`F=(F^{(n)})_{n=0}^{\mathrm{}}`$, where $`F^{(n)}𝒟_{}^{\widehat{}n}`$, and the dualization with $`f=(f^{(n)})_{n=0}^{\mathrm{}}_{\mathrm{f}in}(𝒟)`$ is given by

$$F,f=\underset{n=0}{\overset{\mathrm{}}{}}\overline{F^{(n)}},f^{(n)}n!,$$
(2.11)
where $`,`$ denotes the dualization generated by the scalar product in $`^{\widehat{}n}`$, which is supposed to be linear in both dots.

Next, according to the projection spectral theorem, for $`\mu _\lambda `$-a.e. $`\omega 𝒟^{}`$, there exists a generalized joint vector $`P(\omega )=(P^{(n)}(\omega ))_{n=0}^{\mathrm{}}_{\mathrm{f}in}^{}(𝒟)`$ of the family $`a(\xi )`$, $`\xi 𝒟`$:

$$f_{\mathrm{f}in}(𝒟):P(\omega ),a(\xi )f=\omega ,\xi P(\omega ),f,$$
(2.12)
and for each $`f=(f^{(n)})_{n=0}^{\mathrm{}}_{\mathrm{f}in}(𝒟)`$ the action of $`I_\lambda `$ onto $`f`$ is given by

$$I_\lambda f=(I_\lambda f)(\omega )=P(\omega ),f=\underset{n=0}{\overset{\mathrm{}}{}}P^{(n)}(\omega ),f^{(n)}n!.$$
(2.13)
We denote $`:\omega ^n:_\lambda :=P^{(n)}(\omega )n!`$, which is an element of $`𝒟_{}^{\widehat{}n}`$ for $`\mu _\lambda `$-a.e. $`\omega 𝒟^{}`$. By (2.12) and (2.13), we have, for $`\mu _\lambda `$-a.e. $`\omega 𝒟^{}`$,

$$\omega ,\xi :\omega ^n:_\lambda ,\xi ^n=:\omega ^{(n+1)}:_\lambda ,\xi ^{(n+1)}$$

$$+:\omega ^n:_\lambda ,\lambda n(\xi ^2)\widehat{}\xi ^{(n1)}+c_\lambda \xi \xi ^{\widehat{}n}$$

$$+:\omega ^{(n1)}:_\lambda ,n\xi ^2\xi ^{(n1)}+n(n1)(\xi ^3)\widehat{}\xi ^{(n2)}$$
(2.14)
for all $`\xi 𝒟`$. Therefore, for $`\mu _\lambda `$-a.e. $`\omega 𝒟^{}`$, the $`:\omega ^n:_\lambda `$’s are given by the recurrence relation (2.10). As easily seen, $`:\omega ^n:_\lambda `$ is even well-defined as an element of $`𝒟_{}^{\widehat{}n}`$ for each $`\omega 𝒟^{}`$.

Let us calculate the Fourier transform of $`\mu _\lambda `$. Let $`\mathrm{\Delta }𝒪_c(X)`$ and let $`\chi _\mathrm{\Delta }`$ denote the indicator of $`\mathrm{\Delta }`$. One easily checks that each of the vectors $`\chi _\mathrm{\Delta }^n`$, $`n_+`$, $`\chi _\mathrm{\Delta }^0=\mathrm{\Omega }`$, belongs to $`_{\mathrm{e}xt}()`$, and let $`𝒦_\mathrm{\Delta }`$ be the subspace of $`_{\mathrm{e}xt}()`$ spanned by these vectors. Let $`a_\lambda ^{}(\chi _\mathrm{\Delta })`$ denote the operator in $`_{\mathrm{e}xt}()`$ whose image under the unitary $`I_\lambda `$ is the operator of multiplication by the function

$$\omega ,\chi _\mathrm{\Delta }:=:\omega ^1:_\lambda ,\chi _\mathrm{\Delta }+c_\lambda \sigma (\mathrm{\Delta })=(I_\lambda \chi _\mathrm{\Delta })(\omega )+c_\lambda \sigma (\mathrm{\Delta }).$$

We approximate the indicator function $`\chi _\mathrm{\Delta }`$ by functions $`\phi _n𝒟`$, $`n`$, such that$`_n\mathrm{supp}\phi _n`$ is precompact in $`X`$, $`\phi _n`$’s are uniformly bounded, and $`\phi _n(x)\chi _\mathrm{\Delta }(x)`$ as $`n\mathrm{}`$ for each $`xX`$. By using the definitions of $`_{\mathrm{e}xt}()`$ and $`a_\lambda ^{}(\phi )`$ and the majorized convergence theorem, we get

$$a_\lambda ^{}(\chi _\mathrm{\Delta })\chi _\mathrm{\Delta }^n=\chi _\mathrm{\Delta }^{(n+1)}+(\lambda n+c_\lambda \sigma (\mathrm{\Delta }))\chi _\mathrm{\Delta }^n+n(n1+\sigma (\mathrm{\Delta }))\chi _\mathrm{\Delta }^{(n1)}.$$

Therefore, $`𝒦_\mathrm{\Delta }`$ is an invariant subspace for the operator $`a^{}(\chi _\mathrm{\Delta })`$. Hence, analogously to \[21, pp. 315–316\], we may conclude that the distribution of the random variable $`,\chi _\mathrm{\Delta }`$ is the probability measure $`\mu _{\lambda ,\mathrm{\Delta }}`$ on $`(,())`$ whose orthogonal polynomials $`(P_{\lambda ,\mathrm{\Delta }}^{(n)}(x))_{n=0}^{\mathrm{}}`$ with leading coefficient 1 satisfy the recurrence relation

$$xP_{\lambda ,\mathrm{\Delta }}^{(n)}(x)=P_{\lambda ,\mathrm{\Delta }}^{(n+1)}(x)+(\lambda n+c_\lambda \sigma (\mathrm{\Delta }))P_{\lambda ,\mathrm{\Delta }}^{(n)}(x)+n(n1+\sigma (\mathrm{\Delta }))P_{\lambda ,\mathrm{\Delta }}^{(n1)}(x)$$
(2.15)
(the measure $`\mu _{\lambda ,\mathrm{\Delta }}`$ being defined uniquely through this condition). Thus, $`(P_{\lambda ,\mathrm{\Delta }}^{(n)}())_{n=0}^{\mathrm{}}`$ is a system of Laguerre polynomials for $`\lambda =2`$, and a system of Meixner polynomials for $`\lambda 2`$. We will now consider only the case $`\lambda 2`$, the case $`\lambda =2`$ being considered analogously (see also ). By , the Fourier transform of the measure $`\mu _{\lambda ,\mathrm{\Delta }}`$ in a neighborhood of zero in $``$ is given by

$$_{}e^{iux}\mu _{\lambda ,\mathrm{\Delta }}(dx)=\left(\frac{\alpha \beta }{\alpha e^{i\beta u}\beta e^{i\alpha u}}\right)^{\sigma (\mathrm{\Delta })/(\alpha \beta )}\mathrm{exp}[ic_\lambda u\sigma (\mathrm{\Delta })].$$
(2.16)
Therefore, for any $`u`$ satisfying

$$\left|\frac{\alpha (e^{i\beta u}1)\beta (e^{i\alpha u}1)}{\alpha \beta }\right|<1,$$
(2.17)
we get

$$_𝒟^{}e^{iu\omega ,\chi _\mathrm{\Delta }}\mu _\lambda (d\omega )=\mathrm{exp}\left[\frac{\sigma (\mathrm{\Delta })}{\alpha \beta }\mathrm{log}\left(\frac{\alpha e^{i\beta u}\beta e^{i\alpha u}}{\alpha \beta }\right)+ic_\lambda u\sigma (\mathrm{\Delta })\right]$$

$$=\mathrm{exp}\left[\frac{1}{\alpha \beta }_X\mathrm{log}\left(\frac{\alpha e^{i\beta u\chi _\mathrm{\Delta }(x)}\beta e^{i\alpha u\chi _\mathrm{\Delta }(x)}}{\alpha \beta }\right)\sigma (dx)+ic_\lambda _Xu\chi _\mathrm{\Delta }(x)\sigma (dx)\right].$$
(2.18)
Now, let $`\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n𝒪_c(X)`$ be disjoint. Then the spaces $`𝒦_{\mathrm{\Delta }_1}_0()`$,…, $`𝒦_{\mathrm{\Delta }_n}_0()`$ are orthogonal in $`_{\mathrm{e}xt}()`$. Therefore, the random variables $`,\chi _{\mathrm{\Delta }_1},\mathrm{},,\chi _{\mathrm{\Delta }_n}`$ are independent. Hence, for any step function $`\phi =_{i=1}^nu_i\chi _{\mathrm{\Delta }_i}`$ such that all $`u_i`$’s satisfy (2.17) with $`u=u_i`$, formula (2.8) holds.

Finally, fix any $`\phi 𝒟`$ satisfying (2.8). Choose any sequence of step functions $`\{\phi _n\}_n`$ such that

$$\underset{n,xX}{sup}\left|\frac{\alpha (e^{i\beta \phi _n(x)}1)\beta (e^{i\alpha \phi _n(x)}1)}{\alpha \beta }\right|<1,$$

$`_n\mathrm{supp}\phi _n𝒪_c(X)`$, and $`\phi _n`$ converges pointwisely to $`\phi `$ as $`n\mathrm{}`$. Then, by the majorized convergence theorem, we conclude that the right hand side of (2.8) with $`\phi =\phi _n`$ converges to the right hand side of (2.8). On the other hand, $`,\phi _n`$ converges to $`,\phi `$ in $`L^2(𝒟^{};\mu )`$, and therefore also in probability. Hence, again by the majorized convergence theorem, the left hind side of (2.8) with $`\phi =\phi _n`$ converges to the left hand side of (2.8). $`\mathrm{}`$

###### Corollary 2.1

For each $`\mathrm{\Delta }𝒪_c(X)`$, the distribution $`\mu _{\lambda ,\mathrm{\Delta }}`$ of the random variable $`,\chi _\mathrm{\Delta }`$ under $`\mu _\lambda `$ is given as follows: For $`\lambda >2`$, $`\mu _{\lambda ,\mathrm{\Delta }}`$ is the negative binomial (Pascal) distribution

$$\mu _{\lambda ,\mathrm{\Delta }}=(1p_\lambda )^{\sigma (\mathrm{\Delta })}\underset{k=0}{\overset{\mathrm{}}{}}\frac{\left(\sigma (\mathrm{\Delta })\right)_k}{k!}p_\lambda ^k\delta _{\sqrt{\lambda ^24}k},$$
(2.19)
where

$$p_\lambda :=\frac{\lambda \sqrt{\lambda ^24}}{\lambda +\sqrt{\lambda ^24}},$$

and for $`r>0`$ $`(r)_0:=1`$, $`(r)_k:=r(r+1)\mathrm{}(r+k1)`$, $`k`$. For $`\lambda =2`$, $`\mu _{2,\mathrm{\Delta }}`$ is the Gamma distribution

$$\mu _{2,\mathrm{\Delta }}(ds)=\frac{s^{\sigma (\mathrm{\Delta })1}e^s}{\mathrm{\Gamma }(\sigma (\mathrm{\Delta }))}\chi _{[0,\mathrm{})}(s)ds.$$
(2.20)
Finally, for $`\lambda [0,2)`$,

$$\begin{array}{c}\mu _{\lambda ,\mathrm{\Delta }}(ds)=\frac{(4\lambda ^2)^{(\sigma (\mathrm{\Delta })1)/2}}{2\pi \mathrm{\Gamma }(\sigma (\mathrm{\Delta }))}\hfill \\ \hfill \times \left|\mathrm{\Gamma }\left(\sigma (\mathrm{\Delta })/2+i(4\lambda ^2)^{1/2}s\right)\right|^2\mathrm{exp}\left[s2(4\lambda ^2)^{1/2}\mathrm{arctan}\left(\lambda (4\lambda ^2)^{1/2}\right)\right]ds.\end{array}$$
(2.21)
Proof. The result follows from (the proof of) Theorem 2.1, , and \[12, Ch. VI, sect. 3\] (see also  and \[28, subsec. 4.3.5\]). $`\mathrm{}`$

For $`f^{(n)}_{\mathrm{e}xt}^{(n)}()`$, let $`:^n:_\lambda ,f^{(n)}`$ denote the element of $`L^2(𝒟^{};\mu _\lambda )`$ defined as $`I_\lambda f^{(n)}`$.

###### Corollary 2.2

For any $`\mathrm{\Delta }𝒪_c(X)`$ we have

$$:\omega ^n:_\lambda ,\chi _\mathrm{\Delta }^n=P_{\lambda ,\mathrm{\Delta }}^{(n)}(\omega ,\chi _\mathrm{\Delta })\mu _\lambda \text{-a.a. }\omega 𝒟^{}\text{,}$$
(2.22)
where $`(P_{\lambda ,\mathrm{\Delta }}^{(n)})_{n=0}^{\mathrm{}}`$ are the polynomials on $``$ as in the proof of Theorem 2.1.

Proof. This result directly follows from the proof of Theorem 2.1. $`\mathrm{}`$

###### Remark 2.3

Let us state the one-dimensional analog of the results of Theorem 2.1 and Corollaries 2.1, 2.2. We consider the weighted $`\mathrm{}_2`$-space $`=\mathrm{}_2(((n!)^2)_{n=0}^{\mathrm{}})`$ consisting of all sequences $`f=(f^{(n)})_{n=0}^{\mathrm{}}`$, $`f^{(n)}`$, such that $`f_{}^2:=_{n=0}^{\mathrm{}}|f^{(n)}|^2(n!)^2<\mathrm{}`$. Let $`_{\mathrm{f}in}`$ denote the set of all finite sequences in $``$. For each $`\lambda [0,\mathrm{})`$, we define a linear Hermitian operator $`a_\lambda `$ in $``$ with domain $`_{\mathrm{f}in}`$ by setting

$$a_\lambda =a^++\lambda a^0+a^{}+c_\lambda \mathrm{id},$$

where $`(a^+f^{(n)})^{(k)}=\delta _{k,n+1}f^{(n)}`$, $`(a^0f^{(n)})^{(k)}=\delta _{k,n}nf^{(n)}`$, $`(a^{}f^{(n)})^{(k)}=\delta _{k,n1}n^2f^{(n)}`$. Here $`\delta _{i,j}=1`$ if $`i=j`$ and $`\delta _{i,j}=0`$ otherwise, and $`c_\lambda `$ is given by (2.6). We note that, under the natural unitary mapping of the weighted $`\mathrm{}_2`$-space $``$ onto the usual $`\mathrm{}_2`$, the operator $`a_\lambda `$ goes over into the operator defined by the infinite Jacobi matrix $`J=(\alpha _{m,n})_{m,n=0}^{\mathrm{}}`$ with the elements $`\alpha _{n,n}=\lambda n+c_\lambda `$, $`n_+`$, $`\alpha _{n,n+1}=\alpha _{n+1,n}=n+1`$, $`n_+`$, and $`\alpha _{m,n}=0`$ for $`|mn|>1`$.

The operator $`a_\lambda `$ is essentially self-adjoint, and let $`a_\lambda ^{}`$ denote its closure. By the spectral theory of infinite Jacobi matrices (e.g. \[2, Ch. VII, Sect. 1\]), there exist a unique probability measure $`𝔪_\lambda `$ on $`(,())`$ and a unique unitary operator $`_\lambda :L^2(;𝔪_\lambda )`$ such that the image of the operator $`a_\lambda ^{}`$ under $`_\lambda `$ is the operator of multiplication by the variable $`x`$ and $`_\lambda (1,0,0,\mathrm{})=1`$. The mapping $`_\lambda `$ is given on the dense set $`_{\mathrm{f}in}`$ by

$$_{\mathrm{f}in}f=(f^{(n)})_{n=0}^{\mathrm{}}_\lambda f=\underset{n=0}{\overset{\mathrm{}}{}}f^{(n)}P_\lambda ^{(n)}(x).$$

Here, $`(P_\lambda ^{(n)})_{n=0}^{\mathrm{}}`$ is the system of polynomials on $``$ satisfying the following recurrence relation: for $`n_+`$

$$xP_\lambda ^{(n)}(x)=P_\lambda ^{(n+1)}(x)+(\lambda n+c_\lambda )P_\lambda ^{(n)}(x)+n^2P_\lambda ^{(n1)}(x),P_\lambda ^{(1)}(x)=0,P_\lambda ^{(1)}(x)=1,$$

and $`𝔪_\lambda `$ is the unique probability measure on $``$ with respect to which the polynomials $`(P_\lambda ^{(n)})_{n=0}^{\mathrm{}}`$ are orthogonal. By , the Fourier transform of the measure $`𝔪_\lambda `$ in a neighborhood of zero in $``$ is given by

$$_{}e^{iux}𝔪_\lambda (dx)=\{\begin{array}{cc}e^{ic_\lambda u}\left(\frac{\alpha \beta }{\alpha e^{i\beta u}\beta e^{i\alpha u}}\right)^{1/(\alpha \beta )},\hfill & \lambda 2,\hfill \\ (1iu)^1,\hfill & \lambda =2.\hfill \end{array}$$
(2.23)
Furthermore, the measure $`𝔪_\lambda `$ is explicitly given by the right hand side of formula (2.19), resp. (2.20), resp. (2.21), with $`\sigma (\mathrm{\Delta })=1`$. Thus $`𝔪_\lambda `$ is a Pascal distribution for $`\lambda [0,2)`$, a Gamma distribution for $`\lambda =2`$, and a Meixner distribution for $`\lambda >2`$.

We will now show that each $`\mu _\lambda `$ is a compound Poisson, respectively Lévy noise measure.

###### Corollary 2.3

For each $`\lambda 2`$, $`\mu _\lambda `$ is a compound Poisson measure on $`(𝒟^{},𝒞_\sigma (𝒟^{}))`$ whose Lévy–Khintchine representation of the Fourier transform reads as follows:

$$_𝒟^{}e^{i\omega ,\phi }\mu _\lambda (d\omega )=\mathrm{exp}\left[_{X\times _+}(e^{is\phi (x)}1)\sigma (dx)\nu _\lambda (ds)\right],\phi 𝒟,$$
(2.24)
where

$`\nu _2(ds)`$ $`={\displaystyle \frac{e^s}{s}}ds,`$
$`\nu _\lambda (ds)`$ $`={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{p_\lambda ^k}{k}}\delta _{\sqrt{\lambda ^24}k},\lambda >2.`$ (2.25)
In particular, each $`\mu _\lambda `$ is concentrated on the set of all Radon measures on $`(X,(X))`$ of the form $`_{n=1}^{\mathrm{}}s_n\delta _{x_n}`$, $`\{x_n\}X`$, $`s_n>0`$, $`n`$.

Proof. It follows from the general theory of compound Poisson measures (e.g. ) that there exists a compound Poisson measure $`\stackrel{~}{\mu }_\lambda `$ whose Fourier transform is given by (2.24) with $`\nu _\lambda `$ given by (2.25), and which is concentrated on the set of those Borel measures on $`X`$ as in the formulation of the theorem. Furthermore, it follows from the general theory that, for any disjoint $`\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n𝒪_c(X)`$, the random variables are independent. Thus, it suffices to show that, for any fixed $`\mathrm{\Delta }𝒪_c(X)`$, the distributions of the random variable $`\omega ,\chi _\mathrm{\Delta }`$ under $`\mu _\lambda `$ and $`\stackrel{~}{\mu }_\lambda `$ coincide. But this can be easily done by calculating the Fourier transform

$$_𝒟^{}e^{iu\omega ,\chi _\mathrm{\Delta }}\stackrel{~}{\mu }_\lambda (d\omega )=\mathrm{exp}\left[\sigma (\mathrm{\Delta })__+(e^{ius}1)\nu _\lambda (ds)\right],u,$$

and comparing it with the Fourier transform of the measure $`\mu _{\lambda ,\mathrm{\Delta }}`$ (see (2.16) for the case $`\lambda >2`$). $`\mathrm{}`$

In the case $`\lambda [0,2)`$, the situation is a little bit more complicated, since the corresponding Lévy measure $`\nu _\lambda `$ to be identified does not have the first moment finite.

###### Corollary 2.4

For $`\lambda [0,2)`$, $`\mu _\lambda `$ is the Lévy noise measure whose Lévy–Khintchine representation of the Fourier transform reads as follows:

$$_𝒟^{}e^{i\omega ,\phi }\mu _\lambda (d\omega )=\mathrm{exp}\left[_{X\times }\left(e^{is\phi (x)}1is\phi (x)\right)\sigma (dx)\nu _\lambda (ds)+ic_\lambda \phi \right],\phi 𝒟,$$
(2.26)
where

$$\begin{array}{c}\nu _\lambda (ds)=\frac{\sqrt{4\lambda ^2}}{2\pi }\hfill \\ \hfill \times \left|\mathrm{\Gamma }\left(1+i(4\lambda ^2)^{1/2}s\right)\right|^2\mathrm{exp}\left[s2(4\lambda ^2)^{1/2}\mathrm{arctan}\left(\lambda (4\lambda ^2)^{1/2}\right)\right]\frac{1}{s^2}ds.\end{array}$$
(2.27)
Proof. The existence of a probability measure $`\stackrel{~}{\mu }_\lambda `$ on $`𝒟^{}`$ whose Fourier transform is given by the right hand side of (2.26) with $`\nu _\lambda `$ given by (2.27) follows by e.g. the Bochner–Minlos theorem. Furthermore, as easily seen, for each $`\mathrm{\Delta }𝒪_c(X)`$, one can naturally define a random variable $`,\chi _\mathrm{\Delta }`$ as an element of $`L^2(𝒟^{};\stackrel{~}{\mu }_\lambda )`$. By (2.26), for any disjoint $`\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n𝒪_c(X)`$, the random variables $`,\chi _{\mathrm{\Delta }_1},\mathrm{},,\chi _{\mathrm{\Delta }_n}`$ are independent. Analogously to the proof of Corollary 2.3, we conclude the statement by calculating the integral $`_{}(e^{ius}1ius)\nu _\lambda (ds)`$, $`u`$, using \[28, subsec. 4.3.5\], see also . $`\mathrm{}`$

###### Remark 2.4

It follows from Corollaries 2.3 and 2.4 that $`s^2\nu _\lambda (ds)`$ is a Meixner distribution for $`\lambda [0,2)`$, gamma distribution for $`\lambda =2`$, and Pascal distribution for $`\lambda >2`$. Furthermore, for each $`\lambda 0`$, $`s^2\nu _\lambda (ds)`$ is a probability measure on $``$ whose orthogonal polynomials $`(Q_\lambda ^{(n)})_{n=0}^{\mathrm{}}`$ with leading coefficient 1 satisfy the following recurrence relation:

$$sQ_\lambda ^{(n)}(s)=Q_\lambda ^{(n+1)}(s)+\lambda (n+1)Q^{(n)}(s)+n(n+1)Q_\lambda ^{(n1)}(s),n_+,Q_\lambda ^1(s):=0.$$

We denote by $`𝒫(𝒟^{})`$ the set of continuous polynomials on $`𝒟^{}`$, i.e., functions on $`𝒟^{}`$ of the form

$$F(\omega )=\underset{i=0}{\overset{n}{}}\omega ^i,f^{(i)},f^{(i)}𝒟_{}^{\widehat{}i},\omega ^{\widehat{}0}:=1,i_+.$$

The greatest number $`i`$ for which $`f^{(i)}0`$ is called the power of a polynomial. We denote by $`𝒫_n(𝒟^{})`$ the set of continuous polynomials of power $`n`$.

###### Corollary 2.5

For each $`\lambda 0`$, we have $`I_\lambda (_{\mathrm{f}in}(𝒟))=𝒫(𝒟^{})`$. In particular, $`𝒫(𝒟^{})`$ is a dense subset of $`L^2(𝒟^{};\mu _\lambda )`$. Furthermore, let $`𝒫_{\lambda ,n}(𝒟^{})`$ denote the closure of $`𝒫_n(𝒟^{})`$ in $`L^2(𝒟^{};\mu _\lambda )`$, and let $`(L_{\lambda ,n}^2)`$ denote the orthogonal difference $`𝒫_{\lambda ,n}(𝒟^{})𝒫_{\lambda ,n1}(𝒟^{})`$ in L$`{}_{}{}^{2}(𝒟^{};\mu _\lambda )`$. Then,

$$L^2(𝒟^{};\mu _\lambda )=\underset{n=0}{\overset{\mathrm{}}{}}(L_{\lambda ,n}^2).$$
(2.28)
Finally, let $`P_{\lambda ,n}`$ denote the orthogonal projection of $`L^2(𝒟^{};\mu _\lambda )`$ onto $`(L_{\lambda ,n}^2)`$. Then, for any $`f^{(n)}𝒟_{}^{\widehat{}n}`$,

$$P_{\lambda ,n}(^n,f^{(n)})=:^n:_\lambda ,f^{(n)}\mu _\lambda \text{-a}\text{.}\text{e}\text{.}$$
(2.29)
and

$$I_\lambda (_{\mathrm{e}xt}^{(n)}())=(L_{\lambda ,n}^2).$$
(2.30)
Proof. Using recurrence relation (2.10), we obtain by induction the inclusion $`I_\lambda (_{\mathrm{f}in}(𝒟))𝒫(𝒟^{})`$ and moreover, the equality

$$:\omega ^n:_\lambda ,f^{(n)}=\omega ^n,f^{(n)}+p_{n1}(\omega ),f^{(n)}𝒟_{}^{\widehat{}n},$$
(2.31)
where $`p_{n1}𝒫_{n1}(𝒟^{})`$. Using (2.31), we then obtain by induction also the inverse inclusion $`𝒫(𝒟^{})I_\lambda (_{\mathrm{f}in}(𝒟^{}))`$. That $`𝒫(𝒟^{})`$ is dense in $`L^2(𝒟^{};\mu _\lambda )`$ follows from the fact that $`_{\mathrm{f}in}(𝒟)`$ is dense in $`_{\mathrm{e}xt}()`$. Decomposition (2.28) now becomes evident. Finally, (2.29) follows by (2.31), and (2.30) is a consequence of (2.29). $`\mathrm{}`$

## 3 The generating function

Now, we will identify the generating function of the polynomials $`:\omega ^n:_\lambda ,\phi ^n`$, $`\phi 𝒟`$.

Let $`(X)`$ denote the set of signed Radon measures on $`(X,(X))`$. We can evidently identify any measure $`\omega (X)`$ with an element $`\stackrel{~}{\omega }𝒟^{}`$ by setting

$$\stackrel{~}{\omega },\phi :=_X\phi (x)\omega (dx),\phi 𝒟.$$

In what follows, we will just write $`\omega `$ instead of $`\stackrel{~}{\omega }`$. Then, for $`\mathrm{\Delta }𝒪_c(X)`$, the writing $`\omega ,\chi _\mathrm{\Delta }`$ will mean $`\omega (\mathrm{\Delta })`$.

###### Proposition 3.1

We have, for $`\lambda 2`$,

$$\begin{array}{c}G_\lambda (\omega ,\phi ):=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}:\omega ^n:_\lambda ,\phi ^n=\mathrm{exp}[\frac{1}{\alpha \beta }\mathrm{log}\left(\frac{(1\beta \phi )^{1/\beta }}{(1\alpha \phi )^{1/\alpha }}\right)\hfill \\ \hfill +\frac{1}{\alpha \beta }\omega c_\lambda ,\mathrm{log}\left(\frac{1\beta \phi }{1\alpha \phi }\right)]\end{array}$$
(3.1)
and for $`\lambda =2`$

$$G_2(\omega ,\phi ):=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}:\omega ^n:_2,\phi ^n=\mathrm{exp}[\mathrm{log}(1+\phi )+\omega ,\frac{\phi }{\phi +1}].$$
(3.2)
Formulas (3.1), (3.2) hold for each $`\omega (X)`$ and for each $`\phi 𝒟_{}`$ satisfying $`\phi _{\mathrm{}}<(\mathrm{max}(|\alpha |,|\beta |))^1`$ for (3.1) and $`\phi _{\mathrm{}}<1`$ for (3.2). More generally, for each fixed $`\tau T`$, there exists a neighborhood of zero in $`𝒟_{}`$ (depending on $`\lambda `$), denoted by $`𝒪_\tau `$, such that (3.2), respectively (3.2), holds for all $`\omega _\tau `$ and all $`\phi 𝒪_\tau `$.

###### Remark 3.1

In the one-dimensional case (see Remark 2.3), the generating function of the polynomials $`(P_\lambda ^{(n)}())_{n=0}^{\mathrm{}}`$ is given by (cf. )

$`𝒢_\lambda (x,u):={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{u^n}{n!}}P_\lambda ^{(n)}(x)`$ $`=\left({\displaystyle \frac{(1\beta u)^{1/\beta }}{(1\alpha u)^{1/\alpha }}}\right)^{1/(\alpha \beta )}\left({\displaystyle \frac{1\beta u}{1\alpha u}}\right)^{(xc_\lambda )/(\alpha \beta )},\lambda 2,`$
$`𝒢_2(x,u):={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{u^n}{n!}}P_2^{(n)}(x)`$ $`={\displaystyle \frac{1}{1+u}}e^{ux/(u+1)}`$
for $`u`$ from a neighborhood of zero in $``$.

Proof of Proposition 3.1. We only prove formula (3.1), corresponding to the case $`\lambda 2`$. Let us fix $`\omega (X)`$. Then, as easily seen from (2.10), $`:\omega ^n:_\lambda (X^n)`$ for each $`n`$ (if we identify $`(X^n)`$ as a subset of $`𝒟^n)`$. Fix $`\mathrm{\Delta }𝒪_c(X)`$. As follows from the proof of Theorem 2.1, the equality in (2.22) holds for each $`\omega (X)`$. Then,

$$\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}:\omega ^n:_\lambda ,(u\chi _\mathrm{\Delta })^n=\underset{n=0}{\overset{\mathrm{}}{}}\frac{u^n}{n!}:\omega ^n:_\lambda ,\chi _\mathrm{\Delta }^n=\underset{n=0}{\overset{\mathrm{}}{}}\frac{u^n}{n!}P_{\lambda ,\mathrm{\Delta }}^{(n)}(\omega ,\chi _\mathrm{\Delta }).$$

Hence, it follows from  (see also Remark 3.1) that (3.2) holds with $`\phi =u\chi _\mathrm{\Delta }`$ and $`u`$ such that $`|u|<(\mathrm{max}(|\alpha |,|\beta |))^1`$.

We next prove the following lemma.

###### Lemma 3.1

For any $`\omega (X)`$ and any disjoint $`\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_l𝒪_c(X)`$,

$$:\omega ^n:_\lambda ,\chi _{\mathrm{\Delta }_1}^{k_1}\widehat{}\mathrm{}\widehat{}\chi _{\mathrm{\Delta }_l}^{k_l}=\underset{i=1}{\overset{l}{}}:\omega ^{k_i}:_\lambda ,\chi _{\mathrm{\Delta }_i}^{k_i}=\underset{i=1}{\overset{l}{}}P_{\lambda ,\mathrm{\Delta }}^{(k_i)}(\omega ,\chi _{\mathrm{\Delta }_i}),$$
(3.3)
where $`k_1,\mathrm{},k_l`$, $`k_1+\mathrm{}+k_l=n`$.

Proof. We prove this lemma by induction in $`n`$. For $`n=1`$, formula (3.3) trivially holds. Now, suppose that (3.3) holds for all $`nN`$. Let $`k_1,\mathrm{},k_l`$, $`k_1+\mathrm{}+k_l=N+1`$. Applying recurrence formula (2.10) to $`:\omega ^{(N+1)}:_\lambda `$, we express $`:\omega ^{(N+1)}:_\lambda ,\chi _{\mathrm{\Delta }_1}^{k_1}\widehat{}\mathrm{}\widehat{}\chi _{\mathrm{\Delta }_l}^{k_l}`$ through $`\omega ,\chi _{\mathrm{\Delta }_j}`$, $`:\omega ^N:_\lambda ,\chi _{\mathrm{\Delta }_1}^{k_1}\widehat{}\mathrm{}\widehat{}\chi _{\mathrm{\Delta }_j}^{(k_j1)}\widehat{}\mathrm{}\widehat{}\chi _{\mathrm{\Delta }_l}^{k_l}`$, $`:\omega ^{(N1)}:_\lambda ,\chi _{\mathrm{\Delta }_1}^{k_1}\widehat{}\mathrm{}\widehat{}\chi _{\mathrm{\Delta }_j}^{(k_j2)}\widehat{}\mathrm{}\widehat{}\chi _{\mathrm{\Delta }_l}^{k_l}`$, and $`\sigma (\mathrm{\Delta }_j)`$, $`j=1,\mathrm{},l`$. Applying formula (3.3) with $`n=N`$ and $`n=N1`$ and then using the recurrence relation (2.15) for the polynomials $`P_{\lambda ,\mathrm{\Delta }}^{(n)}`$, we conclude the statement. $`\mathrm{}`$

Fix any disjoint $`\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_m𝒪_c(X)`$ and any $`u_1,\mathrm{},u_m`$ satisfying $`|u_i|<\mathrm{max}(|\alpha |,|\beta |)^1`$, $`i=1,\mathrm{},m`$, and set $`f:=_{i=1}^mu_i\chi _{\mathrm{\Delta }_i}`$. By Lemma 3.1, we get

$$\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}:\omega ^n:_\lambda ,f^n=\underset{i=1}{\overset{m}{}}\left(\underset{n=0}{\overset{\mathrm{}}{}}\frac{u_i^n}{n!}:\omega ^n:_\lambda ,\chi _{\mathrm{\Delta }_i}^n\right).$$

Hence, (3.2) holds with $`\phi =f`$.

Using (2.10), one easily shows by induction that, for each fixed $`\mathrm{\Lambda }𝒪_c(X)`$, there exists a constant $`C_{\mathrm{\Lambda },\omega }`$ such that

$$n:|:\omega ^n:_\lambda \mathrm{\Lambda }^n|n!C_{\mathrm{\Lambda },\omega }^n,$$
(3.4)
where $`|:\omega ^n:_\lambda \mathrm{\Lambda }^n|`$ denotes the full variation of the signed measure $`:\omega ^n:_\lambda `$ on $`\mathrm{\Lambda }^n`$. Fix any $`\phi 𝒟`$ such that $`\mathrm{supp}\phi \mathrm{\Lambda }`$ and $`\phi _{\mathrm{}}<C_{\mathrm{\Lambda },\omega }^1`$. Let $`\{f_k,k\}`$ be a sequence of step functions on $`X`$ such that

$$C:=\underset{k,xX}{sup}|f_k(x)|<C_{\mathrm{\Lambda },\omega }^1,$$

$`_k\mathrm{supp}f_k\mathrm{\Lambda }`$ and $`f_k\phi `$ as $`k\mathrm{}`$ uniformly on $`X`$. We then get by (3.4)

$`|{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!}}:\omega ^n:_\lambda ,f_k^n{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!}}:\omega ^n:_\lambda ,\phi ^n|`$
$`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{n!}}|:\omega ^n:_\lambda \mathrm{\Lambda }^n|\underset{(x_1,\mathrm{},x_n)X^n}{sup}|f_k^n(x_1,\mathrm{},x_n)\phi ^n(x_1,\mathrm{},x_n)|`$
$`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}C_{\mathrm{\Lambda },\omega }^nn\mathrm{max}(\phi _{\mathrm{}},C)^{n1}\underset{xX}{sup}|f_k(x)\phi (x)|0\text{as }k\mathrm{}.`$ (3.5)
Let $`\stackrel{~}{G}_\lambda (\omega ,\phi )`$ denote the right hand side of (3.2). Then, if

$$\mathrm{max}(\phi _{\mathrm{}},C)<\mathrm{max}(|\alpha |,|\beta |)^1,$$

by the majorized convergence theorem, $`\stackrel{~}{G}_\lambda (\omega ,f_k)\stackrel{~}{G}_\lambda (\omega ,\phi )`$ as $`k\mathrm{}`$. Thus, (3.2) holds for any $`\phi 𝒟`$ such that $`\mathrm{supp}\phi \mathrm{\Lambda }`$ and

$$\phi _{\mathrm{}}<\mathrm{min}(C_{\mathrm{\Lambda },\omega }^1,\mathrm{max}(|\alpha |,|\beta |)^1).$$

Let us show that (3.2) holds for any $`\phi 𝒟`$ such that $`\phi _{\mathrm{}}<\mathrm{max}(|\alpha |,|\beta |)^1`$. Fix such $`\phi 𝒟`$. Denote

$$O_\phi :=\{z:|z|<1+(1/2)(\mathrm{max}(|\alpha |,|\beta |)^1\phi _{\mathrm{}})\},$$

and consider the analytic function

$$O_\phi zg(z):=\stackrel{~}{G}_\lambda (\omega ,z\phi ).$$

For all $`z`$ such that $`|z|1`$, we have the Taylor expansion

$$g(z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{g^{(n)}(0)}{n!}z^n.$$
(3.6)
But it follows from the proved above that

$$g(z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}:\omega ^n:_\lambda ,\phi ^nz^n$$
(3.7)
for all $`z`$ from some neighborhood of zero. Comparing (3.6) and (3.7), we get

$$g^{(n)}(0)=:\omega ^n:_\lambda ,\phi ^n,$$
(3.8)
and thus, by (3.6) and (3.8) we have proved the proposition in the case where $`\omega (X)`$.

Let us consider the general case. Fix $`\tau T`$. Without loss of generality, we can suppose that the inclusion $`_\tau L^2(X;\sigma )`$ is quasi-nuclear,

$$\phi _{\mathrm{}}C_\tau \phi _\tau ,\phi 𝒟,C_\tau >0,$$

and $`1_\tau `$. Let

$$𝒪_\tau :=\{\phi 𝒟_{}:\phi _\tau (2C_\tau \mathrm{max}(|\alpha |,|\beta |))^1\}.$$

It follows from (2.2) that

$$\underset{\phi 𝒪_\tau }{sup}\mathrm{max}(\mathrm{log}(1\alpha \phi )_\tau ,\mathrm{log}(1\beta \phi )_\tau )<\mathrm{}.$$

Then, for each fixed $`\omega 𝒟_\tau `$, the function $`\stackrel{~}{G}_\lambda (\omega ,)`$ is G-holomorphic and bounded on $`𝒪_\tau `$. Hence, by e.g. , $`\stackrel{~}{G}_\lambda (\omega ,)`$ is holomorphic on $`𝒪_\tau `$. The Taylor decomposition of $`\stackrel{~}{G}_\lambda (\omega ,)`$ and the kernel theorem (cf. \[24, subsec. 4.1\]) yield

$$\stackrel{~}{G}_\lambda (\omega ,\phi )=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}G_\lambda ^{(n)}(\omega ),\phi ^n,$$
(3.9)
where $`G_\lambda ^{(n)}(\omega )_\tau ^{\widehat{}n}`$ is given through

$$G_\lambda ^{(n)}(\omega ),\phi ^n=\frac{d^n}{dt^n}|_{t=0}\stackrel{~}{G}_\lambda (\omega ,t\phi ).$$

Next, for each $`\omega (X)_\tau `$, we have, by the proved above,

$$G_\lambda ^{(n)}(\omega ),\phi ^n=:\omega ^n:_\lambda ,\phi ^n,\phi 𝒟.$$
(3.10)
Differentiating $`\stackrel{~}{G}_\lambda (\omega ,t\phi )`$ in $`t`$, we conclude that $`\frac{d^n}{dt^n}|_{t=0}\stackrel{~}{G}_\lambda (\omega ,t\phi )`$ depends continuously on $`\omega _\tau `$. On the other hand, $`:\omega ^n:_\lambda ,\phi ^n`$ does also depend continuously on $`\omega _\tau `$. Since $`(X)_\tau `$ is dense in $`_\tau `$ ($`(X)_\tau `$, in particular, contains $`𝒟`$), we conclude that (3.10) holds for all $`\omega _\tau `$, and hence also (3.9) holds for all $`\omega _\tau `$. $`\mathrm{}`$

###### Corollary 3.1

For each $`\lambda 0`$, the function

$$\phi L_\lambda (\phi ):=_𝒟^{}e^{\omega ,\phi }\mu _\lambda (d\omega )$$

is well defined and holomorphic on some neighborhood of zero in $`𝒟_{}`$. Furthermore, for each fixed $`\tau T`$, there exists a neighborhood of zero in $`𝒟_{}`$, denoted by $`O_\tau `$, such that, for all $`\omega _\tau `$ and all $`\phi O_\tau `$, we have

$$G_\lambda (\omega ,\phi )=\frac{e^{\omega ,\mathrm{\Psi }_\lambda (\phi )}}{L_\lambda (\mathrm{\Psi }_\lambda (\phi ))}.$$
(3.11)
Here,

$`\mathrm{\Psi }_\lambda (\phi )`$ $`:={\displaystyle \frac{1}{\alpha \beta }}\mathrm{log}\left({\displaystyle \frac{1\beta \phi }{1\alpha \phi }}\right),\lambda 2,`$
$`\mathrm{\Psi }_2(\phi )`$ $`:={\displaystyle \frac{\phi }{\phi +1}},`$
is a holomorphic $`𝒟_{}`$-valued function defined in a neighborhood of zero in $`𝒟_{}`$ which is invertible and satisfies $`\mathrm{\Psi }_\lambda (0)=0`$.

###### Remark 3.2

Corollary 3.1 shows that the system of polynomials $`:\omega ^n:_\lambda ,f^{(n)}`$, $`f^{(n)}𝒟_{}^{\widehat{}n}`$, $`n_+`$, is a generalized Appell system in terms of , see also  and the references therein. We also refer to  and the references therein for the study of the Appell systems via the theory of generalized translation operators.

###### Remark 3.3

Note that

$`\mathrm{\Psi }_\lambda ^1(\phi )`$ $`:={\displaystyle \frac{e^{\alpha \phi }e^{\beta \phi }}{\alpha e^{\alpha \phi }\beta e^{\beta \phi }}},\lambda 2,`$
$`\mathrm{\Psi }_2^1(\phi )`$ $`:={\displaystyle \frac{\phi }{1\phi }}.`$
###### Remark 3.4

In the one-dimensional case (Remarks 2.3 and 3.1), the function

$$z_\lambda (z):=_{}e^{zx}𝔪_\lambda (dx)$$

is well defined and holomorphic on a neighborhood of zero in $``$ (for the explicit formula, replace $`iu`$ in formula (2.23) with $`z`$). Furthermore, for all $`x`$ and $`z`$ from the neighborhood of zero, we have

$$𝒢_\lambda (x,z)=\frac{e^{x\mathrm{\Psi }_\lambda (z)}}{_\lambda (\mathrm{\Psi }_\lambda (z))},$$

where $`\mathrm{\Psi }_\lambda (z)=\frac{1}{\alpha \beta }\mathrm{log}\left(\frac{1\beta z}{1\alpha z}\right)`$, $`\lambda 2`$, $`\mathrm{\Psi }_2(z)=\frac{z}{z+1}`$.

Proof of Corollary 3.1. Fix $`\lambda 0`$. Let $`\stackrel{~}{L}_\lambda (\phi )`$ denote the right hand side of (2.7), respectively (2.8), with $`i\phi `$ replaced with $`\phi `$. It follows from the proof of Theorem 2.1 and \[6, sect. 3.2\] that there exists $`\tau _0T`$ such that $`\mu _\lambda (_{\tau _0})=1`$. By Proposition 3.1, there exists a neighborhood of zero in $`𝒟_{}`$, denoted by $`O_{\tau _0}`$, such that for all $`\phi O_{\tau _0}`$ and all $`\omega _{\tau _0}`$

$$e^{\omega ,\phi }=\stackrel{~}{L}_\lambda (\phi )G_\lambda (\omega ,\mathrm{\Psi }_\lambda ^1(\phi )).$$
(3.12)
Since the number of the summands in the sum on the right hand side of (2.4) is $`n!`$, we easily conclude that

$$G(,\mathrm{\Psi }_\lambda ^1(\phi ))_{L^2(𝒟^{};\mu _\lambda )}^2=\underset{n=0}{\overset{\mathrm{}}{}}\left(\frac{1}{n!}\right)^2(\mathrm{\Psi }_\lambda ^1(\phi ))^n_{_{\mathrm{e}xt}^{(n)}()}^2n!<\mathrm{}$$
(3.13)
for all $`\phi `$ from some (other) neighborhood of zero in $`𝒟_{}`$, denoted by $`O`$. Then, for all $`\phi \stackrel{~}{O}_{\tau _0}:=O_{\tau _0}O`$, we get by (3.12) and (3.13):

$`{\displaystyle _𝒟^{}}e^{\omega ,\phi }\mu _\lambda (d\omega )`$ $`={\displaystyle __\tau }e^{\omega ,\phi }\mu _\lambda (d\omega )`$
$`=\stackrel{~}{L}_\lambda (\phi ){\displaystyle __\tau }G_\lambda (\omega ,\mathrm{\Psi }_\lambda ^1(\phi ))\mu _\lambda (d\omega )`$
$`=\stackrel{~}{L}_\lambda (\phi ).`$ (3.14)
Formula (3.11) in the case of $`_{\tau _0}`$ follows from (3.12) and (3.14) The general case now easily follows from Proposition 3.1. $`\mathrm{}`$

## 4 Operators $`_x`$ and $`_x^{}`$

For each $`\tau T`$, we introduce on $`𝒫(𝒟^{})`$ a Hilbertian norm $`_{\lambda ,\tau }`$ as follows: for any $`\varphi 𝒫(𝒟^{})`$ of the form $`\varphi (\omega )=_{n=0}^N:\omega ^n:_\lambda ,f^{(n)}`$ (cf. Corollary 2.5), we set

$$\varphi _{\lambda ,\tau }^2:=\underset{n=0}{\overset{N}{}}f^{(n)}_\tau ^2n!.$$

Let $`(𝒟_\lambda )_\tau `$ denote the Hilbert space obtained by closing $`𝒫(𝒟^{})`$ in this norm. By \[22, Theorem 34\], there exists $`\tau _0T`$ such that the Hilbert space $`(𝒟_\lambda )_{\tau _0}`$ is densely and continuously embedded into $`L^2(𝒟^{};\mu _\lambda )`$. Just as in Section 2, we first set $`T^{}:=\{\tau T:\tau \tau _0\}`$ and then re-denote $`T:=T^{}`$. Thus, each $`(𝒟_\lambda )_\tau `$, $`\tau T`$, consists of ($`\mu _\lambda `$-classes of) functions on $`𝒟^{}`$ of the form

$$\varphi (\omega )=\underset{n=0}{\overset{\mathrm{}}{}}:\omega ^n:_\lambda ,f^{(n)}$$

with $`f^{(n)}_\tau ^{\widehat{}n}`$ and

$$\varphi _{\lambda ,\tau }^2:=\underset{n=0}{\overset{\mathrm{}}{}}f^{(n)}_\tau ^2(n!)^2<\mathrm{}.$$

Let

$$(𝒟_\lambda ):=\underset{\tau T}{proj\; lim}(𝒟_\lambda )_\tau ,$$
(4.1)
which is a nuclear space \[22, Theorem 32\]. (We note that, though only the case of a nuclear space that is the projective limit of a countable family of Hilbert space is considered in , all the results we cite from this paper admit a straightforward generalization to the case of a general nuclear space.)

Denote by $`_{\mathrm{m}in}^1(𝒟_{}^{})`$ the set of all entire functions on $`𝒟_{}^{}`$ of first order of growth and of minimal type, i.e., a function $`\varphi `$ entire on $`𝒟_{}^{}`$ belongs to $`_{\mathrm{m}in}^1(𝒟_{}^{})`$ if and only if

$$\tau T,\epsilon >0C>0:\omega _{\tau ,}:|\varphi (\omega )|Ce^{\epsilon \omega _\tau }.$$

Denote by $`_{\mathrm{m}in}^1(𝒟^{})`$ the set of restrictions to $`𝒟^{}`$ of functions from $`_{\mathrm{m}in}^1(𝒟_{}^{})`$. Following , we then introduce norms on $`_{\mathrm{m}in}^1(𝒟_{}^{})`$, and hence on $`_{\mathrm{m}in}^1(𝒟^{})`$, as follows. For each $`\varphi _{\mathrm{m}in}^1(𝒟_{}^{})`$ and for any $`\tau T`$ and $`q`$, we set

$$n_{\tau ,q}(\varphi ):=\underset{z_{\tau ,}}{sup}(|\varphi (z)|\mathrm{exp}(2^qz_\tau ).$$

Next, each $`\varphi _{\mathrm{m}in}^1(𝒟_{}^{})`$ can be uniquely represented in the form $`\varphi (z)=_{n=0}^{\mathrm{}}z^n,f^{(n)}`$, and we set, for any $`\tau T`$ and $`q`$,

$$N_{\tau ,q}(\varphi ):=\underset{n=0}{\overset{\mathrm{}}{}}f^{(n)}_\tau ^2(n!)^2\mathrm{\hspace{0.17em}2}^{nq}.$$

By \[22, Theorems 2.5, 3.8 and subsec. 6.2\], the three systems of norms on $`(𝒟_\lambda )`$:

$$(_{\lambda ,\tau },\tau T),(n_{\tau ,q}(),\tau T,q),(N_{\tau ,q}(),\tau T,q),$$

are equivalent, and hence determine the same topology on $`(𝒟_\lambda )`$.

As easily seen, for each $`\phi 𝒟`$, $`I_\lambda a_1^{}(\xi )I_\lambda ^1`$ can be extended to a continuous operator on $`(𝒟_\lambda )`$. We denote this operator $`A_1^{}(\xi )`$. Next, for each $`xX`$, we denote by $`_x`$ the linear continuous operator on $`(𝒟_\lambda )`$ defined by

$$_x:\omega ^n:_\lambda ,f^{(n)}:=n:\omega ^{(n1)}:_\lambda ,f^{(n)}(x,),f^{(n)}𝒟_{}^{\widehat{}n}.$$

###### Lemma 4.1

For any $`\varphi (𝒟_\lambda )`$, we have

$$\omega 𝒟^{}:(A_1^{}(\xi )\varphi )(\omega )=_X\xi (x)(_x\varphi )(\omega )\sigma (dx).$$

Proof. Let $`\tau _0T`$ be such that $`\delta _x_{\tau _0}1`$ for all $`xX`$. Fix $`\omega _\tau `$, $`\tau \tau _0`$. Let $`\tau ^{}>\tau `$ be such that the inclusion $`_{\tau _0}_\tau `$ is quasi-nuclear. By \[22, Proposition 22\], we have for any $`\epsilon >0`$

$$:\omega ^n:_\lambda _\tau ^{}n!C_\tau ^n\mathrm{exp}(\epsilon \omega _\tau ),C_\tau >0.$$
(4.2)
Hence, we may estimate

$$\underset{n=1}{\overset{\mathrm{}}{}}n|:\omega ^{(n1)}:_\lambda ,f^{(n)}(x,)|\underset{xX}{sup}\delta _x_\tau ^{}\mathrm{exp}(\epsilon \omega _\tau )\underset{n=1}{\overset{\mathrm{}}{}}(n1)!C_\tau ^{n1}nf^{(n)}_\tau ^{}.$$

Therefore, for each $`\varphi =_{n=0}^{\mathrm{}}:^n:_\lambda ,f^{(n)}(𝒟_\lambda )`$, we get, by the majorized convergence theorem,

$$_X\xi (x)\underset{n=0}{\overset{\mathrm{}}{}}n:\omega ^{(n1)}:_\lambda ,f^{(n)}(x,)\sigma (dx)=\underset{n=0}{\overset{\mathrm{}}{}}:\omega ^{(n1)}:_\lambda ,nf^{(n)},\xi ,$$

where

$$f^{(n)},\xi (x_1,\mathrm{},x_{n1}):=_Xf^{(n)}(x,x_1,\mathrm{},x_{n1})\xi (x)\sigma (dx).$$

From here, the lemma follows. $`\mathrm{}`$

###### Remark 4.1

Let $`\tau ,\tau ^{}T`$ be as in proof of Lemma 4.1. Note that the operator $`_x`$ acts continuously in $`(𝒟_\lambda )_\tau `$. By (4.2), we then have for all $`\omega _\tau `$ and all $`\phi 𝒟_{}`$ such that $`\phi _\tau ^{}<\mathrm{min}(1,C_\tau ^1)`$:

$$_x\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}:\omega ^n:_\lambda ,\phi ^n=\phi (x)\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}:\omega ^n:_\lambda ,\phi ^n.$$

By Corollary 3.1, we get for all $`\omega _\tau `$ and all $`\phi `$ from a neighborhood of zero in $`𝒟_{}`$:

$$_xe^{\omega ,\mathrm{\Psi }_\lambda (\phi )}=\phi (x)e^{\omega ,\mathrm{\Psi }_\lambda (\phi )},$$

and consequently

$$_xe^{\omega ,\phi }=(\mathrm{\Psi }_\lambda ^1(\phi ))(x)e^{\omega ,\phi }.$$
(4.3)
Let $`_x`$ denote the Gâteaux derivative of a function defined on $`𝒟^{}`$ in direction $`\delta _x`$, i.e., $`_xF(\omega ):=\frac{d}{dt}|_{t=0}F(\omega +t\delta _x)`$. Clearly,

$$_xe^{\omega ,\phi }=\phi (x)e^{\omega ,\phi }.$$
(4.4)
Comparing (4.3) and (4.4), we get (at least informally):

$$_x=\mathrm{\Psi }_\lambda ^1(_x).$$
(4.5)
###### Remark 4.2

In the one-dimendsional case (Remarks 2.3, 3.1, 3.4), we define a linear operator $`A`$ by

$$AP_\lambda ^{(n)}()=nP_\lambda ^{(n1)}().$$

By Remarks 3.1 and 3.4, one then gets (cf. )

$$A=\mathrm{\Psi }_\lambda ^1(D),$$
(4.6)
where $`D=\frac{d}{dx}`$. Thus, (4.5) is an infinite-dimensional counterpart of (4.6).

###### Theorem 4.1

For each $`\lambda 0`$ and for all $`\varphi (𝒟_\lambda )`$ and $`\omega 𝒟^{}`$:

$`(_x\varphi )(\omega )`$ $`={\displaystyle _{}}\left(\varphi (\omega +s\delta _x)\varphi (\omega )\right)s\nu _\lambda (ds),`$ (4.7)
$`(A_1^{}(\xi )\varphi )(\omega )`$ $`={\displaystyle _{X\times }}(\varphi (\omega +s\delta _x)\varphi (\omega ))s\xi (x)\sigma (dx)\nu _\lambda (ds),`$
where $`xX`$, $`\xi 𝒟`$, and $`\nu _\lambda `$ is the Lévy measure of $`\mu _\lambda `$ (see Corollaries 2.3 and 2.4).

Proof. By Lemma 4.1, it suffices to prove the statement only for $`_x`$. Fix $`\tau \tau _0`$ as in proof of Lemma 4.1. Then, for all $`\omega _\tau `$ and all $`\phi `$ from a neighborhood of zero in $`𝒟_{}`$, we have

$`{\displaystyle _{}}\left(e^{\omega +s\delta _x,\phi }e^{\omega ,\phi }\right)s\nu _\lambda (ds)`$ $`=e^{\omega ,\phi }{\displaystyle _{}}\left(e^{s\phi (x)}1\right)s\nu _\lambda (ds)`$
$`=e^{\omega ,\phi }(\mathrm{\Psi }_\lambda ^1(\phi ))(x),`$ (4.8)
where $`\mathrm{\Psi }_\lambda ^1`$ is given by (3.3). The latter equality in (4.8) can be derived by differentiating in $`\theta `$ the following equality:

$`{\displaystyle _{}}(e^{s\theta }1s\theta )\nu _\lambda (ds)`$ $`={\displaystyle _{}}{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{s^{n2}\theta ^n}{n!}}s^2\nu _\lambda (ds)`$
$`=\{\begin{array}{cc}{\displaystyle \frac{1}{\alpha \beta }}\mathrm{log}\left({\displaystyle \frac{\alpha e^{\beta \theta }\beta e^{\alpha \theta }}{\alpha \beta }}\right),\hfill & \lambda 2,\hfill \\ \mathrm{log}(1\theta )\theta ,\hfill & \lambda =2,\hfill \end{array}`$
which holds for all $`\theta `$ from a neighborhood of zero in $``$ (this equality has been already used in course of the proof of Corollaries 2.3 and 2.4). Therefore, by Remark 4.1, we have (4.7) for all $`xX`$, $`\omega _\tau `$ and $`\varphi =G_\lambda (,\phi )`$, where $`\phi `$ runs through a neighborhood of zero in $`𝒟_{}`$, denoted by $`U_\tau `$.

As easily seen, there exists $`\epsilon >0`$ such that

$$_{}e^{\epsilon |s|}s^2\nu _\lambda (ds)<\mathrm{}$$
(4.9)
(in the case $`\lambda <2`$, see e.g. \[12, p. 180\]). Choose $`q`$ such that $`2^{q/2}<\epsilon `$. Choose $`\tau _1,\tau _2T`$ and $`q_1`$ such that $`\tau <\tau _1<\tau _2`$,

$$CN_{\tau ,q}()C_1n_{\tau _1,q_1}()_{\lambda ,\tau _2},C,C_1>0.$$
(4.10)
Fix any $`\varphi (𝒟_\lambda )`$. For each $`k`$, let $`\varphi _k`$ be a linear combination of functions $`G_\lambda (,\phi )`$ with $`\phi U_\tau `$ and let $`\varphi _k\varphi _{\lambda ,\tau _2}0`$ as $`k\mathrm{}`$ (evidently, such a sequence $`\{\varphi _k\}`$ always exists). By (4.10), we then have

$$n_{\tau _1,q_1}(\varphi _k\varphi )0\text{as }k\mathrm{}.$$
(4.11)
For a fixed $`\omega _\tau _{\tau _1}`$, we define

$$\stackrel{~}{\varphi }_k(z):=\varphi _k(\omega +z)\varphi _k(\omega ),\stackrel{~}{\varphi }(z):=\varphi (\omega +z)\varphi (\omega )$$

for $`z_{\tau _1,}`$. One easily checks that (4.11) implies

$$n_{\tau _1,q_1}(\stackrel{~}{\varphi }_k\stackrel{~}{\varphi })0\text{as }k\mathrm{},$$

and hence, by (4.10)

$$N_{\tau ,q}(\stackrel{~}{\varphi }_k\stackrel{~}{\varphi })0\text{as }k\mathrm{}.$$

We have

$$\stackrel{~}{\varphi }_k(z)=\underset{n=1}{\overset{\mathrm{}}{}}z^n,f_k^{(n)}$$

(note that $`\stackrel{~}{\varphi }_k(0)=0`$). Since $`\delta _x_\tau \delta _x_{\tau _0}1`$ for all $`xX`$, we get, using the Cauchy inequlity (compare with \[24, proof of Lemma 2.7\])

$`|\stackrel{~}{\varphi }_k(s\delta _x)||s|^1`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}|s|^{n1}f_k^{(n)}_{\tau _1}`$
$`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\mathrm{max}(1,|s|)^nf_k^{(n)}_{\tau _1}`$
$`N_{\tau ,q}(\stackrel{~}{\varphi }_k)\mathrm{exp}\left(2^{q/2}\mathrm{max}(1,|s|)\right)`$
$`C\mathrm{exp}\left(\epsilon \mathrm{max}(1,|s|)\right),k,`$
where $`C(0,\mathrm{})`$ is independent of $`k`$. Hence, by (4.9) and the majorized convergence theorem,

$$_{}\stackrel{~}{\varphi }_k(s\delta _x)\nu _\lambda (ds)_{}\stackrel{~}{\varphi }(s\delta _x)\nu _\lambda (ds)\text{as }k\mathrm{}.$$
(4.12)
Finally, $`_x`$ acts continuously on $`(𝒟_\lambda )_{\tau _2}`$, and hence $`_x\varphi _k_x\varphi _{\lambda ,\tau _2}0`$. Thus, by (4.10), we get $`n_{\tau _1,q_1}(_x\varphi _k_x\varphi )0`$ as $`k\mathrm{}`$. Therefore, $`(_x\varphi _k)(\omega )(_x\varphi )(\omega )`$ as $`k\mathrm{}`$, which, together with (4.12) concludes the proof. $`\mathrm{}`$

Let $`(𝒟_\lambda )_\tau `$ denote the dual space of $`(𝒟_\lambda )_\tau `$. Analogously to (2.11), we realize $`(𝒟_\lambda )_\tau `$ as the Hilbert space consisting of sequences $`F=(F^{(n)})_{n=0}^{\mathrm{}}`$, $`F^{(n)}_{\tau ,}^{\widehat{}n}`$, such that

$$F_{\lambda ,\tau }^2:=\underset{n=0}{\overset{\mathrm{}}{}}F^{(n)}_\tau ^2<\mathrm{},$$

with the scalar product in $`(𝒟_\lambda )_\tau `$ generated by the Hilbertian norm $`_{\lambda ,\tau }`$, and the dual pairing of $`F=(F^{(n)})_{n=0}^{\mathrm{}}`$ with an element

$$\varphi =\underset{n=0}{\overset{\mathrm{}}{}}:^n:_\lambda ,f^{(n)}(𝒟_\lambda )_\tau $$
(4.13)
is given by

$$F,\varphi =\underset{n=0}{\overset{\mathrm{}}{}}\overline{F^{(n)}},f^{(n)}n!.$$

By (4.1), we get the following representation of the dual space of $`(𝒟_\lambda )`$:

$$(𝒟_\lambda )^{}=\underset{\tau T}{\mathrm{ind}\mathrm{lim}}(𝒟_\lambda )_\tau .$$

Each test space $`(𝒟_\lambda )_\tau `$ can be embedded into $`(𝒟_\lambda )_\tau `$ by setting, for $`\varphi `$ of the form (4.13), $`\iota (\varphi ):=(f^{(n)})_{n=0}^{\mathrm{}}`$. In what follows, we will just write $`\varphi `$ instead of $`\iota (\varphi )`$ to simplify notations.

For each $`xX`$, we define an operator $`_x^{}`$ on $`(𝒟_\lambda )^{}`$ by

$$_x^{}(F^{(n)})_{n=0}^{\mathrm{}}:=(\delta _x\widehat{}F^{(n1)})_{n=0}^{\mathrm{}}.$$

Evidently, $`_x^{}`$ is the dual operator of $`_x`$ and acts continuously in each $`(𝒟_\lambda )_\tau `$, $`\tau \tau _0`$ (with $`\tau _0`$ as in the proof of Lemma 4.1). We define operators $`:\omega (x):_\lambda `$ and $`\omega (x)`$, acting continuously from each $`(𝒟_\lambda )_\tau `$ into $`(𝒟_\lambda )_\tau `$, $`\tau \tau _0`$, by

$$:\omega (x):_\lambda :=_x^{}+\lambda _x^{}_x+_x+_x^{}_x_x,\omega (x):=:\omega (x):_\lambda +c_\lambda \mathrm{id}.$$
(4.14)
Analogously to $`A_1^{}(\xi )`$, we define operators $`A_2^{}(\xi )`$, $`A^0(\xi )`$, and $`A^+(\xi )`$. Let also $`:\omega ^1:_\lambda ,\xi `$ and $`\omega ,\xi `$ denote the operators of multiplication by $`:\omega ^1:_\lambda ,\xi `$ and $`\omega ,\xi `$, respectively. We then easily get the following integral representation:

$$A^+(\xi )=_X\sigma (dx)\xi (x)_x^{},A^0(\xi )=_X\sigma (dx)\xi (x)_x^{}_x,A_2^{}(\xi )=_X\sigma (dx)\xi (x)_x^{}_x_x,$$

$$:\omega ^1:_\lambda ,\xi =_X\sigma (dx)\xi (x):\omega (x):_\lambda ,\omega ,\xi =_X\sigma (dx)\xi (x)\omega (x),$$
(4.15)
where the integrals are understood in the sense that one applies pointwisely the integrand operator to a test function from $`(𝒟_\lambda )`$, then dualizes the result with another test function, and finally integrates the obtained function with respect to the measure $`\sigma `$.

Before formulating the next theorem, we note that, for each $`xX`$, the operator $`_x`$ introduced in Remark 4.1 acts continuously on $`(𝒟_\lambda )`$. This can be easily shown using methods as in the proof of Theorem 4.1. Furthermore, we introduce on $`(𝒟_\lambda )`$ continuous operators $`_{\alpha \beta ,x}`$ and $`𝒰_{\alpha \beta ,x}`$ as follows:

$`_{\alpha \beta ,x}\varphi (\omega )`$ $`:={\displaystyle \frac{\varphi (\omega +(\alpha \beta )\delta _x)\varphi (\omega )}{\alpha \beta }},`$
$`𝒰_{\alpha \beta ,x}\varphi (\omega )`$ $`:=\varphi (\omega (\alpha \beta )\delta _x).`$
Notice that, in the case $`\lambda [0,2)`$, we have $`\alpha \beta =\alpha \overline{\alpha }`$, which is a purely imaginary number, so when writing either $`\varphi (\omega +(\alpha \beta )\delta _x)`$ or $`\varphi (\omega (\alpha \beta )\delta _x)`$, we understand under $`\varphi `$ its entire extension to $`𝒟_{}^{}`$.

###### Theorem 4.2

For each $`xX`$, $`_x^{}`$ considered as an operator from $`(𝒟_\lambda )`$ into $`(𝒟_\lambda )^{}`$ has the following representation:

$$_x^{}=\{\begin{array}{cc}:\omega (x):_\lambda (1+\alpha _{\alpha \beta ,x})^2𝒰_{\alpha \beta ,x}(1+\alpha _{\alpha \beta ,x})_{\alpha \beta ,x}𝒰_{\alpha \beta ,x},\hfill & \lambda 2,\hfill \\ \omega (x)(_x1)^2+(_x1),\hfill & \lambda =2.\hfill \end{array}$$
(4.16)
Proof. We prove the theorem only in the case $`\lambda 2`$ and refer to \[21, Lemma 7.1\] for the case $`\lambda =2`$. By (4.14) and (1.4),

$`:\omega (x):_\lambda `$ $`=_x^{}(1+\lambda _x+_x^2)+_x`$
$`=_x^{}(1\alpha _x)(1\beta _x)+_x.`$ (4.17)
Fix $`\tau \tau _0`$ and choose $`\tau ^{}T`$, $`\tau ^{}>\tau `$, such that the operators $`(1+\alpha _{\alpha \beta ,x})^2𝒰_{\alpha \beta ,x}`$ and $`(1+\alpha _{\alpha \beta ,x})_{\alpha \beta ,x}𝒰_{\alpha \beta ,x}`$ act continuously from $`(𝒟_\lambda )_\tau ^{}`$ into $`(𝒟_\lambda )_\tau `$. Take any $`\phi 𝒟`$ such that $`e^{,\phi }(𝒟_\lambda )_\tau ^{}`$. Then, by (4.3) and (4.17),

$$:\omega (x):_\lambda e^{,\phi }=_x^{}(1\alpha (\mathrm{\Psi }_\lambda ^1(\phi ))(x))(1\beta (\mathrm{\Psi }_\lambda ^1(\phi ))(x))e^{,\phi }+(\mathrm{\Psi }_\lambda ^1(\phi ))(x)e^{,\phi }.$$
(4.18)
Denoting

$$_{\alpha \beta }\phi (x):=\frac{e^{\phi (x)(\alpha \beta )}1}{\alpha \beta },$$

we get

$$(\mathrm{\Psi }_\lambda ^1(\phi ))(x)=\frac{_{\alpha \beta }\phi (x)}{1+\alpha _{\alpha \beta }\phi (x)}$$
(4.19)
(compare with \[26, formula (7.2)\]). By (4.18) and (4.19),

$$:\omega (x):_\lambda e^{,\phi }=_x^{}\frac{e^{\phi (x)(\alpha \beta )}}{(1+\alpha _{\alpha \beta }\phi (x))^2}e^{,\phi }+\frac{_{\alpha \beta }\phi (x)}{1+\alpha _{\alpha \beta }\phi (x)}e^{,\phi },$$

which yields

$$\begin{array}{c}:\omega (x):_\lambda (1+\alpha _{\alpha \beta }\phi (x))^2e^{\phi (x)(\alpha \beta )}e^{,\phi }\hfill \\ \hfill =_x^{}e^{,\phi }+_{\alpha \beta }\phi (x)(1+\alpha _{\alpha \beta }\phi (x))e^{\phi (x)(\alpha \beta )}e^{,\phi }.\end{array}$$
(4.20)
Since the set of all functions $`e^{,\phi }`$ with $`\phi `$ as above is total in $`(𝒟_\lambda )_\tau ^{}`$ and since $`:\omega (x):_\lambda `$ and $`_x^{}`$ act continuously from $`(𝒟_\lambda )_\tau `$ into $`(𝒟_\lambda )_\tau `$, (4.20) implies (4.16). $`\mathrm{}`$

###### Corollary 4.1

For any $`\varphi (𝒟_\lambda )`$ and $`\xi 𝒟`$, we have for all $`\omega 𝒟^{}`$

$$\begin{array}{c}A^+(\xi )\varphi (\omega )=\omega (x)c_\lambda ,\xi (x)(1+\alpha _{\alpha \beta ,x})^2𝒰_{\alpha \beta ,x}\varphi (\omega )\hfill \\ \hfill 1,\xi (x)(1+\alpha _{\alpha \beta ,x})_{\alpha \beta ,x}𝒰_{\alpha \beta ,x}\varphi (\omega ),\lambda 2,\end{array}$$
(4.21)
and

$$A^+(\xi )\varphi (\omega )=\omega (x),\xi (x)(_x1)^2\varphi (\omega )+1,\xi (x)(_x1)\varphi (\omega ),\lambda =2,$$

where $`x`$ denotes the variable in which the dualization is carried out.

Proof. Again, we prove only in the case $`\lambda 2`$ and refer to \[21, Theorem 7.1\] for the case $`\lambda =2`$. Fix any $`\tau \tau _0`$. Using methods as in the proof of Theorem 4.1, we conclude the existence of $`\tau _1T`$, $`\tau _1>\tau `$, such that, for any fixed $`\omega _\tau `$ and $`z`$, $`|z|2|\alpha \beta |`$, and for any sequence $`\{\varphi _k,k\}(𝒟_\lambda )_{\tau _1}`$ such that $`\varphi _k\varphi `$ in $`(𝒟_\lambda )_{\tau _1}`$ as $`k\mathrm{}`$, we have $`\xi \stackrel{~}{\varphi }_{k,z}\xi \stackrel{~}{\varphi }_z`$ in $`_{\tau ,}`$ as $`k\mathrm{}`$. Here,

$$Xx\stackrel{~}{\varphi }_{k,z}(x):=\varphi _k(\omega +z\delta _x),Xx\stackrel{~}{\varphi }_z(x):=\varphi (\omega +z\delta _x).$$

Choose $`\tau _2>\tau _1`$ such that $`Cn_{\tau _1,1}()_{\lambda ,\tau _2}`$, $`C>0`$, and choose $`\tau _3>\tau _2`$ such that $`A^+(\xi )`$ acts continuously from $`(𝒟_\lambda )_{\tau _3}`$ into $`(𝒟_\lambda )_{\tau _2}`$. Fix any $`\phi 𝒟`$ such that $`e^{,\phi }(𝒟_\lambda )_{\tau _3}`$. Then, for any $`\varphi (𝒟_\lambda )`$, we get by (the proof of) Theorem 4.2 and (4.15)

$$A^+(\xi )e^{,\phi },\psi =_X\xi (x)_x^{}e^{,\phi },\psi \sigma (dx)$$

$$=_X\xi (x)(1+\alpha _{\alpha \beta }\phi (x))^2e^{\phi (x)(\alpha \beta )}:\omega (x):_\lambda e^{,\phi },\psi \sigma (dx)$$

$$_X\xi (x)(1+\alpha _{\alpha \beta }\phi (x))_{\alpha \beta }\phi (x)e^{\phi (x)(\alpha \beta )}e^{,\phi },\psi \sigma (dx)$$

$$=:^1:_\lambda ,\xi (1+\alpha _{\alpha \beta }\phi )^2e^{\phi (\alpha \beta )}e^{,\phi },\psi \sigma (dx)$$

$$1,\xi (1+\alpha _{\alpha \beta }\phi )_{\alpha \beta }\varphi e^{\phi (\alpha \beta )}e^{,\phi },\psi ,$$

which implies (4.21) for $`\varphi =e^{,\phi }`$ and $`\omega _\tau `$. Now, approximate an arbitrary $`\varphi (𝒟_\lambda )`$ in the $`_{\lambda ,\tau _3}`$ norm by a sequence $`\{\varphi _k,k\}`$ of linear combinations of exponents as above. Then, $`A^+(\xi )\varphi _kA^+(\xi )\varphi `$ as $`k\mathrm{}`$ in the $`_{\lambda ,\tau _2}`$ norm, and hence in the $`n_{\tau _1,\mathrm{\hspace{0.17em}1}}()`$ norm. In particular, $`A^+(\xi )\varphi _k(\omega )A^+(\xi )\varphi (\omega )`$ for any $`\omega _{\tau _1}`$. Furthermore, for any fixed $`\omega _\tau `$, we get

$`\xi (1+\alpha _{\alpha \beta ,})^2𝒰_{\alpha \beta ,}\varphi _k(\omega )`$ $`\xi (1+\alpha _{\alpha \beta ,})^2𝒰_{\alpha \beta ,}\varphi (\omega ),`$
$`\xi (1+\alpha _{\alpha \beta ,})_{\alpha \beta ,}𝒰_{\alpha \beta ,}\varphi _k(\omega )`$ $`\xi (1+\alpha _{\alpha \beta ,})_{\alpha \beta ,}𝒰_{\alpha \beta ,}\varphi (\omega )`$
in $`_{\tau ,}`$. From here, we evidently get (4.21) for an arbitrary $`\varphi (𝒟_\lambda )`$ and an arbitrary $`\omega _\tau `$. $`\mathrm{}`$

###### Remark 4.3

Analogously to Corollary 4.1, one can derive from Theorems 4.1, 4.2 and (4.15) explicit formulas for the action of the operators $`A^0(\xi )`$ and $`A_2^{}(\xi )`$ (see also \[21, Theorems 7.2, 7.3\] for the case $`\lambda =2`$).

Acknowledgements

I am grateful to Yu. Berezansky for many remarks on a preliminary version of the paper and making me aware of the recent paper . I am indebted to Yu. Kondratiev and M. J. Oliveira for useful discussions. I would also like to thank the referee of the paper for the suggestions on improvement of the first version of the paper. The financial support of the SFB 611 and the DFG Research Projects 436 RUS 113/593 is gratefully acknowledged.


text:
# I.

### I.

Charged kaon decays provide an ideal framework to study direct CP violation, or CP violation of pure $`\mathrm{\Delta }S=1`$ origin . Within the Standard Model (SM), this is expected to be very suppressed (at the $`10^5`$$`10^6`$ level) in non-leptonic decays, such as $`K^\pm (3\pi )^\pm `$, and absolutely negligible in charged-current semileptonic decays, such as $`K_\mathrm{}3^\pm `$ and $`K_\mathrm{}4^\pm `$. These processes therefore offer a clean testing ground for non-standard scenarios, which could soon be studied with high precision both at KLOE  and NA48 , where a large statistics of both $`K^+`$ and $`K^{}`$ fluxes is expected.

The simplest CP-violating observable in charged kaon decays is the charge asymmetry of the decay widths, $`\mathrm{\Gamma }(K^+f)\mathrm{\Gamma }(K^{}\overline{f})`$, or, equivalently, the charge asymmetry of any T-even differential decay distribution. However, these observables can be different from zero only in the presence of at least two weak amplitudes with different final-state interaction (FSI) phases. In order to avoid this condition, which provides a severe model-independent suppression of charge asymmetries in non-leptonic modes  (and would prevent the study of CP violation in $`K_\mathrm{}3`$), CP violation can be tested by means of T-odd correlations. The most well-known example of such correlations is the transverse muon polarization in $`K_{\mu 3}^+`$, $`P_\mu ^T=\stackrel{}{\sigma }_\mu (\stackrel{}{p}_\mu \times \stackrel{}{p}_\pi )/|\stackrel{}{p}_\mu \times \stackrel{}{p}_\pi |`$, which has been extensively discussed in the literature  (see also  and references therein) and has been found to be consistent with zero below the $`10^2`$ level .

Contrary to the $`K_\mathrm{}3`$ case, $`K_\mathrm{}4`$ modes offer the possibility to study T-odd correlations even without measuring the lepton polarization, which would not be accessible in experiments such as KLOE and NA48. In particular, the expectation value of the triple product $`\stackrel{}{p}_{\mathrm{}}(\stackrel{}{p}_{\pi _1}\times \stackrel{}{p}_{\pi _2})`$ provides a T-odd correlation accessible in $`K_\mathrm{}4`$ decays only. In general a non-vanishing T-odd correlation does not necessarily imply an evidence of CP violation: this is true only in the absence of FSI phases. The latter are known to be extremely suppressed in $`K_{\mu 3}^+`$ , but $`𝒪(10^1)`$ strong phases are certainly present in $`K_\mathrm{}4`$. However, this problem can be overcome by the analysis of both $`K^+`$ and $`K^{}`$ modes, whose T-odd correlations can be combined to construct a pure CP-violating observable. Therefore this study appears particularly appealing for high statistics experiments with both $`K^+`$ and $`K^{}`$ fluxes, such as KLOE and NA48.

In this letter we present a general analysis of the above-mentioned T-odd correlation in $`K_\mathrm{}4`$ decays. We shall compare the sensitivity of this observable with respect to $`P_\mu ^T`$ in testing the most general structure of $`\mathrm{\Delta }S=1`$ charged currents. As we shall show, $`K_\mathrm{}4`$ decays can be used to extract new information about non-standard sources of CP violation.

### II.

Assuming purely left-handed neutrinos, the most general dimension-six effective Hamiltonian relevant to $`K_\mathrm{}3`$ and $`K_\mathrm{}4`$ decays can be written as

$$^{\mathrm{eff}}=2\sqrt{2}G_FV_{us}^{}\underset{i}{}C_iO_i+\mathrm{h}.\mathrm{c}.$$
(1)
where the operator basis is given by

$$\begin{array}{cccccc}\hfill O_L^V& =& \overline{s}_L\gamma ^\mu u_L\overline{\nu }_L\gamma _\mu \mathrm{}_L,\hfill & \hfill O_R^V& =& \overline{s}_R\gamma ^\mu u_R\overline{\nu }_L\gamma _\mu \mathrm{}_L,\hfill \\ \hfill O_L^S& =& \overline{s}_Ru_L\overline{\nu }_L\mathrm{}_R,\hfill & \hfill O_R^S& =& \overline{s}_Lu_R\overline{\nu }_L\mathrm{}_R,\hfill \\ \hfill O_L^T& =& \overline{s}_R\sigma ^{\mu \nu }u_L\overline{\nu }_L\sigma _{\mu \nu }\mathrm{}_R,\hfill & \hfill O_R^T& =& \overline{s}_L\sigma ^{\mu \nu }u_R\overline{\nu }_L\sigma _{\mu \nu }\mathrm{}_R.\hfill \end{array}$$

Within the SM, all the $`C_i`$ are negligible except for $`C_L^V=1`$ and, in general, all the $`C_i`$ can be assumed to be real in the absence of CP violation.

The hadronic matrix elements relevant to the $`K_{\mu 3}^+`$ decay can be written as

$`\pi ^0(p_\pi )|\overline{s}\gamma ^\mu u|K^+(p_K)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}[(p_k+p_\pi )^\mu f_+(q^2)+(p_kp_\pi )^\mu f_{}(q^2)],`$
$`\pi ^0(p_\pi )|\overline{s}u|K^+(p_K)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}m_KB_S(q^2),`$
$`\pi ^0(p_\pi )|\overline{s}\sigma ^{\mu \nu }u|K^+(p_K)`$ $`=`$ $`i{\displaystyle \frac{B_T(q^2)}{\sqrt{2}m_K}}(p_K^\mu p_\pi ^\nu p_K^\nu p_\pi ^\mu ),`$ (2)
where $`q^2=(p_kp_\pi )^2=(p_{\mathrm{}}+p_\nu )^2`$. The form factors are all real (neglecting tiny electromagnetic effects ) and their dependence on $`q^2`$ starts only beyond lowest order in the chiral expansion (see e.g. Ref. ). Concerning scalar and vector form factors, the lowest order expressions, which already provide a reasonable approximation for our purposes, are given by111 For the scalar form factor see e.g. Ref.  and for a complete next-to-leading \[$`𝒪(p^4)`$\] evaluation of the vector and axial form factors see e.g. Ref. .

$$f_+=1,f_{}=0,B_S=\frac{m_K}{m_s+m_u}4.$$
(3)
The tensor form factor, which cannot be directly related to observable quantities or fundamental parameters (such as $`m_s`$), has recently been measured on the lattice obtaining $`B_T=1.23\pm 0.09`$ (with a negligible $`q^2`$ dependence) , in good agreement with the estimate $`B_T1`$ made in . As the scalar and the tensor operators have non-null anomalous dimensions, $`B_S`$ and $`B_T`$ scale according to the renormalization group equations. The values given above refer to a renormalization scale around 2 GeV. With these notations the transverse muon polarization in $`K_{\mu 3}^+`$ is given by

$$P_\mu ^T=\frac{1}{2}\frac{m_\mu }{m_K}\frac{\stackrel{}{p}_\nu \times \stackrel{}{p}_\mu }{E_\nu E_\mu }\mathrm{Im}\xi ,$$
(4)
where

$$\xi =\left[\left(1\frac{f_{}}{f_+}\right)+\frac{m_K}{m_\mu }\frac{C_+^SB_S}{C_+^Vf_+}+\frac{2p_K(p_\nu p_\mu )}{m_\mu m_K}\frac{C_+^TB_T}{C_+^Vf_+}\right]\times \left[1\frac{m_\mu }{m_K}\frac{C_+^TB_T}{C_+^Vf_+}\right]^1$$
(5)
and $`C_\pm ^i=C_R^i\pm C_L^i`$. Neglecting the kinematical dependence of $`\mathrm{Im}\xi `$, the experimental information on $`P_\mu ^T`$ implies $`\mathrm{Im}\xi =0.013\pm 0.016`$ or $`|\mathrm{Im}\xi |<0.033`$ (90% C.L.) . Because of the chiral enhancement of the scalar matrix element, the most stringent constraints are obtained on the CP-violating phases of $`C_{L,R}^S`$: $`|\mathrm{Im}C_{L,R}^S|\stackrel{<}{_{}}10^3`$ (assuming $`C_+^V`$ to be real). This holds in the absence of cancellations between left-handed and right-handed terms. However, since the parity-violating combination $`\mathrm{Im}C_{}^S`$ is not accessible in $`K_{\mu 3}`$, in principle larger values of $`\mathrm{Im}C_L^S`$ and $`\mathrm{Im}C_R^S`$, such that $`|\mathrm{Im}C_{}^S||\mathrm{Im}C_+^S|`$, cannot be excluded yet.

### III.

The hadronic matrix elements appearing in $`K_\mathrm{}4`$ decays, within the SM, can be parametrized as

$`\pi ^+(p_+)\pi ^{}(p_{})|\overline{s}\gamma ^\mu u|K^+(p_K)`$ $`=`$ $`{\displaystyle \frac{H}{m_K^3}}ϵ_{\mu \nu \rho \sigma }L^\nu P^\rho Q^\sigma ,`$
$`\pi ^+(p_+)\pi ^{}(p_{})|\overline{s}\gamma ^\mu \gamma _5u|K^+(p_K)`$ $`=`$ $`{\displaystyle \frac{i}{m_K}}[P_\mu F+Q_\mu G+L_\mu R],`$ (6)
where $`P_\mu =(p_++p_{})_\mu `$, $`Q_\mu =(p_+p_{})_\mu `$, $`L_\mu =(p_{\mathrm{}}+p_\nu )_\mu `$ and the $`𝒪(1)`$ form factors $`H`$, $`F`$, $`G`$, $`R`$ are complex functions of three independent kinematical variables. A precise experimental determination of these form factors has recently been obtained by the BNL–E865 Collaboration , updating the old result by Rosselet et al. .

Concerning the matrix element of non-standard contributions, not determined by experiments, we shall restrict our attention to those not vanishing at lowest order in the chiral expansion (expected to be dominant):

$`\pi ^+(p_+)\pi ^{}(p_{})|\overline{s}\gamma _5u|K^+(p_K)`$ $`=`$ $`iS,`$
$`\pi ^+(p_+)\pi ^{}(p_{})|\overline{s}\sigma ^{\mu \nu }\gamma _5u|K^+(p_K)`$ $`=`$ $`{\displaystyle \frac{T}{m_K^2}}[p_{}^\mu (p_+^\nu +p_K^\nu )p_{}^\nu (p_+^\mu +p_K^\mu )].`$ (7)
The lowest-order results for $`S`$ (see e.g. Ref. ) and $`T`$ (see Ref. ) are given by

$$S=\frac{\sqrt{2}m_K}{3F_\pi }B_S,T=\frac{m_K}{\sqrt{2}F_\pi }B_T,$$
(8)
but of course also these form factors acquire a non-trivial phase beyond lowest order.

The matrix element is then given by

$``$ $`=`$ $`\sqrt{2}G_FV_{us}^{}\{[C_+^VHϵ^{\mu \nu \rho \sigma }{\displaystyle \frac{L_\nu P_\rho Q_\sigma }{m_K^3}}iC_{}^V{\displaystyle \frac{P^\mu }{m_K}}(F+3{\displaystyle \frac{m_l}{m_K}}{\displaystyle \frac{C_{}^T}{C_{}^V}}T)`$ (9)
$``$ $`iC_{}^V{\displaystyle \frac{Q^\mu }{m_K}}(G+{\displaystyle \frac{m_l}{m_K}}{\displaystyle \frac{C_{}^T}{C_{}^V}}T)iC_{}^V{\displaystyle \frac{L^\mu }{m_K}}(R+2{\displaystyle \frac{m_l}{m_K}}{\displaystyle \frac{C_{}^T}{C_{}^V}}T)]\overline{u}_L(p_\nu )\gamma _\mu v_L(p_l)`$
$`+`$ $`i\left[C_{}^SS2C_{}^TT{\displaystyle \frac{(p_lp_\nu )(p_++p_K)}{m_K^2}}\right]\overline{u}_L(p_\nu )v_R(p_l)`$
$``$ $`4C_{}^TT{\displaystyle \frac{p_+^\mu p_K^\nu }{m_K^2}}\overline{u}_L(p_\nu )\sigma _{\mu \nu }v_R(p_l)\}.`$
The interference between vector and scalar terms leads to the following T-odd term in the matrix element squared, summed over lepton polarizations:

$`{\displaystyle \underset{\mathrm{pol}}{}}^2(K^+)|_{\mathrm{T}\mathrm{odd}}`$ $`=`$ $`16G_F^2|V_{us}|^2{\displaystyle \frac{m_l}{m_K^2}}\mathrm{Im}\{C_+^VH(C_{}^SS)^{}`$ (10)
$`\times [12{\displaystyle \frac{(C_{}^TT)^{}}{(C_{}^SS)^{}}}{\displaystyle \frac{(p_lp_\nu )(p_++p_K)}{m_K^2}}]\}(\stackrel{}{p}_+\times \stackrel{}{p}_{})\stackrel{}{p}_{l^+}.`$
As can be noted, if the form factors $`S`$, $`T`$ and $`H`$ were all relatively real, this term would vanish in the absence of CP violation. In the CP-conjugate process, $`K^{}\pi ^+\pi ^{}\mathrm{}^{}\nu `$, the analogous interference term is given by

$`{\displaystyle \underset{\mathrm{pol}}{}}^2(K^{})|_{\mathrm{T}\mathrm{odd}}`$ $`=`$ $`+16G_F^2|V_{us}|^2{\displaystyle \frac{m_l}{m_K^2}}\mathrm{Im}\{(C_+^V)^{}HC_{}^S(S)^{}`$ (11)
$`\times [12{\displaystyle \frac{C_{}^T(T)^{}}{C_{}^S(S)^{}}}{\displaystyle \frac{(p_lp_\nu )(p_{}+p_K)}{m_K^2}}]\}(\stackrel{}{p}_+\times \stackrel{}{p}_{})\stackrel{}{p}_l^{}.`$
Thus if we neglect the highly suppressed tensor term quadratic in $`(\stackrel{}{p}_+\stackrel{}{p}_{})`$, the sum of these two T-odd correlations becomes a clear CP-violating observable.

The unpolarized differential decay rate of $`K_\mathrm{}4`$ decays can generally be written as

$`d\mathrm{\Gamma }=G_F^2|V_{us}|^2N(s_\pi ,s_l)J_5(s_\pi ,s_l,\theta _\pi ,\theta _l,\varphi )ds_\pi ds_ld(\mathrm{cos}\theta _\pi )d(\mathrm{cos}\theta _l)d\varphi ,`$ (12)
where the five independent kinematical variables are defined as in  and all the dynamical information is encoded in $`J_5`$. Furthermore, from the experimental point of view it is convenient to decompose $`J_5`$ as

$`J_5`$ $`=`$ $`2(1z_l)[I_1+I_2\mathrm{cos}2\theta _l+I_3\mathrm{sin}^2\theta _l\mathrm{cos}2\varphi +I_4\mathrm{sin}2\theta _l\mathrm{cos}\varphi +I_5\mathrm{sin}\theta _l\mathrm{cos}\varphi +`$ (13)
$`+`$ $`I_6\mathrm{cos}\theta _l+I_7\mathrm{sin}\theta _l\mathrm{sin}\varphi +I_8\mathrm{sin}2\theta _l\mathrm{sin}\varphi +I_9\mathrm{sin}^2\theta _l\mathrm{sin}2\varphi ],`$
showing the explicit dependence on the leptonic variables $`\theta _l`$ and $`\varphi `$. The T-odd correlations (10) and (11) contribute to $`I_7`$ and, neglecting the suppressed contribution proportional to $`C_{}^T`$, the CP-violating combination $`[I_7(K_\mathrm{}4^+)+I_7(K_\mathrm{}4^{})]`$ is given by

$`I_7(K_\mathrm{}4^+)+I_7(K_\mathrm{}4^{})`$ $`=`$ $`{\displaystyle \frac{m_{\mathrm{}}}{m_K}}{\displaystyle \frac{\lambda ^{\frac{1}{2}}(m_K^2,s_\pi ,s_{\mathrm{}})}{(1z_l)}}\gamma \sqrt{s_{\mathrm{}}}\sqrt{s_\pi 4m_\pi ^2}\mathrm{sin}\theta _\pi `$ (14)
$`\times \mathrm{Re}(HS^{})|C_+^V|^2\mathrm{Im}\left({\displaystyle \frac{C_{}^S}{C_+^V}}\right)`$
$`[\gamma =(1\lambda (m_K^2,s_\pi ,s_{\mathrm{}})/(m_K^2s_{\mathrm{}}+s_\pi )^2)^{\frac{1}{2}}]`$. As expected, this observable is suppressed by the lepton mass and in practice can be studied only in the muon case. In these channels, $`I_7`$ would reach 20% of the dominant form factor ($`I_1`$) for $`\mathrm{Im}(C_{}^S/C_+^V)1`$. Thus in high-statistics experiments the possible bounds on $`|\mathrm{Im}C_{}^S|`$ could become competitive with the $`𝒪(10^3)`$ bounds on $`|\mathrm{Im}C_{}^S|`$, derived from $`P_\mu ^T(K_{\mu 3}^+)`$. Moreover, we recall that the two bounds are in principle independent, since we cannot exclude a priori a scenario where $`|\mathrm{Im}C_{}^S||\mathrm{Im}C_+^S|`$.

### IV.

In this letter we have presented a general analysis of T-odd correlations accessible in $`K_\mathrm{}4`$ decays, without the measurement of lepton polarization. As we have shown, in general these are not clean CP-violating observables, due to the large FSI phases affecting $`K_\mathrm{}4`$ amplitudes. However, combining information from $`K^+`$ and $`K^{}`$ modes it is possible to construct a clean CP-violating observable, sensitive to non-standard $`\mathrm{\Delta }S=1`$ charged-current interactions. Future high-statistics experiments on $`K_\mathrm{}4`$ decays could use this observable to put new constraints on exotic non-standard scenarios, such as R-parity violating supersymmetry, complementary to those obtained from $`K_\mathrm{}3`$ decays .

## Acknowledgements

I am very grateful to G. Isidori for interesting suggestions and discussions.