Bochner-Pearson-type characterization of the free Meixner class

preprint2009arXivOpen access

Abstract

The operator Lμ:f↦∫f(x)−f(y)x−ydμ(y)L_μ: f \mapsto \int \frac{f(x) - f(y)}{x - y} dμ(y) is, for a compactly supported measure μμ with an L3L^3 density, a closed, densely defined operator on L2(μ)L^2(μ). We show that the operator Q=pLμ2−qLμQ = p L_μ^2 - q L_μ has polynomial eigenfunctions if and only if μμ is a free Meixner distribution. The only time QQ has orthogonal polynomial eigenfunctions is if μμ is a semicircular distribution. More generally, the only time the operator p(LνLμ)−qLμp (L_νL_μ) - q L_μ has orthogonal polynomial eigenfunctions is when μμ and νν are related by a Jacobi shift.

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