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Orthogonal Polynomial Decomposition for Random Fields with All Moments
Article in Milan Journal of Mathematics · February 2019

DOI: 10.1007/s00032-019-00291-6
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Orthogonal polynomial decomposition
for random fields with all moments
Luigi Accardi and Abdallah Dhahri
Abstract. We discuss the difference between orthogonal polynomials on

finite and infinite dimensional vectors spaces. In particular we prove an
infinite dimensional extension of Favard lemma.
To appear in Milan Journal of Mathematics, 2019
1. Introduction and statement of the problem

In the past 20 years the theory of interacting Fock spaces (IFS) has been used
in a multiplicity of different contexts (cf. [8], [10]). In many of these papers
the natural correspondence between interacting Fock spaces and orthogonal
polynomials played a relevant role. The main result of the above mentioned
series of papers has been the constructive characterization of those IFS which
are isomorphic, in the category sense, to the orthogonal polynomial gradation
of a probability measure on Rd (d < +∞) with all moments. Every such a
measure can be interpreted as the distribution of a classical random variable
with values in a d–dimensional real vector space and the above results in-
troduce for each such random variable a canonical quantum decomposition
which embeds the classical polynomial algebra generated by the components
of this random variable in any linear basis of Rd into the non–commutative
polynomial algebra generated by 3 families of operators called creation, an-
nihilation and preservation (CAP) operators which satisfy non–trivial com-
mutation relations canonically deduced from the structure of the classical
random variable. These commutation relations characterize the classical ran-
dom variable and generalize the usual quantum mechanical commutation
relations to which they reduce if and only if the given classical random vari-
able is linearly equivalent to a product of Gaussian measures (see [5]). With
non–product–type (in particular non–Gaussian) measures, new commutation
relations arise, not previously considered in the physics literature, which
show that usual quantum theory is not an isolated construction, but a very
2 Luigi Accardi and Abdallah Dhahri
special case, in the sense specified above, of the theory of orthogonal poly-
nomials. In section 3 we prove that our approach to the infinite dimensional
extension of the theory of orthogonal polynomials, in which the space Rd is
replaced by an arbitrary separable topological real vector space V , makes
this theory equivalent, in the category sense, to the theory of random fields
which in its turn is equivalent to the theory of classical random variables with
values in an infinite dimensional vector space.
It has been proved in the paper [1] that the theory of orthogonal polyno-
mials in d (< +∞) variables is equivalent to the theory of classical random
variables with all moments taking values in a d–dimensional vector space
and that, through the quantum decomposition of these variables, it provides
non–trivial extensions of the theory of quantum mechanics of systems with
d degrees of freedom. Therefore it is natural to conjecture that the theory
of orthogonal polynomials in infinitely many variables provides non–trivial
extensions of quantum field theory.
In the present paper we prove that this conjecture is true.
However, in the infinite dimensional case, a new qualitative feature arises
whose conceptual root can be described as follows.
The standard procedure to orthogonalize monomials of degree n is to subtract
from them their component on the space of polynomials of degree ≤ n − 1.
This allows to construct inductively the orthogonal polynomial gradation.
The main difference between the finite and the infinite dimensional case is
that, in the latter case, in general the component of a monomials of degree
n on the space of polynomials of degree ≤ n − 1 is not a polynomial but a
convergent series in polynomials of lower degrees.
This implies the impossibility to develop the structure theory at a purely
algebraic level as done in the finite dimensional case: the necessity to take
closures, hence completions of the spaces involved, becomes inescapable and
one looses a universal invariant domain, i.e. the vector space of all orthogonal
polynomials, common to all random variables with all moments, which is very
useful when one has to compare algebraic structures associated to measures
with mutually singular components.
From the point of view of the above mentioned difference between finite
and infinite dimensions, the simplest class of infinite dimensional measures
are those whose associated projectors Pn] map polynomials into polynomi-
als. This class, called the class of polynomially regular measures, is intro-
duced and studied in the present paper. For polynomially regular measures
a purely algebraic theory is possible, i.e. it is not necessary to complete the
semi–Hilbert space obtained with the semi–scalar product induced by the
probability measure. This is a great advantage when one wants to compare
the quantum structures canonically associated to measures which are not
equivalent in the sense of absolute continuity. We prove that this class is not
empty because it contains the block product measures (a slight generaliza-
tion of product measures on infinitely many copies of R). It is known that
the vacuum distributions of the free Boson fields are Gaussian measures and
Orthogonal polynomial decomposition for random fields with all moments3
these have the property that, up to a linear transformation of the space VC

(the complexification of V , called 1–particle space in physics), they become
product measures. In this sense the polynomially regular measures include
the vacuum distributions of the usual free boson fields. The definition of
polynomially regular measures however does not involve any factorization re-
quirement. Therefore it is possible, and in fact quite probable, that this class
includes some non–trivial measures non reducible by linear transformations
to measures not of block product type. However the existence of such mea-
sures is at the moment an open problem. More generally, a characterization
of the polynomially regular measures is now missing and this is a challenge
for modern infinite dimensional analysis. We expect this class to be strictly
larger than the class of block–product measures because the latter class enjoys
a property stronger than polynomial regularity, namely that there exists an
increasing sequence (Vn ) of finite–dimensional vector sub–spaces of V whose
union is dense in V and for each n ∈ N a linear basis (en,j ) of Vn such that the
multiplication operators given by the components of the coordinate functions
in this basis map Vn into itself. It is unlikely that this property turns out to
be equivalent to polynomial regularity.
Another difference with the finite dimensional case is that in general the re-
strictions of the multiplication operator by the coordinate functions Xv to
the space of orthogonal polynomials of order n is not bounded. We introduce
a sufficient condition for boundedness (see Section 4.7) and we prove that
this condition is automatically satisfied in the finite dimensional case and a
weaker form of it holds in the case of block product measures.
The scheme of the present paper is the following. In section 2 we give an

intrinsic construction of the algebra PV of polynomial functions on a real
vector space V which prepares the ground to the identification of this alge-
bra with the algebra generated by the components of a classical V –valued
random variable. The identification of this algebra with the symmetric tensor
algebra over the complexification of V (section 2.1) prepares the ground to
the identification of the orthogonal gradation with a symmetric interacting
Fock space (IFS) which generalizes the usual Boson Fock space.
In section 3 we prove that the assignment of a probability measure on V ∗ al-
lows to interpret the generators of PV as components of a classical V –valued
random variable X. If this random variable has all moments its distribution
uniquely defines a state on PV . If V is a metric space one can introduce the
topology of moment–convergence on the space of such random variables and
define the continuity of the map X : v ∈ V → Xv (the component of X along
v) (section 3.3). In section 4.1 we give a new proof of the symmetric Jacobi
relations which shows that the domain of validity of this formula goes beyond
the theory of orthogonal polynomials. Given the intrinsic formulation of the
Jacobi relations, the introduction of the CAP operators and of the quantum
decomposition as well as the deduction of the type–2 commutation relations
follows essentially the same pattern as in the finite–dimensional case.
Finally in section 4.6 we prove an infinite dimensional extension of the Favard

lemma thus extending to infinite dimensions the main result in [1].
2. The algebra PV of polynomial functions on a real vector

space V
Let V be a real vector space. Denote V ∗ its algebraic dual and
X : v ∈ V → Xv ∈ (V ∗ )∗ the canonical embedding defined by
Xv : u∗ ∈ V ∗ → Xv (u∗ ) := u∗ (v) ∈ R (2.1)
Definition 2.1. The maps

Xvn : u∗ ∈ V ∗ → (Xv (u∗ ))n ∈ R ; v∈V , n∈N
are called monomial functions (or simply monomials) on V of degree n.
Zero–degree monomials are identified to constants. Linear combinations of
monomials of degree n are called homogeneous polynomials of degree n.
0
The linear space consisting of all these polynomials is denoted PV,n .
Finite linear combinations of monomials of arbitrary degree are called poly-
nomial functions (or simply polynomials) on V . By polarization all products
of the form
Xv1 · · · Xvn : u∗ ∈ V ∗ → Xv1 (u∗ ) · · · Xvn (u∗ ) ∈ R ; v1 , . . . , v n ∈ V , n ∈ N
0
called generalized monomials, are in PV,n . The degree of a polynomial Q
is the maximum among the degrees of monomials defining Q and doesn’t
depend on the decomposition of the given polynomial as a linear combination
of monomials.
The set of polynomials on V , denoted PV in the following, has a natural
structure of ∗–algebra for the point–wise operations, with involution given
by complex conjugation, and is called the polynomial algebra on V .
Since Xv is real–valued, under the involution on PV , one has:

Xv∗ = Xv ; ∀v ∈ V
Denote F DSS(V ) the family of finite–dimensional sub–spaces of V and, for
F ∈ F DSS(V ), MF the set of monomials Xvn with n ∈ N and v ∈ F , and PF
the sub–∗–algebra of PV generated by MF . The map F ∈ F DSS(V ) 7→ PF
preserves inclusion, hence the set {(PF )F ∈F DSS(V ) , (ıF,G )F ⊆G }, where ıF,G :
F → G is the identity embedding, is an inductive system and one has, in the
category of ∗–algebras:
lim PF = PV
→
Since any two polynomials belong to some PF for some F ∈ F DSS(V ), the
principle of identity of polynomials remains true in infinite dimensions.
Lemma 2.2. The following vector space gradation, called monomial grada-
tion, holds:
X˙ 0 0
PV = PV,k ; PV,0 := C · Φ0 (2.2)
k∈N
where, here and in the following, Φ0 denotes the constant function equal to
1 and the symbol ˙ denotes direct sum of vector spaces.
P
0
Proof. That PV is generated by the family (PV,k ) (k ∈ N) follows from
its definition. Therefore we have only to prove that the sum in (2.2) is direct
0 0
in the vector space sense, i.e. that PV,m ∩ PV,n = {0}, if m 6= n. This happens
because, if m 6= n, the elements of the two spaces are homogeneous functions
of different degrees.
2.1. Identification PV with the symmetric tensor algebra over VC

0
Since the map v ∈ V 7→ Xv given by (2.1) is injective, the linear space PV,1 of
homogeneous first order polynomials can be identified to the complexification
of V :
P10 ≡ VC := V +̇ iV ≡ PR,1 0 0
+̇ iPR,1 (2.3)
and the identification preserves the corresponding real structures.
More generally
X˙ 0 0
0
PV = PV,R,k +̇iPV,R,k ; PV,0 := C · Φ0 (2.4)
k∈N
The symmetric tensor algebra over VC is used in physics to define the Boson
Fock space. In this section we prove the emergence of this algebra is a general
feature in the theory of orthogonal polynomials.
Lemma 2.3. For any n ∈ N∗ , the map
v ⊗n ∈ VC⊗n 7→ Xvn ∈ PV,n

0
; v∈V (2.5)
b
where ⊗b denotes symmetric tensor product, extends to a ∗–isomorphism of

∗–algebras, denoted Tn , that preserves the corresponding real structures.
Proof. The statement is true in finite dimensions [1] and, since the
operations of symmetric tensor product and of inductive limite of complex
(real) vector spaces commute, it remains true in infinite dimensions.
lim PF = PV
→
Preservation of the corresponding real structures is proved analogously.
Remark. Recall that the symmetric tensor algebra, over a real or complex
vector space W is defined by
·
X
Tenssym (W ) := W ⊗n ; W ⊗0 := C (2.6)
b b
n∈N
The real structure on the complex vector space VC := V +̇iV , defines a real
structure on Tenssym (VC ) by
·
X
Tenssym (VC ) = VC⊗n (2.7)
b
n∈N
·
X M
= V ⊗n +̇ i V ⊗n = Tenssym (V ) +̇ iTenssym (V )
b b
n∈N n∈N
Tenssym (VC ) is a commutative algebra for symmetric tensor multiplication
and, with the involution
M b M b
T1 + iT2 ∈ V ⊗n ⊕ i V ⊗n 7→ T1 − iT2
n∈N n∈N
it becomes a graded ∗–algebra, with the gradation given by (2.7).

Theorem 2.4. In the notations of Lemma 2.3, there exists a unique gradation
and real structure preserving ∗–algebra isomorphism
X· X·
T : Tenssym (VC ) = VC⊗n → PV = 0
PV,k
b
n∈N k∈N
characterized by the property
T v ⊗n := Xvn

; ∀v ∈ V , ∀n ∈ N (2.8)
Proof. For n ∈ N, let Tn be the complex vector space isomorphism
of Lemma 2.3. Then T := ˙ Tn is a vector space isomorphism, uniquely
P
determined by (2.8) because, in both gradations, the sum is direct. From
(2.8), it follows that T is gradation and real structure preserving. It remains
to be proved that T is a ∗–algebra isomorphism. To this goal notice that, by
definition of symmetric tensor product, for any u, v ∈ V , one has
1 X
u⊗m ⊗vb ⊗n = wπ(1) ⊗ wπ(2) ⊗ · · · ⊗ wπ(m+n)
(m + n)!
π∈Sm+n
where w : {1, . . . , m + n} → {u, v} is any map such that

|w−1 (u)| = m , |w−1 (v)| = n. Recall the polarization identity
X
wπ(1) ⊗ wπ(2) ⊗ · · · ⊗ wπ(m+n) = (2.9)
π∈Sm+n
  ⊗(m+n)
m+n m+n
1 X Y X
=  εj   εj w j  ; ∀w1 , . . . , wm+n ∈ VC
2m+n j=1 j=1
ε1 ,...,εm+n ∈{±1}
and, for u, v ∈ V , denote wj := u for j ∈ {1, . . . , m}, wj := v for
j ∈ {m + 1, . . . , m + n}. Using the commutativity of PV , the real linearity of
v 7→ Xv and twice the polarization identity, one obtains
   ⊗(m+n) 
m+n m+n
1 1 X Y X
T u⊗m ⊗vb ⊗n =

εj  T  εj wj 
  
(m + n)! 2m+n

j=1
ε1 ,...,εm+n ∈{±1} j=1
 
m+n
1 1 X Y
m+n
=  εj  XPm+n
(m + n)! 2m+n j=1
ε
j=1 j wj
ε1 ,...,εm+n ∈{±1}
1 X
= Xwπ(1) · Xwπ(2) · · · · · Xwπ(m+n) = Xum Xvn
(m + n)!
π∈Sm+n
Thus T is an algebra isomorphism.
2.2. The degree filtration on PV

The family of sub–spaces of PV :
PV,n] := {linear span of monomials of degree ≤ n} ; n∈N (2.10)
is called the degree filtration in PV . It is increasing in the sense that
PV,n] ⊂ PV,n+1] ⊂ PV ; ∀n ∈ N (2.11)
moreover [
PV,n] = PV (2.12)
n∈N
When V is fixed, we write Pn] , P, . . . instead of PV,n] , PV , . . . .
3. Classical random fields as vector valued random variables

Definition 3.1. Let (Ω, F, P ) be a classical probability space and let V be
a real vector space. A real–valued classical random field on V based on
(Ω, F, P ) is a linear map
X : v ∈ V → Xv ∈ { real-valued random variables on (Ω, F, P )} (3.1)
Two real–valued random fields X, Y , on V based on (Ω, F, P ), are called
stochastically equivalent if for any n ∈ N, bounded Borel functions f1 , . . . , fn :
R → R and vectors v1 , . . . , vn ∈ V , one has
P (f1 (Xv1 ) · · · fn (Xvn )) = P (f1 (Yv1 ) · · · fn (Yvn )) (3.2)
The following Lemma shows that a classical random field on V is stochas-
tically equivalent to a single V ∗ –valued random variable and the function Xv
(v ∈ V ) is interpreted as component of this vector valued random variable
along v.
Lemma 3.2. Any random field Y on V based on (Ω, F, P ) is stochastically
equivalent to the random field X on V based on (V ∗ , F ∗ , P ∗ ) where:
– Xv is the linear functional on V ∗ defined by (2.1) (the v–coordinate),
– F ∗ is the σ–algebra generated by the Xv (v ∈ V ),
– P ∗ is the probability measure on V ∗ defined by
P ∗ f1 (Xv∗1 ) · · · fn (Xvn ) = P (f1 (Yv1 ) · · · fn (Yvn ))

for any n ∈ N, bounded Borel functions f1 , . . . , fn : R → R and vectors

v1 , . . . , v n ∈ V .
Proof. The random fields Y and X have the same finite dimensional
joint distributions hence, by Kolmogorov theorem, the same joint distribu-
tions.
Remark. The concrete realization of a random field on V given by Lemma

3.2 allows to identify such a field with a V –valued random variable.
If V is finite dimensional, one usually identifies V with V ∗ fixing a linear basis
on V and, through this identification, P ∗ becomes a probability measure on
V.
In the following any classical random field on V will be identified to its

concrete realization as a V –valued random variable given by Lemma 3.2 and
the corresponding probability measure on V ∗ will be denoted P .
Lemma 3.2 assures that, up to stochastic equivalence, there is no loss of
generality in this assumption.
3.1. Classical random fields with all moments

Definition 3.3. A classical random field X on V is said to have finite moments
of any order if:
P (|Xv |n ) < ∞ ; ∀v ∈ V , ∀n ∈ N
Two real–valued random fields X, Y , on V are called moment equivalent if
they have the same moments, i.e. if
P Xvn11 · · · Xvnkk = P Yvn11 · · · Yvnkk

for any k ∈ N, n1 , . . . , nk ∈ N and vectors v1 , . . . , vk ∈ V .

Remark 3.4. Stochastic equivalence is strictly stronger than polynomial equiv-
alence. From now on, we will only consider random fields with all moments
and the equivalence relation will be understood in the sense of moment equiv-
alence.
3.2. States and scalar products on PV
Lemma 3.2 shows that the polynomial algebra on V , introduced in Definition
2.1, is universal with respect to random fields on V with all moments in the
sense that any such random field defines a state on the ∗–algebra PV , i.e. a
linear functional ϕ on PV that is positive on elements of the form x∗ x for
some x ∈ PV .
The converse is false at an algebraic level, in fact it is known from Motzkin
negative solution of the 17–th Hilbert problem for polynomials (see [9] for a
discussion of this fact and references) that, if V as a real vector space has
dimensions strictly larger than 1 there exist point–wise positive polynomials
that cannot be expressed as a sum of elements of the form x∗ x with x ∈ PV .
However, as shown in [1] (see also the following of the present paper) all the
constructions related to orthogonal polynomials are valid in the more general
framework of states on PV . In the following we will discuss this more general
framework.
Let ϕ be a state on PV and denote

(a, b) ∈ P × P 7→ ha, biϕ := ϕ(a∗ b) ∈ C (3.3)
the associated semi–scalar product on PV . The pair (PV , h · , · iϕ ) is a
commutative semi–Hilbert algebra. The following Lemma characterizes those
semi–Hilbert algebra structures on PV that are obtained from a state in the
sense described above.
Lemma 3.5. For a semi–scalar product h · , · i on PV the following statements
are equivalent:
(i) h · , · i satisfies
h1P , 1P i = 1 (normalization) (3.4)
and, for each v ∈ V , multiplication by Xv is a symmetric linear operator on
PV with respect to h · , · i,
(ii) h · , · i satisfies (3.4) and
ha, bi ∈ R ; ∀ a, b ∈ PV,R (3.5)
hab, ci = hb, a∗ ci , ∀ a, b, c ∈ PV (3.6)
(iii) The semi–scalar product h · , · i is induced by a state ϕ on PV in the

sense of (3.3).
Proof. (i) ⇒ (ii). If multiplication by each Xv is symmetric with respect
to h · , · i, then the same is true for every monomial. Hence (3.6) follows from
the linearity of the maps hQ, · i for each Q ∈ PV . Given two monomials M
and M 0 , symmetry and commutativity imply that
hM, M 0 i = h1PV , M M 0 i = h1PV , M 0 M i = hM 0 , M i
thus the scalar product is real on monomials and this implies (3.5).
(ii) ⇒ (iii). If (3.6) holds, then the linear functional on PV
ϕ : Q ∈ PV 7−→ ϕ(Q) := h1PV , Q · 1PV i = h1PV , Qi
is positive because, for any Q ∈ P, one has
ϕ(Q∗ Q) := h1PV , Q∗ Q · 1PV i = hQ, Qi ≥ 0.
Therefore, if also (3.4) holds, ϕ is a state on P which induces the semi–scalar
product h · , · i in the sense of (3.3) because
ha, biϕ ≡ ϕ(a∗ b) = h1P , a∗ b · 1P i = ha, bi
(iii) ⇒ (i). If (iii) holds, then
hXv a, bi = ϕ((Xv a)∗ b) = ϕ(a∗ Xv∗ b) = ϕ(a∗ Xv b) = ha, Xv bi
The remaining properties are clear.
3.3. The topology of convergence in moments

In the following we fix a state ϕ on PV and denote h · , · i the corresponding
scalar product. We assume that V is a separable metrizable vector space and
that the topology on V is compatible with the scalar product h · , · i in the
sense that, for vn , v ∈ V :
vn → v ⇒ Xvn → Xv (3.7)
strongly in (PV , h · , · i).
Lemma 3.6. The following stetments are equivalent:
(i) The maps v ∈ V 7→ Xv (v ∈ V ) are continuous from the topology of V to
the topology of strong convergence on (PV , h · , · i).
(ii) For each vn , v ∈ V such that vn → v in V ,
ϕ(Xvkn ) → ϕ(Xvk ) ; ∀k ∈ N (3.8)
(iii) For any k ∈ N any vectors v1 , . . . , vk and any sequences v1,n , . . . , vk,n in
V such that vj,n → vj in V for j ∈ {1, . . . , k}, one has
ϕ(Xv1,n · · · Xvk,n ) → ϕ(Xv1 · · · Xvk ) (3.9)
Proof. If (i) holds, then for any k ∈ N, Xvkn Φ0 → Xvk Φ0 and this implies
(ii). If (ii) holds, then by polarization for any k ∈ N any vectors v1 , . . . , vk and
any sequences v1,n , . . . , vk,n in V such that vj,n → vj for j ∈ {1, . . . , k}, one
has ϕ(Xv1,n · · · Xvk,n ) → ϕ(Xv1 · · · Xvk ) which is (iii). Finally the implication
(iii) ⇒ (i) holds because (3.9) is simply a re–formulation of strong convergence
in (PV , h · , · i).
The topology defined by condition (3.8) is called the topology of convergence
in ϕ–moments or simply of moment–convergence when ϕ is fixed.
The standard way to realize the above described situation is to use the iden-
tification (2.3) and the ϕ–semi–scalar product to induce on V , hence on VC ,
the semi–scalar product
hu, viV := hXu , Xv iPV ; u, v ∈ V (3.10)
and the associated semi–Hilbert space structure. In this case the continuity
condition of Lemma 3.6 is automatically satisfied and one can identify the
∗
completion V of V with its topological dual V .
4. The ϕ–orthogonal gradation on PV

In this section we recall some known facts from [3] and simplify some of the
proofs contained there.
From now on we fix a real vector space V and a state ϕ with the property
that the semi–scalar product h · , · i defined by ϕ on PV satisfies condition
(3.7). Since V is separable by assumption, the semi–scalar product on V
defined by (3.10) induces a structure of separable semi–Hilbert space on VC .
The Xv act on the separable semi–Hilbert space (P , h · , · i) by left (≡
right) multiplication as symmetric linear operators. In the following, when
Orthogonal polynomial decomposition for random fields with all moments
11
no confusion is possible, we use the same symbol Xv to denote both the

random variable Xv and the multiplication operator by it.
The completion of (PV , h · , · i) will be denoted P (P V , P V,ϕ when it is
convenient to make explicit these dependences). A similar convention will be
adopted for all objects introduced in this section. The real structure on P
induces a real structure on
P = P R +̇ iP R := PR +̇ iPR (4.1)
Denote
η : P ≡ P · Φ0 → P (4.2)
the natural embedding
so that η(p) = 0 ⇐⇒ kpk = 0. For n ∈ N, the closure
of η Pn] · Φ0 will be denoted P n] . One has
P 0] ⊆ P 1] ⊆ P 2] ⊆ · · · ⊆ P n] ⊆ · · · ⊆ P
S S
and n∈N η Pn] · Φ0 , hence n∈N P n] , is dense in P.
For p ∈ P · Φ0 such that η(p) = 0, using the Schwarz inequality, one has
kXv pk = 0 for any v ∈ V . Thus the action of Xv can be transported on P
and, when no confusion is possible, we again use the same symbol Xv to
denote this action:
Xv η(p) := η(Xv p) (4.3)
Moreover, to simplify the notations, when no confusion is possible, we sim-
ply write Xv p instead of Xv η(p). The domain of each Xv contains the dense
sub–space η (P) as a non–invariant sub–space and on this sub-space Xv is
Hermitean.
Remark. If the state ϕ is induced by a probability measure P on V ∗ , there

is a natural embedding
\
P→ Lp (V ∗ , P )
p≥1
which is an identification if the measure P is uniquely determined by its
moments. In particular P can be identified to a sub–space of L2 (V ∗ , P ) which
coincides with L2 (V ∗ , P ) in case of uniqueness.
Definition 4.1. Let W be a real or complex topological vector space. A subset
B of W is called a total linear basis of W if it is linearly independent and
total, i.e. any finite sub–set of B is linearly independent and finite linear
combinations of elements of B are dense. If W is a semi–Hilbert space and B
is a total linear basis of W whose elements are mutually orthogonal, we call
it an orthogonal linear basis of W .
Since VC is a separable semi–Hilbert space with a real structure, it has an
at most countable real total linear basis and, orthogonalizing it, one obtains
an orthogonal real linear basis denoted e ≡ (ej )j∈D where D an at most
countable set. The corresponding maps
Xej := Xj ; j∈D (4.4)
will be called the coordinate functions in the (ej )–basis.

By construction, the linear span Ve of the basis e ≡ (ej )j∈D is such that
Ve is a dense sub–space of V (4.5)
hence, because of assumption (3.7),
PVe := alg. span of {Xej }j∈D is a dense sub–space of (PV , h · , · i)
For each n ∈ N the set of monomials of degree n in the e ≡ (ej )–basis is
defined by
Y n X
M(e)
n := {M = Xj j : n : j ∈ D → nj ∈ N , nj = n} (4.6)
j∈F j∈D
and the set of monomials of degree ≤ n in the e ≡ (ej )–basis is defined by

(e)
Y n X
Mn] := {M = Xj j : n : j ∈ D → nj ∈ N , nj ≤ n)}
j∈F j∈D
These are well defined because nj = 0 for almost all (all but a finite number)
(e)
j ∈ D. Mn and are at most countable sets indexed respectively by
X X
Dn := {maps n : D → N : nj = n} ; Dn] := {maps n : D → N : nj ≤ n}
j∈D j∈D
(e)
By multi–linearity, for each n ∈ N, the linear span of Mn] is a dense sub-
space of P n] .
Lemma 4.2. For n ∈ N, let Pn] denote the orthogonal projection from P onto
P n] and define
Pn := Pn] − Pn−1] ; ∀n ∈ N , P−1] := 0 (4.7)
the orthogonal projection onto
⊥
Pn := P n−1] ∩ P n] = Range(Pn ) (4.8)
(i) The sequence (Pn] ) is reality preserving, increasing and converging to 1
in the strongly finite sense on P and in the strong topology on P.
(ii) (Pn ) is an orthogonal partition of the identity, i.e.

n
X
Pm Pn = δm,n Pn ; Pn = Pn] , ∀n ∈ N (4.9)
n=0
X
Pn = 1 (4.10)
n∈N

where the series converges in the strongly finite sense on η Pn] · Φ0 and in
the strong topology on P. In particular the Hilbert spaces Pn , n ≥ 0, are
orthogonal subspaces of P.
13
Fix e ≡ (ej ) as in (4.5). By ortho–normalization of the mono-

Proof.
(e)
mials in η Mn] one obtains an at most countable ortho–normal basis
(e)
(Φn,j )j∈Jn (Jn ⊆ N) of η PR,n] whose complex linear span is dense in η Pn]
(e)
hence in P n] . Therefore (Φn,j )j∈Jn is an ortho–normal real linear basis of P n] .
(e) (e)
Hence the range of the orthogonal projection Pn] = j∈Jn Φn,j (Φn,j )∗ is P n]
P
and, by the uniqueness of the orthogonal projection onto a sub–space of a
Hilbert space, Pn] does not depend on the total linear basis e of V . Each Pn]
(e)
is reality preserving because the Φn,j are polynomials with real coefficients.
(Pn] ) is increasing because such is the sequence of sub–spaces (P n] ). That it
converges to 1 in the strongly finite sense on η (P) follows from the fact that
any element of P belongs to Pn] for some n. By density this implies strong
convergence to 1 on P. This proves (i).
To prove (ii) notice that for each n ∈ N, Pn is Hermitean because such are the
Pn] and is a projector because (Pn] ) is increasing. The latter property implies
that the Pn are mutually orthogonal. In fact, if m 6= n one can suppose that
m < n and in this case
Pm Pn = (Pm+1] −Pm] )(Pn+1] −Pn] ) = Pm+1] Pn+1] −Pm+1] Pn] −Pn+1] Pm] +Pm] Pn]
= Pm+1] − Pm+1] − Pm] + Pm] = 0

The second identity in (4.9) follows because the series is telescopic. This
implies (4.10) because if (i).
Definition 4.3. The orthogonal gradation of P V is:

M M
PV = Pn = P R,n +̇ iP R,n (4.11)
n∈N n∈N
where P
the sum is orthogonal in the Hilbert space sense, i.e. consisting of those
series n∈N φn with
X
kφn k2 < +∞ ; φn ∈ Pn
n∈N
Remark. By construction one has:

M
P k] = Pn ; ∀k ∈ N (4.12)
n∈{0,1,...,k}
4.1. The symmetric Jacobi relations

In general, for n ≥ 1, Xv is not bounded. In the following, when Xv Pn]
Pn] ·Φ0
(resp. Xv Pn ) is applied to a vector, it is understood that this vector is in the
domain. The following Lemma expresses the essence of Jacobi 3–diagonal
relation as an algebraic property of increasing sequences of orthogonal pro-
jections on semi–Hilbert spaces.
Lemma 4.4. Let (Pn] ) (n ∈ N) be an increasing sequence of orthogonal pro-

jections on a semi–Hilbert space H. Define
Pn := Pn] − Pn−1] ; ∀n ∈ N , P−1] := 0 (4.13)
Then
Pn+k Pn+1] = 0 ; ∀k ∈ N , k ≥ 2 (4.14)
∗
Furthermore, any linear Hermitean operator Y = Y : H → H such that
Y Pn] H ⊆ Pn+1] H (4.15)
satisfies the identity
Pm Y P n = 0 if m ∈
/ {n − 1, n, n + 1} (4.16)
If, in addition limn→∞ Pn] = 1H , then (Pn ) is a partition of the identity and
Y Pn = Pn+1 Y Pn + Pn Y Pn + Pn−1 Y Pn (4.17)
Proof. One easily verifies that the Pn defined by (4.13) are mutually
orthogonal. If k ≥ 2, n + k − 1 ≥ n + 1. Therefore, since (Pn] ) is increasing
Pn+k Pn+1] = (Pn+k] − Pn+k−1] )Pn+1]
= Pn+k] Pn+1] − Pn+k−1] Pn+1] = Pn+1] − Pn+1] = 0
This proves (4.14). From this one deduces that, if m ≥ n + 2, then (4.15)
implies that Pm Y Pn = Pm Pn+1] Y Pn = 0. Therefore, if m ≤ n − 2 ⇐⇒ n ≥
m + 2, one has
Pn Y Pm = 0 ⇐⇒ 0 = (Pn Y Pm )∗ = Pm Y Pn
Thus Pm Y Pn = 0 if m ∈ / {n−1, n, n+1} and this proves (4.16). That the (Pn )
are a partition of the identity follows from the assumption limn→∞ Pn] = 1H .
This toghether with (4.16) implies that
X
Y Pn = Pm Y Pn = Pn+1 Y Pn + Pn Y Pn + Pn−1 Y Pn
m∈N
and this proves (4.17).
Theorem 4.5. With the convention (4.13), for any v ∈ V and n ≥ 0 the
following equality holds:
Xv Pn = Pn+1 Xv Pn + Pn Xv Pn + Pn−1 Xv Pn (4.18)
Proof. From (4.9) and (4.14) it follows that
X
Xh Pn = Pm Xh Pn = Pn+1 Xh Pn + Pn Xh Pn + Pn−1 Xh Pn
m∈N
because from Lemma 4.4 we know that Pm XPn = Pm Pn+1] XPn = 0 if
m∈ / {n − 1, n, n + 1}.
Definition 4.6. The identity (4.18) is called the symmetric Jacobi relation.
The following result describes the range of Pn more precisely.
15
0
Proposition 4.7. For n ∈ N, if M̃n+1 is a total sub–set of Pn+1 , then the set
n o
Mn+1 − Pn] (Mn+1 ) : Mn+1 ∈ M̃n+1 (4.19)
is total in Pn+1 .

Proof. By definition Pn+1 M̃n+1 ⊆ Pn+1 and the inclusion is total
because Pn+1 is norm continuous. For any Mn+1 ∈ M̃n+1 , by construction
Mn+1 − Pn] (Mn+1 ) ⊥ Pn] and Mn+1 − Pn] (Mn+1 ) ∈ Pn+1] , therefore the set
(4.19) is contained in Pn+1 . Therefore

Mn+1 − Pn] (Mn+1 ) = Pn+1 Mn+1 − Pn] (Mn+1 ) = Pn+1 (Mn+1 )

and the thesis follows from the totality of Pn+1 M̃n+1 in Pn+1 .
Lemma 4.8. Denote N the sub–space of P · Φ0 consisting of the zero–norm

vectors. Let M̃m be as in Proposition 4.7 and suppose that, for some m ∈ N∗
one has
0
Pm (Pm )⊆N (4.20)
Then
P ⊆ Pm−1] + N (4.21)
Proof. Under assumption (4.20), for any monomial Mm of degree m,
one has
Pm (Mm ) = Mm −Pm−1] (Mm ) ∈ N ⇐⇒ Mm ∈ Pm−1] (Mm )+N ⊆ Pm−1] +N

Since, from Proposition 4.7 we know that Pm M̃m is total in Pm , this
implies Pm ⊆ Pm−1] + N . But then Pm] = Pm + Pm−1] ⊆ Pm−1] + N .
Suppose by induction that, for some n > m,
Pn] ⊆ Pm−1] + N . Then for each v ∈ V ,
Xj Pn] ⊆ Xj Pm−1] + N ⊆ Pm] + N ⊆ Pm−1] + N
Since j ∈ D is arbitrary, this implies Pn+1] ⊆ Pm−1] + N . By induction
Pn] ⊆ Pm−1] + N for all n > m and this is equivalent to (4.21).
The scheme of the present paper is the following. In section 2 we give an
intrinsic construction of the algebra PV of polynomial functions on a real
vector space V which prepares the ground to the identification of this alge-
bra with the algebra generated by the components of a classical V –valued
random variable. The identification of this algebra with the symmetric ten-
sor algebra over the complexification of V (section 2.1) prepares the ground
to the identification of the orthogonal gradation with a symmetric interact-
ing Fock space (IFS) which generalizes the usual Fock space. In section 3
we prove that the assignment of a probability measure on V ∗ allows to in-
terpret the generators of PV as components of a classical V –valued random
variable X. If this random variable has all moments its distribution uniquely
defines a state on PV . If V is a metric space one can introduce the topology
of moment–convergence on the space of such random variables and define
the continuity of the map X : v ∈ V → Xv (the component of X along v)

(section 3.3). In section 4.1 we give a new proof of the symmetric Jacobi re-
lations which shows that the domain of validity of this formula goes beyond
the theory of orthogonal polynomials. Given the intrinsic formulation of the
Jacobi relations, the introduction of the CAP operators and of the quantum
decomposition as well as the deduction of the type–2 commutation relations
follows essentially the same pattern as in the finite–dimensional case.
4.2. The CAP operators and the quantum decomposition of a classical ran-
dom field
Lemma 4.9. The linear operators
a+
v|n := Pn+1 Xv Pn : Pn −→ Pn+1 (4.22)
a0v|n := Pn Xv Pn : Pn −→ Pn (4.23)
a−
v|n := Pn−1 Xv Pn : Pn −→ Pn−1 (4.24)
defined for v ∈ V , n ≥ 0 and with the convention (4.13), map real vectors
into real and one has
−
Xv Pn = a+ 0
v|n + av|n + av|n (4.25)
−
Dom(a+ 0
n (v)) = Dom(an (v)) = Dom(an (v)) = Dom(Xv Pn ) (4.26)
Moreover on this domain for each n ∈ N and v ∈ V :
∗ −
(a+
v|n ) = av|n+1 ; (a0v|n )∗ = a0v|n (4.27)
−
Proof. The operators a+ 0
v|n , av|n , av|n map real vectors into real because,
due to Lemma 4.2 they are product of operators which have this property.
(4.26) follows from (4.18). (4.27) follows from
∗ ∗ −
(a+
v|n ) = (Pn+1 Xv Pn ) = Pn Xv Pn+1 = av|n+1
(a0v|n )∗ = (Pn Xv Pn )∗ = Pn Xv Pn = a0v|n

Notation.
For n ≥ 1 the operators aεv|n : Pn → Pn+ε (ε ∈ {+1, 0, −1}) in general are not
bounded, like Xv|n . In order to simplify notations, we will often use notations
like aεv|n (Pn ), . . . to mean aεv (Pn ∩ Dom(aεv )), . . . . A minimal condition to
develop the theory is that these operators are densely defined on a natural
domain. In finite dimensions this problem does not arise because Pn is finite
dimensional and the n–th order monic polynomials η(Mn )−Pn] (η(Mn ) (Mn ∈
(e)
Mn ) are a linear basis of it. In infinite dimensions this set is a total linear
basis of Pn , in the sense of Definition 4.1. Let us look for conditions under
which this set is in the domain of the aεv|n . One has
η(Mn ) − Pn−1] (η(Mn )) ∈ Pn (4.28)
(e)
and the set of these vectors when Mn varies in Mn
is total in Pn . Therefore
+ε

av|n η(Mn ) − Pn−1] (η(Mn )) = Pn+ε Xv Pn η(Mn ) − Pn−1] (η(Mn ))
17

= Pn+ε Xv η(Mn ) − Pn−1] (η(Mn ))
Therefore if
Pn−1] (Pn0 ) ⊆ Dom(Xv ) ; ∀v ∈ V , ∀n ∈ N (4.29)
then η(Mn ) − Pn−1] (η(Mn ) ∈ Dom(aεv|n ) and
a+ε

v|n η(Mn ) − Pn−1] (η(Mn )) = Pn+ε η(Xv Mn ) − Xv Pn−1] (η(Mn ))
Conversely, if η(Mn ) − Pn−1] (η(Mn ) ∈ Dom(Xv ) then, since Dom(Xv ) is a

vector space and η(Mn ) ∈ Dom(Xv ), also Pn−1] (η(Mn )) ∈ Dom(Xv ) hence,
for the above reasoning , also in Dom(aεv|n ). Condition (4.29) is strictly
stronger than the existence of all moments and requires some property of
asymptotic independence of the state ϕ. The problem to express condition
(4.29) uniquely in terms of moments is not easy and will be discussed sepa-
rately.
From now on we assume that condition (4.29) is satisfied.
(e)
Definition 4.10. The linear span of the vectors(4.28) with Mn ∈ Mn is
denoted Pnw (⊆ Pn ) and elements of the form (4.28) are called monic quasi–
(e)
polynomials. If M0n ⊆ Mn is a total linear basis of Pn0 consisting of mono-
mials, the linear span of any set of the form
η(Mn ) − Qn−1] ∈ Pn] : Mn ∈ M0n , Qn−1] ∈ Pn−1]

(4.30)
is called a monic sub–space of Pn .
Theorem 4.11. For any v ∈ V , the following operators (CAP operators)
X
a+
v := a+
v|n (creation) (4.31)
n∈N
X
a0v := a0v|n (preservation) (4.32)
n∈N
X
a−
v := a−
v|n (annihilation) (4.33)
n∈N
are well defined on
(w)
M
P (w) := Pnw (4.34)
L(w)
where the symbol means that the right hand side of (4.34) is the linear
span of the Pnw and, on this domain, enjoy the following properties.
aεv|n Pnw ⊆ Pn+ε ; ε ∈ {+1, 0, −1} , n ∈ N , v ∈ V (4.35)
∗ −
(a+
v ) = av ; (a0v )∗ = a0v (4.36)
a−
v Φ0 = 0 (4.37)
Xv = a+ 0
v + av + a−
v (4.38)
Moreover the decomposition on the right hand side of (4.38) is unique in the
−
sense that, if b+ 0
v , bv , bv are linear operators on P satisfying (4.22), (4.23),
−
(4.24) with a replaced by b, then they coincide with a+ 0
v , av , av respectively.
−
Finally the operators a+ 0
v , av , av map polynomials with real coefficients into
polynomials with the same property.
− 0
Proof. The operators a+ v , av , av (v ∈ V ) are well defined on the space
(w)
P0 because it is the algebraic linear span of the vectors (4.28) and on each
of these vectors the series defining the aεv (ε = +, 0, −) is reduced to at most
3 terms. Hence it is well defined if and only if each of these terms is well
defined and this is the case because of assumption (4.29).
They map real vectors into real because, due to Lemma 4.2 they are sums of
operators which have this property. Finally for an arbitrary v ∈ D and n ∈ N
one has
∗ ∗ −
(a+v|n ) = (Pn+1 Xv Pn ) = Pn Xv Pn+1 = av|n+1
(4.36) follows from (4.27). Since for any ξ ∈ Dom(a+
v)
hξ, a− +
v Φ0 i = hav ξ, Φ0 i = 0
because a+ v ξ ⊥ Φ0 , (4.37) follows.
0

Lemma 4.12. Suppose that η Pn+1 is not contained in P n] (i.e. that P =
6
P n] ). For n ∈ N, let be given:
(i) two monic vector subspaces P̃n−1 ⊂ Pn−1 , P̃n ⊂ Pn
(ii) two arbitrary linear maps
v ∈ V 7−→ A0v|n ∈ La (P̃n , P̃n ) (4.39)
v ∈ V 7−→ A−
v|n ∈ La (P̃n , P̃n−1 ) (4.40)
Then, defining for any v ∈ V the map
A+
v|n := Xv − A0v|n − A−
v|n (4.41)
P̃n
the set
P̃n+1 := {A+
v|n P̃n ; v ∈ V } (4.42)
is a monic vector subspace of P̃n+1] such that
P̃n+1 +̇P n] is dense in P n+1] (4.43)
where +̇ means direct sum of linear spaces.
Proof. Since P̃n is monic, according to Definition 4.10, it has a total
(e)
linear basis consisting of vectors of the form (4.30) where M0n ⊆ Mn is a
0
total linear basis of Pn . Then (4.41) implies that
−
A+ 0 0
v|n (η(Mn )−Qn−1] ) = Xv η(Mn )−Av|n η(Mn )−Av|n η(Mn )−Xv Qn−1] +Av|n Qn−1] +
+A−
v|n Qn−1] =: Xv η(Mn ) − Qn]
where Mn ∈ M0n , Qn−1] ∈ Pn−1] and Qn] ∈ Pn] . Since M0n is a total linear
basis of Pn0 , when v varies in V and Mn in M0n , the products of the form
0
Xv η(Mn ) contain a total linear basis of η(Pn+1 ). Therefore P̃n+1 defined by
(4.42) is a monic vector subspace of P̃n+1] which cannot contain non–zero
0
polynomials of degree ≤ n because by assumption η Pn+1 is not contained
19
in P n] . This implies that the sum on the left hand side of (4.43) is direct.
Since the left hand side of (4.43) contains P n] it also contains a total linear
0
basis of η(Pn+1 ) and this implies its density in P n+1] .
4.3. The type–2 commutation relations among the CAP operators

In dimension ≥ 2, in addition to the commutation relations among the CAP
operators arising from gradation preserving, there are additional commuta-
tion relations, called type–2, arising from the mutual commutativity of the
coordinate functions. This property remains true in infinite dimensions.
Lemma 4.13. For all j, k ∈ N∗ the following commutation relations are satis-
fied:
[a+ +
j , ak ] = 0 (4.44)
− − +
[a+ 0 0
j , ak ] + [aj , ak ] + [aj , ak ] = 0 (4.45)
[a+ 0 0 +
j , ak ] + [aj , ak ] = 0 (4.46)
Proof. for each j, k ∈ N∗
0 = [Xj , Xk ] (4.47)
− −
= [(a+ 0 + 0
j + aj + aj ), (ak + ak + ak )]
= [a+ +
j , ak ]
+[a+ 0 0 +
j , ak ] + [aj , ak ]
− − +
+[a+ 0 0
j , ak ] + [aj , ak ] + [aj , ak ]
+[a0j , a− − 0
k ] + [aj , ak ]
+[a− −
j , ak ]
The mutual orthogonality of the Pk ’s and the properties of the ak imply that
expressions on different rows of the right hand side of the third identity in
(4.47) are separately equal to zero because their ranges are mutual orthogonal
sub–spaces. Since the 5–th row is the adjoint of the first one and the 4–th row
is equivalent to the adjoint of the second one, the vanishing of all the rows
is equivalent to (4.44), (4.45), (4.46) for all j, k ∈ N∗ . But this is equivalent
to the validity of these relations for all j, k ∈ N∗ such that j < k because all
the relations are identically satisfied for j = k and, exchanging the roles of j
and k, the left hand sides of (4.44), (4.45) are transformed into its opposite
and that of (4.46) remains unaltered.
4.4. Implications of the commutation relations

Recall that, if A is an adjointable operator on a semi–Hilbert space, then its
real and imaginary parts are defined by
1 1
A= (A + A∗ ) + (A − A∗ ) =: Re(A) + iIm(A) (4.48)
2 2
In the following (Ωn ) will denote the sequence of positive definite kernels
defined by Ω0 = 1 ∈ C and
∗ + −
Ωn+1 (ej , ek ) := (a+ +
j|n ) ak|n = aj|n+1 ak|n ∀n ∈ N , ∀j, k ∈ N∗
;
(4.49)
Since the operators a+k|n map real quasi–polynomials into real quasi–polynomials,
it follows that also the operators Ωn have this property. By linearity this is
equivalent to say that the a+k|n map monomials into real quasi–polynomials.
Lemma 4.14. The commutation relations (4.44), (4.45) and (4.46) are respec-
tively equivalent to the validity of the following identities for all j, k ∈ N∗
such that j < k and all n ∈ N:
a0k|n+1 a+ 0 +
j|n − aj|n+1 ak|n = (4.50)
∗ ∗ 0
= Xk a+ + + + 0
j|n − Xj ak|n + 2iIm(ak|n−1 (aj|n−1 ) ) + 2iIm((ak|n ) aj|n )
Ω1 (ej , ek ) = Ω1 (ek , ej ) ∈ R (4.51)

∗ ∗ 0
Im(Ωn+1 (ej , ek )) = Im(a+ + 0
k|n−1 (aj|n−1 ) ) + Im((ak|n ) aj|n ) ; ∀n ≥ 1
(4.52)
a0j|n+1 a+ 0 + + 0 + 0
k|n − ak|n+1 aj|n = ak|n aj|n − aj|n ak|n (4.53)
Proof. For j, k and n as in the statement, using the quantum decompo-

sition of the Xj , the commutativity of creators (4.44) is equivalent to
− + − +
0 = a+ + + + 0 0
j ak − ak aj ⇐⇒ (Xj − aj − aj )ak = (Xk − ak − ak )aj
− + − +
⇐⇒ Xj a+ 0 + + 0 +
k − aj ak − aj ak = Xk aj − ak aj − ak aj
− + − +
⇐⇒ a0k a+ 0 + + +
j − aj ak = Xk aj − Xj ak + aj ak − ak aj
⇐⇒ a0k a+ 0 + + +
j − aj ak = Xk aj − Xj ak + 2iIm(Ωj,k )
which is (4.50). The commutation relation (4.45) is equivalent to
− − + + − − + − + + −
[a+ 0 0 0 0 0 0
j , ak ]+[aj , ak ]+[aj , ak ] = 0 ⇔ [aj ak −ak aj ]+[aj ak −ak aj ]+[aj ak −ak aj ] = 0 ⇔
⇐⇒ a− + − + + − + − 0 0 0 0
j ak − ak aj = ak aj − aj ak + ak aj − aj ak
⇐⇒ 2iIm(a− + + − 0 0
j ak ) = 2iIm(ak aj ) + 2iIm(ak aj ) (4.54)
Restricting the identity (4.54) to P0 , since Φ0 is an eigen–vector of the a0j
and annihilators kill the vacuum, one finds:
a− + − + + − + − 0 0 0 0
j ak Φ0 − ak aj Φ0 = ak aj Φ0 − aj ak Φ0 + ak aj Φ0 − aj ak Φ0 = 0
⇔ 0 = (a− + − + − +
j ak − ak aj )Φ0 = 2iIm(aj ak )Φ0 = 2iIm(Ω1 (ej , ek ))Φ0
Since each Ω1 (ej , ek ) can be identified to multiplication by a scalar, the above
identity means that this scalar must be real. Since any PD kernel Ω̃ is the
sum of a symmetric kernel and a symplectic kernel (see [1]), it follows that
the kernel (Ω1 (ej , ek )) is symmetric and real valued. This proves (4.51).
To prove (4.52) note that, for any n > 0, restricting the identity (4.54) to
21
Pn and using the fact that the restriction of the adjoint is the adjoint of the
restriction, one obtains for each j ∈ N∗ ,
− − − −
a+ + 0 0 0 0 + +
k|n−1 aj|n −aj|n−1 ak|n +ak|n aj|n −aj|n ak|n = aj|n+1 ak|n −ak|n+1 aj|n (4.55)
= Ωn+1 (ej , ek )−Ωn+1 (ek , ej ) = Ωn+1 (ej , ek )−Ωn+1 (ej , ek )∗ = 2iIm(Ωn+1 (ej , ek ))
∗ ∗ 0
⇐⇒ 2iIm(Ωn+1 (ej , ek )) = 2iIm(a+ + 0
k|n−1 (aj|n−1 ) ) + 2iIm((ak|n ) aj|n )
(4.56)
and this is equivalent to (4.52).
The commutation relations (4.46), i.e.

[a+ 0 0 +
j , ak ] + [aj , ak ] = 0 (4.57)
are equivalent to
a+ 0 0 + 0 + + 0
j ak − ak aj + aj ak − ak aj = 0
Fixing n ∈ N and restricting the identity (4.57) to Pn one finds
(a+ 0 0 + 0 + + 0
j ak )|n − (ak aj )|n + (aj ak )|n − (ak aj )|n = 0
⇔ a+ 0 0 + 0 + + 0
j|n ak|n − ak|n+1 aj|n + aj|n+1 ak|n − ak|n aj|n = 0
⇔ a0j|n+1 a+ 0 + + 0 + 0
k|n − ak|n+1 aj|n = ak|n aj|n − aj|n ak|n
that is (4.53).
Lemma 4.15. The linear system
a0k a+ 0 + + 0 + 0
j − aj ak = aj ak − ak aj (4.58)
+ −
a0k a+ 0 + + + 0 0
j − aj ak = Xk aj − Xj ak + 2iIm(ak aj ) + 2iIm(ak aj ) (4.59)
(j, k ∈ D) is equivalent to the single equation (4.58).
Proof. To prove the equivalence of (4.58) and (4.59) note that the right
hand side of (4.59) is equal to
+ −
Xk a+ + 0 0
j − Xj ak + 2iIm(ak aj ) + 2iIm(ak aj )
= Xk (Xj − a0j − a− 0 − + − 0 0
j ) − Xj (Xk − ak − ak ) + 2iIm(ak aj ) + 2iIm(ak aj )
= Xk Xj − Xk a0j − Xk a− 0 − + − 0 0
j − Xj Xk + Xj ak + Xj ak + 2iIm(ak aj ) + 2iIm(ak aj )
= Xj a− − 0 0 + − 0 0
k − Xk aj + Xj ak − Xk aj + 2iIm(ak aj ) + 2iIm(ak aj ).
With similar arguments, the left hand side of (4.59) is equal to
− 0 − 0
a+ 0 + 0 0 0
j ak − ak aj = (Xj − aj − aj )ak − (Xk − ak − ak )aj
= Xj a0k − a0j a0k − a− 0 0 0 0 − 0

j ak − Xk aj + ak aj + ak aj
= Xj a0k − Xk a0j + a0k a0j − a0j a0k + a− 0 − 0
k aj − aj ak
Therefore the identity (4.59) is equivalent to
Xj a0k − Xk a0j + a0k a0j − a0j a0k + a− 0 − 0
k aj − aj ak
= Xj a− − 0 0 + − 0 0
k − Xk aj + Xj ak − Xk aj + 2iIm(ak aj ) + 2iIm(ak aj )
⇐⇒ +2iIm(a0k a0j )+a− 0 − 0 − − + − 0 0
k aj −aj ak = Xj ak −Xk aj +2iIm(ak aj )+2iIm(ak aj )
⇐⇒ a− 0 − 0 − − + −
k aj − aj ak = Xj ak − Xk aj + 2iIm(ak aj )
⇐⇒ a− 0 − 0 + 0 − − + 0 − − + −
k aj − aj ak = (aj + aj + aj )ak − (ak + ak + ak )aj + 2iIm(ak aj )
− − − 0 − 0 − + − − − + −
= a+
j ak + aj ak + aj ak − ak aj − ak aj − ak aj + 2iIm(ak aj )
− 0 − 0 − + − + − + −
= a+
j ak + aj ak − ak aj − ak aj + ak aj − aj ak
− + − + − + − 0 − 0 −
= a+
j ak − ak aj + ak aj − aj ak + aj ak − ak aj
= a0j a− 0 −
k − ak aj
which is (4.58).
4.5. The 3–diagonal decomposition of P V

Definition 4.16. For n ∈ N∗ , a 3–diagonal decomposition of P n] is defined
by:
(i) a vector space direct sum decomposition of P n]
·
X
P k] = Ph ; ∀ k ∈ {0, 1, . . . , n} (4.60)
h∈{0,··· ,k}
such that each Pk is monic,

(ii) for each k ∈ {0, 1, . . . , n}, a semi–scalar product h · , · ik on Pk , such
that, denoting h · , · in] the unique scalar product on P n] characterized by
the conditions that the vector space decompositions (4.60) are orthogonal for
the restriction of h · , · in] on each P k] :
M
P k] = Ph ; ∀ k ∈ {0, 1, . . . , n} (4.61)
h∈{0,··· ,k}
and for all k ∈ {0, 1, . . . , n}
h · , · in] = h · , · ik (4.62)
Pk
the restrictions of the operators Xej on P n−1] are symmetric:

hXej ξ, ηin] = hξ, Xej ηin] ; ξ, η ∈ P n−1] , j ∈ N∗ (4.63)
(iii) two families of semi–Hilbert space linear maps

a+
ej |k ∈ La ((Pk , h · , · ik ), (Pk+1 , h · , · ik+1 )) ; k ∈ {0, 1, . . . , n − 1}
(4.64)
a0ej |k ∈ La ((Pk , h · , · ik ), (Pk , h · , · ik )) ; k ∈ {0, 1, . . . , n−1} (4.65)
∗
j ∈ N , such that:
(iii.1) for all k ∈ {1, . . . , n} and j ∈ N∗ , a0ej |k is self-adjoint in the pre-Hilbert
space sense;
(iii.2) the following identity is satisfied:
−
Xej |k = a+ 0
ej |k + aej |k + aej |k ; k ∈ {0, 1, . . . , n − 1} , j ∈ N∗ (4.66)
23
with the convention that a+

ej |−1 = 0, and
a− + ∗
ej |k := (aej |k−1 ) : (Pk , h · , · ik ) → (Pk−1 , h · , · ik−1 ) k ∈ {0, 1, . . . , n−1}
;
(4.67)
where (a+ ej |k−1 ) ∗
denotes, when no confusion is possible, the semi–Hilbert
space adjoint of a+ ej |k−1 .
(iii.3) The operators a± 0
ej |k , aej |k satisfy the commutation relations (4.51),
(4.52), (4.53), (4.50).
Remark 4.17. In the following, if no confusion can arise, we will simply say
that n n−1 n−1
Pk , h · , · i k , a+· |k , a0· |k (4.68)
k=0 k=0 k=0
is a 3–diagonal decomposition of P n] .
Definition 4.18. (i) A 3–diagonal decomposition of P n+1]
n+1 n n
Pk (n + 1) , h · , · in+1,k , a+· |k (n + 1) , a0· |k (n + 1)
k=0 k=0 k=0
is called an extension of a 3–diagonal decomposition of P n]

n n−1 n−1
+ 0
Pk (n) , h · , · in,k , a · |k (n) , a · |k (n)
k=0 k=0 k=0
if, in obvious notations

Pk (n) = Pk (n + 1) ; ∀ k ∈ {0, · · · , n}
h · , · in+1] = h · , · in]
P n]
a0· |k (n + 1) = a0· |k (n) ; ∀ k ∈ {0, · · · , n}

a+· |k (n + 1) = +
a · |k (n) ; ∀ k ∈ {0, · · · , n − 1}
(ii) A 3–diagonal decomposition of P V is a sequence of 3–diagonal
decompositions
n n−1 n−1
Dn := Pk (n) , h · , · in,k , a+· |k (n) , a0· |k (n) ; n∈N
k=0 k=0 k=0
such that, for each n ∈ N, Dn+1 is an extension of Dn . In this case one simply
writes n o
Pn , h · , · in , a+· |n , a0· |n (4.69)
n∈N
Remark 4.19. Any 3–diagonal decomposition of P n] induces, by restriction,

a 3–diagonal decomposition of P k] for any k ≤ n.
Theorem 4.20. Every state ϕ on PV uniquely defines a 3–diagonal decom-

position of P V . Conversely, given a 3–diagonal decomposition of P V , there
exists a unique state ϕ on PV such that the 3–diagonal decomposition of P V ,
associated to ϕ according to the first part of the theorem, is the given one.
Proof. If the semi–scalar product on PV is induced by a state ϕ on PV ,

then by Lemma 3.5, for all n ∈ N, the operators of multiplication by the
coordinates are symmetric on Pn] for this semi–scalar product on a dense
sub–space invariant under multiplication by any Xej . Moreover the quantum
decompositions of the random variables Xj (i ∈ N∗ ) constructed in section
4.1 provide a 3–diagonal decomposition of P V . The uniqueness of the quan-
tum decomposition implies the uniqueness of the corresponding 3–diagonal
decomposition of P V .
Conversely, let be given a 3–diagonal decomposition of P V and denote h · , · i

the semi–scalar product induced by it on PV . Then, by condition (ii) of
Definition 4.16 and condition (ii) of Definition 4.18, for each n ∈ N, the
restriction of the operator Xej (j ∈ N∗ ) on Pn−1] is symmetric with respect
S the restriction of h · , · i on Pn−1] on a dense invariant sub–space. Since
to
k∈N Pk] = PV , the operators Xej are h · , · i–symmetric on PV . Lemma 3.5
then implies that the semi–scalar product on PV is induced by some state ϕ
on PV and this concludes the proof.
Lemma 4.21. Let, for n ∈ N∗ ,
n n−1 n−1
Pk , h · , · i k , a+· |k , a0· |k (4.70)
k=0 k=0 k=0
be a 3–diagonal decomposition of P n] . Any 3–diagonal extension of (4.70)

defines a pair
Ωn+1 , a0· |n (4.71)
with the following properties:
(i) a0· |n is a linear map
a0· |n : v ∈ V 7−→ a0v|n ∈ La (Pn , h · , · in ) (4.72)
such that:
– for all v ∈ V , a0v|n is a self–adjoint operator on the pre-Hilbert space
(Pn , h · , · in );
(ii) For each n ∈ N a La ((Pn , h · , ·in )–valued positive definite kernel on V ,

denoted Ωn+1 , mapping real vectors onto real vectors and such that Ω0 ≡ 1,
Ω1 is arbitrary and, for n > 1 the pair
((Ωn )n∈N , (a0ej |n )j∈N∗ )
is a solution of the joint system of inductive equations (4.51), (4.52), (4.53),
(4.50) where the a+ j|n are defined by
∗
a+ 0 +
j|n = Xj Pn − aj|n − (aj|n−1 )
with Pn is the orthogonal projection on Pn . Conversely any pair of the form

(4.71), satisfying conditions (i) and (ii) above, defines a 3–diagonal decom-
position of P V .
25
Proof. Definition 4.16 implies that any 3–diagonal decompositions of

P n+1] extending the given one determines a pair (4.71) with self–adjoint
operator a0j|n and with positive definite kernel (Ωn (ej , eh )) defined by
∗ +
Ωn+1 (ej , eh ) := (a+
ej |n ) aeh |n ∈ La (Pn , h · , , · in ) ; j, h ∈ N∗ , n ∈ N
We can prove, in the same way as in [1], that the Ωn satisfy conditions (4.51),
(4.52); the a0j|n+1 satisfy condition (4.53) and that the a0j|n+1 satisfy condi-
tion (4.50). Therefore properties (i) and (ii) above are satisfied.
Conversely, given n ∈ N∗ , the 3–diagonal decomposition (4.70) of P n] , and

a pair of the form (4.71), satisfying conditions (i) and (ii) above, define for
each j ∈ N∗ the linear maps
a+
ej |n : Pn −→ Pn+1] (4.73)
by the condition
∗
a+
ej |n := Xj − a0ej |n − (a+
ej |n−1 ) (4.74)
Pn
and let Pn+1 be the vector space constructed in Lemma 4.12 with the choices
A0ej |n := a0ej |n and A− − +
ej |n := aej |n = (aej |n−1 )
∗
That Pn+1 is a monic subspace of P n+1] follows from Lemma 4.12. This
proves that condition (i) of Definition 4.16 is satisfied.
Let h · , ·in+1 be the scalar product on Pn+1 , induced by the positive definite
kernel (Ωn+1 (ej , eh )) through the identity:
ha+ +
ej |n ξj , aeh |n ηh in+1 := hξj , Ωn+1 (ej , eh )ηh in ; ξj , ηh ∈ Pn
Let us prove that for each j ∈ N∗ , the restriction on P n] of the multiplication
operator by Xej is symmetric, i.e. that for each ξ, η ∈ P n] , one has
hXej ξ, ηin+1] = hξ, Xej ηin+1] (4.75)
From (4.74) we know that
∗
a+ 0 +
ej |n + aej |n + (aej |n−1 ) = Xej |n (4.76)
where the restriction is meant in the sense of right multiplication by the
projection onto Pn , so that both sides are zero outside Pn . This implies in
particular that, for each k ≤ n
Xej |k : Pk → Pk+1 ⊕ Pk ⊕ Pk−1
If both ξ, η ∈ P n−1] , then the identity (4.75) is reduced to the identity
hXej ξ, ηin] = hξ, Xej ηin]
which holds because the left hand side of (4.76) defines a 3–diagonal decom-
position of P n] .
Therefore it is sufficient to consider the case in which ξ, η ∈ Pn ⊕ Pn−1 .
By symmetry the problem is reduced to the two cases:
η ∈ Pn−1 ; ξ ∈ Pn
η ∈ Pn ; ξ ∈ Pn
Case 1 : η ∈ Pn−1 ; ξ ∈ Pn .
Using the mutual orthogonality of the spaces Pk for k ≤ n + 1, one finds:
hXej ξ, ηin+1] = hξ, Xej ηin+1] ⇔
∗ ∗
⇔ h(a+ 0 + + 0 +
ej |n +aej |n +(aej |n−1 ) )ξ, ηin+1] = hξ, (aej |n−1 +aej |n−1 +(aej |n−2 ) )ηin+1]
∗
⇔ ha+ 0 +
ej |n ξ, ηin+1] + haej |n ξ, ηin+1] + h(aej |n−1 ) ξ, ηin+1] =
∗
= hξ, a+ 0 +
ej |n−1 ηin+1] + hξ, aej |n−1 ηin+1] + hξ, (aej |n−2 ) ηin+1]
∗
⇔ h(a+ +
ej |n−1 ) ξ, ηin−1 = hξ, aej |n−1 ηin
that is identically satisfied because the left hand side of (4.76) defines a 3–
diagonal decomposition of P n] .
Case 2 : η ∈ Pn ; ξ ∈ Pn
hXej ξ, ηin+1] = hξ, Xej ηin+1] ⇔
∗ ∗
⇔ h(a+ 0 + + 0 +
ej |n +aej |n +(aej |n−1 ) )ξ, ηin+1] = hξ, (aej |n +aej |n +(aej |n−1 ) )ηin+1]
∗
⇔ ha+ 0 +
ej |n ξ, ηin+1] + haej |n ξ, ηin+1] + h(aej |n−1 ) ξ, ηin+1] =
∗
= hξ, a+ 0 +
ej |n ηin+1] + hξ, aej |n ηin+1] + hξ, (aej |n−1 ) ηin+1]
⇔ ha0ej |n ξ, ηin = hξ, a0ej |n ηin

that is identically satisfied because, by assumption, a0ej |n is self–adjoint for
the h · , · in –scalar product. Therefore the restriction on P n] , of the multi-
plication operator by Xej is symmetric, i.e. condition (ii) of Definition 4.16
is satisfied.
The linear maps (a0· |n+1 ) are self–adjoint for the semi–scalar product h · , ·in+1
because of assumption (i). This is equivalent to condition (iii.1) of Definition
4.16.
(4.74) implies that condition (iii.2) of Definition 4.16 is satisfied.
Finally, condition (iii.3) of the same Definition is satisfied because of condi-
tion (ii). In conclusion: for any choice of the pair (4.71), satisfying conditions
(i) and (ii) above, the triple
n+1 n n
+ 0
Pk , h · , · ik , a· |k , a· |k
k=0 k=0 k=0
is a 3–diagonal decomposition of P n+1] extending the given one (4.70). This

concludes the proof.
27
4.6. The infinite dimensional Favard Lemma

Theorem 4.22. Let e = (ej )j be a total linear basis of V . Then any state ϕ
on PV uniquely defines a pair of sequences

(Ωk ) , a0ej |k , j ∈ N∗ (4.77)
k∈N
with the following properties:
(i) Ω0 ≡ 1 is the constant kernel on V , identically equal to 1, on the Hilbert
space
(P0 · Φ0 , h · , · i0 ) ≡ (C, hz, wi0 := z̄w (z, w ∈ C)) (4.78)
(ii) Denoting
n o
∗
(Pk , h · , · ik ) , a+ej |k a0
e j |k , j ∈ N (4.79)
n∈N
the 3–diagonal decomposition associated to the pair (PV , ϕ), for each
n ∈ N the operators
a0ej |n ∈ La ((Pn , h · , · in ) ; j ∈ N∗ (4.80)
are self–adjoint and satisfy, for all j, k ∈ N∗ and all n ∈ N, the joint
system of inductive linear equations (4.53), (4.50).
(iii) for each n ∈ N, Ωn+1 is the La ((Pn , h · , · in )–valued PD kernel on V
uniquely defined by the identity
∗ +
Ωn+1 (u, v) := (a+
u|n ) av|n ; u, v ∈ VC
and satisfies the identities (4.51), (4.52).

Conversely, given a pair of sequences (Ωn+1 ) , (a0· |n ) satisfying con-
ditions (4.51), (4.52), (4.53), (4.50), with respect to the operators a+
k|n , in-
ductively defined as in Lemma 4.21, there exists a unique state ϕ on PV
such that the 3–diagonal decomposition associated to the pair (PV , ϕ) is
associated to the pair (Ωn+1 ) , (a0· |n ) in the sense of the first part of the
theorem.
Proof. Necessity. Let (4.79) be the 3–diagonal decomposition of P V
associated to the pair (PV , ϕ) according to Theorem 4.20. According to
Definition 4.18 the 3–diagonal decomposition (4.79) is inductively defined by
the assignment, for each n, of an extension of a 3–diagonal decomposition of
P n] . According
to Lemma 4.21 these extensions are parametrized by pairs
of sequences (Ωn+1 ) , (a0· |n ) satisfying conditions (4.51), (4.52), (4.53),
(4.50) and the space P0 is identified with C with the Euclidean scalar prod-
uct. It follows that the assignment of a 3–diagonal decomposition of P V is
equivalent to the assignment of a sequence of pairs with the above listed
properties.
Uniqueness follows from the fact that a sequence (Ωn+1 ) , (a0· |n ) uniquely
defines the associated 3–diagonal decomposition and conversely. This proves

the statement.

Sufficiency. A pair of sequences (Ωn+1 ) , (a0· |n ) satisfying condi-
tions (4.51), (4.52), (4.53), (4.50), can be inductively constructed as follows.
P0 is identified with C with the Euclidean scalar product and, having defined
the 3–diagonal decomposition of P n]
n−1 n−1
n + 0
(Pk , h · , · ik )k=0 , a· |k , a· |k (4.81)
k=0 k=0
n
and the associated sequence (Ωk ) , (a0· |k ) , one chooses arbitrarily:
k=1
(i) a set of self–adjoint operators a0j|n ∈ La ((Pn , h · , · in ) (j ∈ D)

satisfying the joint system of linear equations (4.53), (4.50) ;
(ii) an La ((Pn , h · , · in )–valued PD kernel Ωn+1 on V satisfying con-

dition (4.52 ). This is equivalent to say that one chooses arbitrarily a sym-
metric La ((Pn , h · , · in )–valued PD kernel ΩS,n+1 on V and then defines
∗ ∗ 0
Ωn+1 := ΩS,n+1 + 2iIm(a+ + 0
k|n−1 (aj|n−1 ) ) + 2iIm((ak|n ) aj|n ) (4.82)
where the a0j|n are defined by item (i) above and the operators a+
k|n−1 ,
+ ∗
(aj|n−1 ) are defined by the induction assumption.
Having chosen the a0j|n as in item (i) above, the choice of the a+ j|n is
uniquely determined by condition (4.74) and defines the vector space Pn+1
as in Lemma 4.21.
We know that the choice of the kernel Ωn+1 , as in item (ii) above, uniquely
defines a semi–scalar product h · , · in+1 on Pn+1 This scalar product al-
lows to define the adjoint of the a+
j|n . Conditions (4.51), (4.52), (4.53), (4.50)
guarantee that conditions (i) and (ii) of Lemma 4.21 are satisfied.

Therefore, from Lemma 4.21, we deduce that the pair (Ωn+1 ) , (a0· |n )
uniquely determines the 3–diagonal decomposition of P n+1] (4.81) given by
the triple
n n n o
n+1
(Pk , h · , · ik )k=0 , a+· |k , a0
· |k
k=0 k=0

We conclude, by induction, that the pair of sequences (Ωn+1 ) , (a0· |n )
(n ∈ N) uniquely determines a 3–diagonal decomposition of P V hence, by
Theorem 4.20, a state ϕ on PV .
4.7. Boundedness conditions

In this section we use the notations of section 4. Moreover we suppose that
the state ϕ on PV (see the beginning of section 3.3) is implemented by a
29
probability measure µ that, because of Lemma (3.2), one can always suppose
to be realized on V ∗ . If V is finite–dimensional, then the restriction Xj|n
of each coordinate Xj on Pn0 (Ve ) = Pn (V ) is bounded because Pn (V ) is
also finite–dimensional. In the infinite–dimensional case the boundedness of
Xj|n is subject to analytical conditions. The following lemma, concering the
finite–dimensional case, explains the roots of these conditions.
Lemma 4.23. If dim(V ) = d < ∞ then any probability measure µ with the
same moments as those defined by the state ϕ satisfies the following property.
Denoting, for j ∈ {1, . . . , d} and L > 0,
Bj,L := {(x1 , . . . , xd ) ∈ Rd : |xd | > L} (4.83)
for any n ∈ N there exists a constant Cn such that for any ε > 0 there exists
0
Lε,n > 0 such that ∀j ∈ {1, . . . , d}, ∀Q ∈ PR,n (Ve ), ∀L > Lε,n :
Z
Xj2 Q2 dµ ≤ ε|M(e)n |Cn kQkµ
2
(4.84)
Bj,L
where k( · )kµ denotes the norm on L2 (Rd , µ).

0
Proof. If dimR (V ) = d < ∞ then, for each n ∈ N, PR,n (Ve ) is also finite
dimensional with a linear basis given by the monomials in the e–basis. From
Lemma (3.2) we know that any measure µ with the same mixed moments as
(X1 , . . . , Xd ) can be realized, up to isomorphism, as a probability measure on
(Rd )∗ ≡ Rd . (4.83) implies that one has Bj,L ↓ ∅ as L → +∞. Fixing n ∈ N,
(e)
for any j ∈ {1, . . . , d} and M ∈ Mn one has Xj2 M 2 ∈ L1 (Rd , µ). Therefore,
(e)
since d, |Mn | < ∞, for any ε > 0 there exists Lε > 0 such that
Z
Xj2 M 2 dµ ≤ ε ; ∀L > Lε , ∀j ∈ {1, . . . , d} , ∀M ∈ Mn(e)
Bj,L
0
P
Since the generic element of PR,n (Ve ) has the form Q = M ∈Mn
(e) aM M
this implies that, denoting by |a| the cardinality of non zero elements of
0
a := (aM )M ∈M(e) , and defining a norm on PR,n (Ve ) by:
n
X
kQk22 := |aM |2
(e)
M ∈Mn
0
one has for Q ∈ PR,n (Ve ) as above:
Z Z X X Z
Xj2 Q2 dµ = Xj2 ( aM M )2 dµ = aM aN Xj M Xj N dµ
Bj,L Bj,L (e) (e) Bj,L
M ∈Mn M,N ∈Mn
Z !1/2 Z !1/2
X
≤ aM aN Xj2 M 2 µ Xj2 N 2 dµ (4.85)
(e) Bj,L Bj,L
M,N ∈Mn
X 1 2
≤ε (a + a2N ) = ε|Mn(e) | kQk22
(e)
2 M
M,N ∈Mn
Since in finite dimensions all norms are equivalent, denoting k( · )kµ,n the
0
restriction of k( · )kµ to PR,n (Ve ), there exists a constant Cn , depending
only on the dimension of PR,n (Ve ), such that kQk22 ≤ Cn kQk2µ,n = Cn kQk2µ .
0
Replacing this in (4.85), one finds (4.84).
Corollary 4.24. In the conditions of Lemma 4.23 for any n ∈ N and j ∈

{1, . . . , d}, Xj is bounded on Pn] (Ve ).
Proof. Since Pn] (Ve ) = ˙ k≤n Pk0 (Ve ), it will be sufficient to prove that
P
0
condition (4.86) is satisfied for each Q ∈ PR,n (Ve ). Fixing ε and Lε,n as in
0
Lemma 4.23, one has ∀L > Lε,n and for all Q ∈ PR,n (Ve ):
Z Z Z
kQk2µ = Xj2 Q2 dµ = Xj2 Q2 dµ + Xj2 Q2 dµ
Rd c
Bj,L Bj,L
Z
≤ L2 Q2 dµ + εCn |M(e) 2 2 (e) 2
n |kQkµ ≤ (L + ε|Mn |Cn )kQkµ
c
Bj,L
Under the assumptions of this section, in infinite dimensions for any total
linear basis e ≡ (ej )j∈D of V the coordinate functions (Xj ) are a classical
stochastic process on a probability space (Ω, F, µ), indexed by the at most
countable set D. In this case it is possible to construct examples of measures
that do not satisfy condition (4.84) and for which the operators Xj|n are not
bounded. Condition (4.84) is a condition of uniform smallness with respect
to the index j ∈ D. Probability measures satisfying condition (4.84) are in
some sense the most regular probability measures but, for the boundedness of
the Xj|n it is sufficient to require a property which is stronger than condition
(4.84) because the right hand side depends on j, but weaker because the
smallness condition is replaced by boundedness.
Definition 4.25. Given a probability space (Ω, F, µ), the measure µ is said
to enjoy the property of uniform Boundedness (UB) if, for all n ∈ N and
j ∈ D, there exists constants Lj,n , Cj,n ≥ 0 such that
Z Z
Xj2 Q2 dµ ≤ Cj,n Q2 dµ (4.86)
|Xj |>Lj,n |Xj |≤Lj,n
uniformly in Q ∈ Pn] .
Lemma 4.26. If µ is a probability measure µ enjoying property UB the op-

erators Xj|n are bounded for all n ∈ N and j ∈ D.
Proof. The proof is the same as that of Corollary (4.24) with Cj,n re-
(e)
placing ε|Mn |Cn .
31
5. Polynomially regular states

As mentioned in the Introduction, the main difference between the finite and
the infinite dimensional case is that, in the latter case for any k, if Mk is a
monomial of degree k, Pk−1] (Mk ) is not necessarily the image of a polynomial
under the quotient map η. Therefore the simplest class of states ϕ on PV ,
from the point of view of the theory of orthogonal polynomials, is the one for
which the associated sequence (Pn] ) (n ∈ N) of ϕ–orthogonal projections has
the property that each Pn] maps a dense set of polynomials into polynomials.
For this it is sufficient that it maps a total linear basis of monomials into a
set of polynomials. In the following we will investigate the properties of the
class of states whose associated projections onto the orthogonal gradation
enjoys this property.
Definition 5.1. A state ϕ on PV is called polynomially regular if, there
exists a dense sub–space V0 ⊆ V such that the sequence (Pn] ) orthogonal
projections defined by ϕ satisfies the condition
Pn] (PV0 ) ⊂ Pn] ; ∀n ∈ N
The problem to characterize polynomially regular measures is open.
As shown in the following section, the class of polynomially regular states
is non–empty because it contains product states. This class can be slightly
enlarged identifying, in appropriate coordinates, V0 with a weak product of
vector spaces of the form n∈N Rdn , and considering products of states on
Q
the P(Rdn ). Such states are called block–product states.

5.1. Block product states on PV
Let V be a real topological vector space, I a set and (Vn )n∈I a family of
sub–spaces of V such that for each finite sub–set F ⊆ I
X˙
m∈ / F ⇒ Vm ∩ Vn = {0}
n∈F
where ˙ n∈I denotes direct sum of vector spaces and the sub–space
P
X˙
VI := Vn ⊆ V
n∈I
is dense in V . Recall that this implies that PVI is dense in PV for the topology
of strong convergence on PV · Φ0 .
It is known from Lemma (2.3) that, for any finite sub–set F ⊂ I, the map
O O Y
pVn ∈ PVn 7→ pVn ∈ PVI
n∈F n∈F n∈F
can be extended by linearity to a ∗–isomorphism of ∗–algebras. Thus, taking
algebraic inductive limit over a filtering increasing net of F ’s, one obtains the
identification O
PVI ≡ PV n
n∈I
N
of elements of n∈F PVn with polynomials in PVI . This identification will be
freely used in the following.
Definition 5.2. A state µ on PV , is called a block product state on V with

respect to the family (Vn )n∈I if, denoting µI the restriction of µ on PVI and
µn the restriction of µ on PVn (n ∈ I), for any finite sub–set F ⊆ I and any
family of polynomials pVn ∈ PVn (n ∈ F ), one has
!
O Y
µI pVn = µn (pVn )
n∈F n∈F
N
or
N equivalently, µI coincides with the product state n∈F µn on the algebra
n∈I PVn .
Remark 5.3. From now on we suppose that

dim(Vn ) =: d¯n < ∞ ; n∈I
and we denote
D̄n := {1, . . . , d¯n } ; n∈I
In the notations of Definition 5.2 we fix a block product state µ on PV with
respect to the family (Vn )n∈I and, for each n ∈ N, denote µn the restriction
of µ on PVn .
For each n ∈ I, we fix a linear basis eVn ≡ (eVn ,j )j∈D̄n of Vn ⊆ VI ⊆ V .
This gives a set of coordinate functions XeVn ,j on Vn and the corresponding
e
set MVVnn,k of monomials of degree k in these coordinates. It is known that,
for each k ∈ N
k + d¯n − 1

e
= dim PV0n ,k

MVVnn,k = dd¯n ,k := ¯ (5.1)
dn − 1
and we denote
Dn,k := {1, . . . , dd¯n ,k } ; k∈I
Since each Vn is finite–dimensional, for any n, k ∈ N, the monic orthogonal
monomials of degree k of µn in the eVn –basis, i.e.
e
Mk − Pk−1] (Mk ) ; Mk ∈ MVVnn,k (5.2)
are a linear basis of the space PVn ,k of orthogonal polynomials of degree k
Denote Φ̃Vn ;k,m ; m ∈ Dn,k any orthogonal basis of the semi–Hilbert space
PVn ,k normalized so that kΦ̃Vn ;k,m k is either zero or 1.
Notice that ΦVn ,0,0 = Φ0 because the identities of all the algebras PVn are
identified with the identity 1 of PV . If f ∈ PVn is a polynomial function,
we denote f (XeVn ) the corresponding multiplication operator in PV . We will
use this notation for f = Φ̃Vj ;k,m for some j, k ∈ N, mj ∈ Dd¯j ,k with the
convention that Φ̃Vj ;0,0 (XeVj ) := 1. Defining for all k ∈ N
 
 X 
Λk := maps k̄ = (k̄j )j∈N ⊂ N : k̄j = k (5.3)
 
j
and, for k̄ = (k̄j )j∈N ∈ Λk

n o
M̄k̄ := m̄ : j ∈ N → m̄j ∈ Dj,k̄j
33
Y O
Φ̃k,k̄,m̄ := Φ̃Vj ;k̄j ,mj (Xdj ) · Φ0 ≡ Φ̃Vj ;k̄j ,mj ; m̄ ∈ M̄k̄
j∈N j∈N
(5.4)
where, since almost all the k̄j are equal to zero, almost all the Φ̃Vj ;k̄j ,mj (Xdj )
(resp. Φ̃Vj ;k̄j ,mj ) are equal to 1 (resp. Φ0 ). Since, for fixed j and k̄j (Φ̃Vj ;k̄j ,mj )mj ∈Dj,k̄j
is an orthogonal linear basis of Vj,k̄j , the vectors (5.4) are an orthogonal linear
N
basis of j∈N Vj,k̄j which is identified to a sub–space of PV,k . More precisely
one has
MO
PV,k = Vj,k̄j (5.5)
k̄∈Λk j∈N
Therefore, for any k ∈ N, the family
{Φ̃k,k̄,m̄ : k̄ ∈ Λk , m̄ ∈ M̄k̄ } (5.6)
is an orthogonal linear basis of PV,k . Thus when k varies in {0, . . . , n} the
family (5.6) is an orthogonal linear basis of
M M MO M M O
PV,n] = PV,k = Vj,k̄j := Vj,k̄j (5.7)
k≤n k≤n k̄∈Λk j∈N k≤n k̄∈Λk j∈N:k̄j 6=0
5.2. Block product states are polynomially regular

The polynomial regularity of block product states on PV follows from the
decomposition (5.7) combined with the fact that the spaces Vj,k̄j are finite–
dimensional and in the tensor product in (5.7) only a finite number of factors
are 6= 1. Let us recall the following result from [1].
Lemma 5.4. Let H be a semi–Hilbert space and let K be a finite dimensional
sub–space of H. Denote K0 the sub–space of the zero–norm vectors in H.
Then, for any choice of:
– a linear complement H1 of K0 in H,
– a linear complement K1 of K ∩ K0 in K,
– a linear complement K0,1 of K ∩ K0 in K0 ,
there exists a self–adjoint projection PK from H onto K.
If H10 , K10 , K0,1
0
are other choices of the above mentioned complements then,
0
denoting PK the orthogonal projection onto K, defined by the first part of
the theorem, the range of PK − PK0 is contained in the zero norm sub–space
of H.
If K1 has an orthogonal basis B and H a linear basis C such that the scalar
products of elements of B with elements of C are real, then the projection
PK can be chosen so that the real linear span of C is mapped onto the real
linear span of B.
Proof. See Lemma (9.2) in [1].
Remark. The role of finite dimensionality in the above statement is better
understood looking at the explicit form of the projector, which is given by
PK := PK1 +̇ idK∩K0 (5.8)
X
PK1 := Φn Φ∗n (5.9)
n∈{1,...,dim(K1 )}
where (Φn ) is an orthonormal basis of K1 . It is clear from (5.9) that, if K1

is infinite dimensional, the right hand side might not be in the semi–Hilbert
space K1 .
Theorem 5.5. Any block product state with respect to a family (Vn )n∈I of
finite dimensional vector sub–spaces of V is polynomially regular.
35
Proof. In the notations of Definition 5.2 we will prove that, if ϕ is a

block product state on PV , then for each n the associated projector PV,n]
maps polynomials into polynomials. For each j ∈ I, n ∈ N, k ≤ n, the space
Vj,k̄j has dimension dd¯j ,n < +∞ (see (5.1) with (n, k) replaced by (j, n)).
Therefore we can apply Lemma 5.4 with H = PV , K = Vj,k , K0 = NVj,k ,
which guarantees the existence of a self–adjoint projection
PVj ,k : PVn · Φ0,n → PVn ,k
from H onto Vj,k . Any monomial M in PV has the form
O
M≡ MV n (5.10)
n∈I
where MVn ∈ PVn is a monomial localized in Vn and MVn = 1 for almost all
M . For any map k̄ : n ∈ I → k̄n ∈ N such that k̄n = 0 for almost all n ∈ I
(finite support), let us consider the projector
(Φ0,n ) (Φ0,n )
O O
PVn ,k̄ : PV · Φ0 ≡ PVn · Φ0,n → PVn ,k̄n
n∈I n∈I
O
P̃Vn ,k̄ := PVn ,k̄n ; PVn ,0 := Φ0,n Φ∗0,n
n∈I
N(Φ0,n )
where, when I is an infinite set, the symbol n∈I denotes incomplete tensor
product with respect to the sequence (Φ0,n ) in the sense of von Neumann but
without taking completion. For any monomial M of the form (5.10) one has:
!
O O
PVn ,k̄ (M · Φ0 ) ≡ PVn ,k̄ MVn · Φ0,n := PVn ,k̄n (MVn · Φ0,n ) (5.11)
n∈I n∈I
   
O O
= PVn ,k̄n (MVn · Φ0,n ) ⊗  Φ0,n 
n∈I:k̄n 6=0 n∈I:k̄n =0
Now note that, if k̄n 6= 0 and MVn = 1, then
PVn ,k̄n (MVn · Φ0,n ) = PVn ,k̄n (Φ0,n ) = 0
because Φ0,n ⊥ PVn ,k̄n . Thus the left hand side of (5.11) is non–zero only if,
denoting
c
ZM := {n ∈ I : MVn 6= 1} (5.12)
one has
supp(k̄) = k̄ −1 ({0}c ) ⊆ ZM
c
(5.13)
c
Since, for fixed M , the cardinality |ZM | of the set (5.12) is finite, it follows
that the number of maps k̄ ∈ Λk such that PVn ,k̄ (M · Φ0 ) is 6= 0 is at most
c
2|ZM | < +∞. Therefore for each k ∈ N one can define
X
PV,k := PVn ,k̄
k̄∈Λk
because the sum on the right hand side is reduced to a finite number of
terms.
If k̄ 6= h̄ then for at least one n ∈ I, k̄n 6= h̄n and (5.11) implies that
PVn ,h̄n PVn ,k̄n = 0. It follows that PV,k is an Hermitean projector as a sum of
mutually orthogonal projectors with this property. Its range is the space of
orthogonal polynomials of degree k. Therefore
X X X
PV,n] := PV,k = PVn ,k̄
k≤n k≤n k̄∈Λk
is the orthogonal projector onto PV,n] .

Since the first part of the proof implies that for any monomial M the sum in
the right hand side of the identity
X X
PV,n] (M ) = PVn ,k̄ (M )
k≤n k̄∈Λk
is finite, it follows that for each n ∈ N, PV,n] maps polynomials into polyno-
mials. Therefore ϕ is polynomially regular.
Acknowledgements
We are grateful to the referee for several appropriate comments, in particular
for having detected an imprecision in our previous proof of Lemma 4.23.
References
[1] Accardi L., Barhoumi A., Dhahri A.: Identification of the theory of orthogo-
nal polynomials in d-indeterminates with the theory of 3-diagonal symmetric
interacting Fock spaces on Cd
Infin. Dimens. Anal. Quantum. Probab. Relat. Top. 20 (1) (2017) 1750004–1–
55 arXiv:1401.5434v1 [math.FA] 21 Jan 2014
[2] L. Accardi and M. Bozejko, Interacting Fock space and Gaussianization of
probability measures, IDA–QP (Infin. Dim. Anal. Quantum Probab. Rel. Top-
ics) 1 (1998) 663-670
[3] L. Accardi, H.-H. Kuo and A.I. Stan, Characterization of probability measures
through the canonically associated interacting Fock spaces, IDA–QP (Inf. Dim.
Anal. Quant. Prob. Rel. Top.) 7 (4) (2004) 485-505
[4] L. Accardi, H.-H. Kuo and A. Stan, Probability measures in terms of cre-
ation, annihilation, and neutral operators, Quantum Probability and Infinite
Dimensional Analysis: From Foundations to Applications. [QP–PQ XVIII], M.
Schürmann and U. Franz (eds.), World Scientific (2005) 1-11
[5] L. Accardi, H.-H. Kuo and A. Stan, Moments and commutators of probability
measures, IDA–QP (Infin. Dim. Anal. Quantum Probab. Rel. Topics) 10 (4)
(2007), 591-612.
[6] L. Accardi and M. Nhani, Interacting Fock Spaces and Orthogonal Poly-
nomials in several variables, The Crossroad of Non-Commutativity, Infinite-
Dimensionality, Obata, Hora, Matsui (eds.) World Scientific (2002), 192–205.
Preprint Volterra, N. 523 (2002).
[7] Accardi, L. and Skeide, M.: Interacting Fock space versus full Fock module;
Commun. Stoch. Anal. 2 (3) (2008) 423-444, Volterra Preprint N. 328 (1998)
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[8] Accardi L., Lu Y.G.,I. Volovich: The QED Hilbert module and Interacting
Fock spaces, Publications of IIAS (Kyoto) (1997)
[9] Daniel Alpay, Palle E. T. Jorgensen, David P. Kimsey: Moment problems in
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[10] A. Hora, N. Obata:
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Luigi Accardi
Centro Matematico V. Volterra,
Italy; Universitá di Roma,Torvergata
Via Columbia 2
00133 Roma
Italy
e-mail: accardi@volterra.uniroma2.it
Abdallah Dhahri
Department of Mathematics,
University of Tunis El-Manar,
1060 Tunis,
Tunisia
e-mail: abdallah.dahri@gmail.com
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Orthogonal Polynomial Decomposition for Random Fields with All Moments

Article in Milan Journal of Mathematics · February 2019

Luigi Accardi Abdallah Dhahri

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Abstract. We discuss the difference between orthogonal polynomials on

To appear in Milan Journal of Mathematics, 2019

1. Introduction and statement of the problem

these have the property that, up to a linear transformation of the space VC

The scheme of the present paper is the following. In section 2 we give an

Finally in section 4.6 we prove an infinite dimensional extension of the Favard

2. The algebra PV of polynomial functions on a real vector

Definition 2.1. The maps

Since Xv is real–valued, under the involution on PV , one has:

2.1. Identification PV with the symmetric tensor algebra over VC

Lemma 2.3. For any n ∈ N∗ , the map

v ⊗n ∈ VC⊗n 7→ Xvn ∈ PV,n

where ⊗b denotes symmetric tensor product, extends to a ∗–isomorphism of

Preservation of the corresponding real structures is proved analogously.

it becomes a graded ∗–algebra, with the gradation given by (2.7).

where w : {1, . . . , m + n} → {u, v} is any map such that

Thus T is an algebra isomorphism.

2.2. The degree filtration on PV

3. Classical random fields as vector valued random variables

for any n ∈ N, bounded Borel functions f1 , . . . , fn : R → R and vectors

Remark. The concrete realization of a random field on V given by Lemma

In the following any classical random field on V will be identified to its

3.1. Classical random fields with all moments

for any k ∈ N, n1 , . . . , nk ∈ N and vectors v1 , . . . , vk ∈ V .

Let ϕ be a state on PV and denote

hab, ci = hb, a∗ ci , ∀ a, b, c ∈ PV (3.6)

(iii) The semi–scalar product h · , · i is induced by a state ϕ on PV in the

3.3. The topology of convergence in moments

4. The ϕ–orthogonal gradation on PV

no confusion is possible, we use the same symbol Xv to denote both the

Remark. If the state ϕ is induced by a probability measure P on V ∗ , there

will be called the coordinate functions in the (ej )–basis.

and the set of monomials of degree ≤ n in the e ≡ (ej )–basis is defined by

(ii) (Pn ) is an orthogonal partition of the identity, i.e.

 Fix e ≡ (ej ) as in (4.5). By ortho–normalization of the mono-

= Pm+1] − Pm+1] − Pm] + Pm] = 0

Definition 4.3. The orthogonal gradation of P V is:

Remark. By construction one has:

4.1. The symmetric Jacobi relations

Lemma 4.4. Let (Pn] ) (n ∈ N) be an increasing sequence of orthogonal pro-

and this proves (4.17).

Lemma 4.8. Denote N the sub–space of P · Φ0 consisting of the zero–norm

Pm (Mm ) = Mm −Pm−1] (Mm ) ∈ N ⇐⇒ Mm ∈ Pm−1] (Mm )+N ⊆ Pm−1] +N

the continuity of the map X : v ∈ V → Xv (the component of X along v)

(a0v|n )∗ = (Pn Xv Pn )∗ = Pn Xv Pn = a0v|n

Conversely, if η(Mn ) − Pn−1] (η(Mn ) ∈ Dom(Xv ) then, since Dom(Xv ) is a

4.3. The type–2 commutation relations among the CAP operators

4.4. Implications of the commutation relations

Ω1 (ej , ek ) = Ω1 (ek , ej ) ∈ R (4.51)

Proof. For j, k and n as in the statement, using the quantum decompo-

The commutation relations (4.46), i.e.

= Xj a0k − a0j a0k − a− 0 0 0 0 − 0

4.5. The 3–diagonal decomposition of P V

such that each Pk is monic,

and for all k ∈ {0, 1, . . . , n}

Fix e ≡ (ej ) as in (4.5). By ortho–normalization of the mono-