A HÖLDER INEQUALITY FOR NORMS OF POISSONIAN WICK PRODUCTS

An understanding of the second quantization operator of a constant times the identity operator and the Poissonian Wick product, without using the orthogonal Charlier polynomials, is presented first. We use both understanding, with and without the Charlier polynomials, to prove some inequalities about the norms of Poissonian Wick products. These inequalities are the best ones in the case of L1, L2, and L∞ norms. We close the paper with some probabilistic interpretations of the Poissonian Wick product.

Hölder-Type Inequalities for Norms of Wick Products

Various upper bounds for the L2-norm of the Wick product of two measurable functions of a random variable X, having finite moments of any order, together with a universal minimal condition, are proven. The inequalities involve the second quantization operator of a constant times the identity operator. Some conditions ensuring that the constants involved in the second quantization operators are optimal, and interesting examples satisfying these conditions are also included.

BAYES' FORMULA FOR SECOND QUANTIZATION OPERATORS

The Bayes' formula provides the relationship between conditional expectations with respect to absolutely continuous measures. The conditional expectation is in the context of the Wiener space — an example of second quantization operator. In this note we obtain a formula that generalizes the above-mentioned Bayes' rule to general second quantization operators.

ON HEISENBERG INEQUALITY

A Heisenberg inequality, involving a differentiation operator, its adjoint, and the second quantization operator of a unitary operator, is proved in the context of white noise analysis.