We continue our program of coding the whole information of a probability measure into a set of commutation relations canonically associated to it by presenting some characterization theorems for the symmetry and factorizability of a probability measure on R d in terms of the canonically associated interacting creation, annihilation and number operators.

An important connection between the finite dimensional Gaussian Wick product and Lebesgue convolution product will be proven first. Then this connection will be used to prove an important Hölder inequality for the norms of Gaussian Wick products, reprove Nelson hypercontractivity inequality, and prove a more general inequality whose marginal cases are the Hölder and Nelson inequalities mentioned before. We will show that there is a deep connection between the Gaussian Hölder inequality and classic Hölder inequality, between the Nelson hypercontractivity and classic Young inequality with the sharp constant, and between the third more general inequality and an extension by Lieb of the Young inequality with the best constant. Since the Gaussian probability measure exists even in the infinite dimensional case, the above three inequalities can be extended, via a classic Fatou's lemma argument, to the infinite dimensional framework.

No abstract

We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the Skorokhod integral or Wick product. We give a criterion for existence based on the dimension of the space variable, and the parameter p of the stable noise. Our arguments are different for p < 1 and p ≥ 1.

Let a 0 , a − and a + be the preservation, annihilation, and creation operators of a probability measure µ on R d , respectively. The operators a 0 and [a − , a + ] are proven to uniquely determine the moments of µ. We discuss the question: "What conditions must two families of operators satisfy, in order to ensure the existence of a probability measure, having finite moments of any order, so that, its associated preservation operators and commutators between the annihilation and creation operators are the given families of operators?" For the case d = 1, a satisfactory answer to this question is obtained as a simple condition in terms of the Szegö-Jacobi parameters. For the multidimensional case, we give some necessary conditions for the answer to this question. We also give a table with the associated preservation and commutator between the annihilation and creation operators, for some of the classic probability measures on R.