On the orthogonality of generalized eigenspaces for the Ornstein--Uhlenbeck operator

Valentina Casarino, Paolo Ciatti, Peter Sjögren

We study the orthogonality of the generalized eigenspaces of an Ornstein--Uhlenbeck operator $\mathcal{L}$ in ${\mathbb{R}}^N$, with drift given by a real matrix $B$ whose eigenvalues…