A dynamical mean-field theory of the small polaron problem is presente
d, which becomes exact in the limit of infinite dimensions. The ground
-state properties and the one-electron spectral function are obtained
for a single electron interacting with Einstein phonons by a mapping o
f the lattice problem onto a polaronic impurity model. The one-electro
n propagator of the impurity model is calculated through a continued f
raction expansion, at both zero and finite temperature, for any electr
on-phonon coupling and phonon energy. In contrast to the ground-state
properties, such as the effective polaron mass, which show a continuou
s behavior as the coupling is increased, spectral properties exhibit a
sharp qualitative change at low enough phonon frequency: beyond a cri
tical coupling, one energy gap and then more open in the density of st
ates at low energy, while the high-energy part of the spectrum is broa
d and can be qualitatively explained by a strong coupling adiabatic ap
proximation. As a consequence, narrow and coherent low-energy subbands
coexist with an incoherent featureless structure at high energy. The
subbands denote the formation of quasiparticle polaron slates. Also, d
ivergencies of the self-energy may occur in the gaps. At finite temper
ature such an effect triggers an important damping and broadening of t
he polaron subbands. On the other hand, in the large phonon frequency
regime such a separation of energy scales does not exist and the spect
rum always has a multipeaked structure.