Orthogonal matrix polynomials satisfying second order difference equations (Q387257): Difference between revisions

The paper deals with orthogonal matrix polynomials, which are orthogonal with respect to a weight matrix \(W\), that is, a \(N\times N\) matrix of measures supported on the real line and such that \(W(A)\) is positive semidefinite for any Borel set \(A \subset \mathbb{R}\), having finite moments and satisfying that \(\int P(x)dW(x)P^*(x)\) is nonsingular if the leading coefficient of the matrix polynomial \(P\) is nonsingular. A sequence of matrix polynomials \((P_n)_n\), \(P_n\) of degree \(n\) with nonsingular leading coefficient, is orthogonal with respect to \(W\) if \( \int P_n(x)dW(x)P^*_k(x)= \Lambda_n \delta_{k,n},\) where \(\Lambda_n\) is a positive definite matrix for \(n \geq 0.\) The aim of the paper is to give a method for constructing orthogonal matrix polynomials \((P_n)_n\) of arbitrary size satisfying a right-hand side second order difference equation of the form \[ P_n(x-1) F_{-1}(x)+ P_n(x)F_0(x)+P_n(x+1) F_1(x)= \Gamma_n P_n(x), n \geq 0, \] where \(F_{-1}, F_0\) and \(F_1\) are matrix polynomials which do not depend on \(n\) and \(\Gamma_n, n \geq 0\), are matrices which do not depend on \(x\). As an application of this method, they construct four families of discrete matrix orthogonal polynomials satisfying such type of second order difference equations. These families are classified in accordance with the degree of the difference coefficient \(F_1\). The three first examples can be considered as a matrix relative of the Charlier, Meixner and Krawtchouk scalar weight, respectively. The last example in which the weight matrix has bounded support and the difference coefficient \(F_1\) has degree two, seems not to have any scalar relative.