Orthogonal polynomials and singular Sturm-Liouville systems. I (Q1820284)

The classical orthogonal polynomials which satisfy second order differential equations, namely the Jacobi polynomials (including the Legendre and Chebyshev), the Laguerre, Hermite, and Bessel polynomials, are examined closely. Weight functions on the real line are known for all except the Bessel polynomials. These are orthogonal with weight function exp(-2/x) and path of integration the unit circle in the complex plane. R. P. Boas' solution of the Stieltjes moment problem insures the existence of a function \(\psi\) (x) of bounded variation on the real line, with respect to which the Bessel polynomials are orthogonal. No such function is known. The authors review various results they have obtained on these polynomials. The second author has found a distributional weight function w(x) which is the sum of a series involving the Dirac \(\delta\)-function and its derivatives, which works for the Bessel polynomials. The first author has found conditions that such a function be a distributional weight function for polynomials satisfying a linear differential equation. Most of the paper treats these polynomials as solutions of a Sturm- Liouville problem with equation of the form \[ (py')'+qy=\lambda wy, \] and homogeneous boundary conditions which may be regular or singular. The parameter \(\lambda\) is allowed to be complex, and in solutions analytic in \(\lambda\), they let Im(\(\lambda)\) approach zero. They then look for the Green's function. There are two cases, called the limit point case and the limit circle case. This procedure is applied to the different polynomial sets, and to the Bessel functions. It works for all the polynomial sets except the Bessel polynomials. The weight function for the Jacobi polynomials is \((1-x)^{\alpha}(1+x)^{\beta}\), and for the generalized Laguerre polynomials is \(x^{\alpha}e^{-x}\). The peculiar cases where \(\alpha <-1\), or \(\beta <-1\) are examined. New sets of orthogonal polynomials have been found satisfying differential equations of orders four and six. These will be discussed in part II of this paper.