Some classical multiple orthogonal polynomials (Q5929305)

After giving the main methods of characterization for the `very' classical orthogonal polynomials (Jacobi, Laguerre, Hermite) and referring to their discrete counterparts and the \(q\)-generalizations thereof, the authors point out the main properties all these members of the Askey- and \(q\)-Askey table share: -- they have a Rodrigues formula, -- an appropriate divided difference operator acting on them gives again a set of orthogonal polynomials, -- they satisfy a second-order difference or differential equation in \(x\) which is of Sturm-Liouville type. Then the authors turn to the subject of their excellent survey paper: the subsequent development of so called \textit{multiple} orthogonal polynomials (a term proposed by them to once and for all fix a name for this type of orthogonality which has been referred to by different names in the last 25 years). They describe the two main types of multiple OP's, given \(r\) weight functions \(w_1,w_2,\ldots,w_r\) on the real line with support of \(w_i\) a subset of an interval \(\Delta_i\) and given a multi-index \({\mathbf n}=(n_1,n_2,\ldots,n_r)\) of non-negative integers with length \({\mathbf n}=n_1+n_2+\cdots+n_r\): 1. The \(r\)-vector of \textit{type I multiple OP's} \((A_{{\mathbf n},1}, \ldots, A_{{\mathbf n},r})\) is such that each \(A_{{\mathbf n},i}\) is a polynomial of degree \(n_i-1\) and the orthogonality relation takes the form \[ \int x^i\sum_{i=1}^r A_{{\mathbf n},i}w_i(x)dx=0,\;k=0,1,\ldots, |{\mathbf n}|-2. \] If the matrix for the unknown coefficients has full rank, the type I vector is unique up to a multiplicative constant. 2. The \textit{type II multiple OP} \(P_{\mathbf n}\) is the polynomial of degree \(|{\mathbf n}|\) that satisfies \[ \int_{\Delta_i} P_{\mathbf n}(x)w_i(x)x^kdx=0,\;k=0,1,\ldots n_i-1, \;i=1,2,\ldots,r. \] Again: the type II polynomial is unique up to a multiplicative constant if the matrix for the unknown coefficients has full rank. The authors then focus their attention on two general situations of type II, where additional assumptions on the weights are introduced to guarantee unicity: \textit{Angelesco systems} (the interiors of the \(\Delta_i\) are disjoint) and \textit{AT systems} (the weights are all supported on the same interval \(\Delta\) and the \(|{\mathbf n}|\) functions \(\{x^jw_i(x)\mid 0\leq j\leq n_i-1,\;1\leq i\leq r\}\) form a Chebyshev system on \(\Delta\) for each multi-index \(\mathbf n\)). After describing seven families of multiple orthogonal polynomials (four AT systems and three Angelesco systems, connected by limit passage as in the Askey-table for ordinary OP's) the authors discuss some open research problems (indicating also the connection with \(r+2\)-banded Hessenberg matrices and operators on \(\ell^2\)) and applications (a.o. the connection with irrationality and transcendence). The list of references contains 48 items.