Co-recursive orthogonal polynomials and fourth-order differential equation (Q1113340)

Suppose \(\{p_ n(x):\) \(n=0,1,2,...\}\) is a system of polynomials satisfying the recursion relation \[ p_ n(x)=(x-\beta_ n)p_{n- 1}(x)-\gamma_ np_{n-2}(x) \] with initial conditions \(p_ 0=1\) and \(p_ 1=x-\beta_ 1\). The co-recursive polynomials for the \(\{p_ n(x)\}\) are \(\{P^*_ n(x):\) \(n=0,1,2,...\}\) satisfying the same three term recurrence relation but with initial conditions \(P^*_ 0=1\) and \(P^*_ 1=p_ 1-C\). The authors assume that \[ \sigma p_ n''+\tau p_ n'=\lambda_ np_ n, \] with \(\sigma\) and \(\tau\) independent of n, which means that \(p_ n(x)\) are (very) classical orthogonal polynomials (Jacobi, Laguerre, Hermite, Bessel). One easily shows that \(P^*_ n(x)=p_ n(x)-Cp^{(1)}_{n-1}(x)\), where \(\{p_ n^{(1)}(x):\) \(n=0,1,2,...\}\) are the associated polynomials. One of the authors had previously given a fourth order differential equation for these associated polynomials [\textit{A. Ronveaux}, J. Phys. A 21, L743-L753 (1988)] and this led both authors to look for a fourth order differential equation for the \(P^*_ n\). They show that \[ [A_ n(x)D^ 2+B_ n(x)D+C_ n(x)][\sigma D^ 2+(2\sigma '-\tau)D+(\lambda_ n+\sigma ''-\tau ')]P^*_ n(x)=0, \] where \(D=d/dx\), \(A_ n\), \(B_ n\) and \(C_ n\) are polynomials in x, n and C. Notice that this differential equation is not of Sturm-Liouville type since the coefficients of the various derivatives of \(P^*_ n\) depend on n.