Extremal measures for a system of orthogonal polynomials

Moment problems and interpolation problems in the complex plane (30E05) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50) Moment problems (44A60)

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For the Al-Salam Chihara polynomials defined by \[ (1- q^{n+1})Q_{n+1}(x)= (x-aq^ n)Q_ n(x)- (c-bq^{n-1})Q_{n-1}(x), \quad n\geq 0;\tag{1} \] \[ Q-1(x)=0, \qquad Q_ 0=1 \tag{2} \] the Hamburger moment problem associated with \(Q_ n(x)\) for \(| q|>1\) and \(a^ 2<4b\), as pointed out in [Mem. Am. Math. Soc. 319, 55 p. (1985; Zbl 0572.33012)] is indeterminate. That is, there are infinitely many measures \(\{d\psi\}\) with respect to which \(Q_ n\)'s are orthogonal. Among these measures there is a one parameter family of measures \(\{d\psi(t,\sigma)\}\), the ``external measures which are parameterized by a real parameter \(\sigma\), allowed to take value \(\pm\infty\), such that \[ {{A(Z)- \sigma C(Z)} \over {B(Z)-\sigma D(Z)}}= \int_{- \infty}^ \infty {{d\psi(t,\sigma)} \over {z-t}} \] where \(A(Z)\), \(B(Z)\), \((Z)\) and \(D(Z)\) are certain entire functions. The authors find the generating functions for the polynomials of (1.1) and (1.2) and for their numerator polynomials where \(| q|>1\) and \(a^ 2\leq 4b\); they also determine the asymptotic behaviour of the numerator and denominator polynomials when \(a^ 2<4b\) and apply these results to explicitly compute the entire functions \(A(Z)\), \(B(Z)\), \(C(Z)\) and \(D(Z)\) for \(a^ 2<4b\). The Stieltjes transform of the external measure \(\{d\psi(t,\sigma)\}\) is identified and then used to characterize the support of \(d\psi(t,\sigma)\) for \(-\infty\leq\sigma\leq\infty\).

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