Theory of recursive generation of systems of orthogonal polynomials: An illustrative example (Q1057412)

The theory of recursive generation of systems of orthogonal polynomials is a cascade process by means of which one can deduce from any given sequence of orthogonal polynomials whose measure is endowed with the usual properties on the real axis, new sets of orthogonal polynomials through step-wise application of the recipe for constructing associated polynomials of the second kind. The process can be applied to any finite set of orthogonal polynomials (whose weight function consists of a finite number of Dirac \(\delta\)-functions), but it is particularly important for infinite sequences of orthogonal polynomials whereby it gives rise, apart from some exceptional cases, to an infinity of new systems each consisting of infinitely many orthogonal polynomials. The general theory provides formulae for the weight functions and their moments, the abscissae at which mass-points may occur, the bounds of the basic intervals, the orthogonality relations, the associated functions of the second kind, recursion formulae, related Jacobi-type infinite continued fractions, etc. The author chose the polynomials of Legendre as initially given orthogonal sequence. The paper contains mostly formulae referring to the chosen special case, but it also comprises some general formulae cited without proof and corresponding to an initially given weight function which is assumed to involve no Dirac \(\delta\)-functions. The paper also constains a verbal description to the theory of recursive generation.