Extremal measures for a system of orthogonal polynomials (Q1205141)

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 \(-\infty\leq\sigma\leq\infty\).