Some indetermining moment problems and Freud-like weights (Q1265178)

The authors study the solutions \(\{Q_n(z)\}\) and \(\{Q_n^{*}(z)\}\) of the three term recurrence relation \[ \omega_{n+1}(z)=z\omega_n(z)-\beta_n\omega_{n-1}(z),\;n>0, \] with initial conditions \[ Q_0(z)=1,\;Q_1(z)=z;\;Q_0^{*}(z)=0,\;Q_1^{*}(z)=1, \] for the cases \(\beta_n=q^{-2n} (0<q<1)\) and \(\beta_n=4n^2(4n^2-1)\). The \(Q_n\)'s are orthogonal with respect to a positive measure (`Favard') whose moments of all orders exist, but for which the moment problem is indeterminate. The \(q\)-case is connected with \(J^{(3)}(z,q^4)\), the so called \textit{third \(q\)-Bessel function} of base \(q^4\) and the other case with a birth and death process. In the \(q\)-case a generating function is exhibited and a family of orthogonality measures is given, using a \(q\)-analogue \(E(x;q)\) of the exponential function different from the two well known types \(e_q\) and \(E_q\). For the polynomials related to a birth and death process, studied before by \textit{C. Berg} and \textit{G. Valent} [J. Comput. Appl. Math. 57, No. 1-2, 29-43 (1995; Zbl 0826.30006), and Methods Appl. Anal. 1, No. 2, 169-209 (1994)], they derive new orthogonality measures (a.o. two \(N\)-extremal measures) and, moreover, they give bounds for the largest zero of the orthogonal polynomial. The Nevanlinna parametrization of the set of solutions of the indeterminate moment problem plays a role in the derivation of the results.