Jacobi matrix differential equation, polynomial solutions, and their properties (Q1770653)

One way of generalizing the hypergeometric function \[ F\left(a,b;c;z\right)=\sum_{n\geq 0}{(a)_n(b)_n\over (c)_n }{z^n\over n!} \] consists to replace the scalar parameters by matrix in \({\mathbb C}^{r\times r}\) to obtain \[ F\left(A,B;C;z\right)=\sum_{n\geq 0}{(A)_n(B)_n\left[(C)_n\right]^{-1}\over n!}z^n \] where \(A\), \(B\) and \(C\) are matrices in \({\mathbb C}^{r\times r}\) for which \(C+nI\) is invertible for every \(n\geq 0\) and \((A)_n\) designates the matrix version of the Pochhammer symbol defined by \[ (A)_n=A(A+I)\ldots(A+(n-1)I),\quad n\geq 1,\quad \text{and } \quad (A)_0=I. \] With such condition on \(C\), we have also \((C)_n=\Gamma(C+nI)\Gamma^{-1}(C)\). \(\Gamma^{-1}(C)\) is well defined since the reciprocal scalar Gamma function, \(\Gamma^{-1}(z)={1\over \Gamma(z)}\), is an entire function of the complex variable \(z\). \noindent In this paper, the authors deal with Jacobi matrix polynomials \(P_n^{(A,B)}(x)\), \(n\geq 0\), defined by \[ P_n^{(A,B)}(x)={(-1)^n\over n!}F\left(A+B+(n+1)I,-nI;B+I;{1+x\over 2}\right)\Gamma^{-1}(B+I)\Gamma(B+(n+1)I) \] where \(A\) and \(B\) are two matrices in \({\mathbb C}^{r\times r}\) satisfying the spectral conditions \[ \text{Re} (z)>-1, \forall z\in\sigma(A),\quad\text{and}\quad \text{Re} (z)>-1, \forall z\in\sigma(B), \] \(\sigma(A)\) being the spectrum of \(A\). For the scalar case \(r=1\), taking \(A=a>-1\) and \(B=b>-1\), \(P_n^{(a,b)}\) coincides with the classical Jacobi polynomial. Some well known properties of \(P_n^{(a,b)}\) were extented in this paper to the matrix case. That turns out to be a differential equation, a Rodrigues formula, an orthogonality, and a three terms recurrence relation.