Multiplicative renormalization and generating functions. II. (Q1771527)

Let \(\mu\) be a probability measure on \(\mathbb{R}\) with finite moments of all orders. Then there exists a complete system of orthogonal polynomials \(P_{n}(x)\) in \(L^{2}(\mu)\), such that \(P_{n}\) is a polynomial of degree \(n\) with leading coefficient 1, satisfying \[ (x-\alpha_{n})P_{n}(x)=P_{n+1}(x)+\omega_{n}P_{n-1}(x) \] and \(\alpha_{n}\) and \(\omega_{n}\) are known as the Szegő-Jacobi parameters. Continuing their investigation, the authors provide the details of the results announced in [Taiwanese J. Math., 7, No. 1, 89--101 (2003; Zbl 1043.33004)], where a new method for deriving the polynomials \(P_{n}(x)\) in terms of generating functions is described. In this paper they compute the Szegő-Jacobi parameters from the corresponding generating function. Furthermore, they derive generating functions for certain measures and use them to produce several classical orthogonal polynomials. Their method can also be used to derive orthogonal polynomials for negative binomial distributions. They present a systematic method to obtain generating functions of orthogonal polynomials and to directly derive Szegő-Jacobi parameters from generating functions.