Some linear functionals having classical orthogonal polynomials as moments (Q2454120)

Let \(\{P_n\}_{n\geq 0}\) be a sequence of orthogonal polynomials and let \(u\) be a functional with moments \((u)_n=\langle u,x^n \rangle,\) \(n\geq 0\). In [\textit{M. J. Atia}, ``An example of second order linear functional'', Commun. Anal. Theory Contin. Fract. 15, 58--63 (2007)] it was conjectured that if \((u)_n=P_n(\xi)\) and \(\{P_n\}_{n\geq 0}\) is a sequence of Jacobi polynomials with parameters \(\alpha=\beta=1\), then ''the monic orthogonal polynomial sequence \(\{Q_n\}_{n\geq 0}\) corresponding to \(u\) satisfies the following three-term recurrence relation: \[ Q_0(x)=1,\quad Q_1(x)=x-\rho_0, \] \[ Q_{n+2}(x)= (x-\xi_{2n+1})Q_{n+1}(x)+\rho_{n+1}Q_{n}(x), \quad n\geq 0, \] where \[ \xi_{2n}=2\xi, \quad \xi_{2n+1}=0, \quad \rho_1=-\frac{1}{4}\xi^2-\frac{3}{4}, \] \[ \rho_{2n+2}+\rho_{2n+3}=-\frac{1}{2}\xi^2-\frac{1}{2},\;n\geq 0, \quad \rho_{2n+1}\rho_{2n+2}=\frac{1}{16}(\xi^2-1)^2, \;n\geq 0." \] The authors prove this fact. The authors also study linear functionals \(u\) with moments determined by Hermite, Laguerre or Gegenbauer polynomials.