Orthogonality of Jacobi and Laguerre polynomials for general parameters via the Hadamard finite part (Q2654452)

This paper first deals with some properties of the Hadamard finite part of integrals of the type \[ \int^x_0 t^{\alpha-1} f(t)\,dt \] with \(f\) analytic at \(0\); when \(\text{Re}(\alpha)\leq 0\), \(\alpha\not\in (-N)\). Using Hadamard finite part of this integral, orthogonality of the Jacobi and Laguerre polynomials \(P^{(\alpha,\beta)}_n\) and \(L^{(\alpha)}_n\), is established for \(\alpha,\beta\in \mathbb{C}\setminus \mathbb{Z}_-\), \(\alpha+\beta\neq -2,-3,\dots\) Riemann-Hilbert problems that these polynomials satisfy are found.