Matrix valued orthogonal polynomials for Gelfand pairs of rank one (Q350566)

The Hermite, Laguerre and Jacobi polynomials, orthogonal on the intervals \((-\infty,\infty)\), \((0,\infty)\), \((-1,1)\) with weight functions \(w(x)=\text{e}^{-x^2/2}\), \(w(x)=x^{\alpha}\text{e}^{-x}\), \(w(x)=(1-x)^\alpha (1+x)^\beta\), have the Sturm-Liouville property of being eigenfunctions of a second order differential operator. By following the analogy, certain sequences of monic matrix valued polynomials can be obtained by using a matrix valued weight function \(x\mapsto W(x)\) with \(W(x)\!>\!0\) and applying the Gram-Schmidt orthogonalization process to the sequence \(1,\, x,\, x^2,\dots\) Some matrix valued orthogonal polynomials with the Sturm-Liouville property have been obtained using the harmonic analysis for Gelfand pairs \((\mathrm{SU}(2)\times\mathrm{SU}(2),\mathrm{SU}(2))\) and \((\mathrm{SU}(3),U(2))\). In this article, the authors present a general method to construct such matrix valued orthogonal polynomials with the Sturm-Liouville property by using harmonic analysis for compact Lie groups.