GENERATING FUNCTIONS OF EXPONENTIAL TYPE FOR ORTHOGONAL POLYNOMIALS (Q4474486)

Let \(\{ P_n : n\in N_0, \deg P_n=n\}\) be a sequence of monic orthogonal polynomials for a given probability measure on \((-\infty, \infty)\). A function \(\psi(x, t)\) is a generating function of the polynomials \(P_n\) if \[ \psi(t,x)=\sum_{n=0}^\infty a_n t^n P_n(x). \] The following result is proved. Let \(\mu\) be a probability measure on \((-\infty, \infty)\) with \[ \int_{-\infty}^{+\infty} \exp (t_0 | x| )\,d\mu (x) < \infty \text{ for some } t_0 >0, \] and let \(p(t)\) be an analytic function, \(p(0)=0\), \(p'(0)=1\). Write \[ \varphi(t)=\int_{-\infty}^{+\infty} e^{tx} \,d\mu(x), \qquad \psi(t, x)= \frac {\exp(p(t) x)} {\varphi(p(t))}.\tag{1} \] Then \(\psi(t, x)\) is a generating function of some orthogonal polynomials if and only if \(p(t)\) and \(\varphi (t)\) satisfy \[ p'(t)=\frac{1}{\beta t^2+\gamma t+1},\qquad \varphi(t) = \exp \int_0^t (ap^{-1} (u) +b) \,du \] where \(\beta\) and \(\gamma\) are reals, \(a\) and \(b\) are the second moment and the mean of the measure \(\mu\), respectively, and \(a> 0\). The proof is based on the characterization of the generating functions which was obtained in [\textit{N. Asai, I. Kubo} and \textit{H.-H. Kuo}, ``Multiplicative renormalization and generating functions. II'', to appear in Taiwanese J. Math.]. Moreover, the author obtains the complete classification of the generating functions of the form (1). The corresponding measures, orthogonal polynomials and Szegö-Jacobi parametrs are also presented for typical cases.