The theorems of Stieltjes and Favard (Q643206)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The theorems of Stieltjes and Favard
scientific article

    Statements

    The theorems of Stieltjes and Favard (English)
    0 references
    28 October 2011
    0 references
    A possible way to develop the theory of orthogonal polynomials is to begin with a sequence of polynomials defined by a three-term recurrence relation of the form \(p_0(x)=1\), \(p_1(x)=x-\alpha _0\), \(p_{n+2}(x)=(x-\alpha _{n+1})p_{n+1}(x)-\lambda _np_n(x)\) for \(n\geq 0\), where each \(\alpha _{n+1}\) and \(\lambda _n\) is real, and \(\lambda _n>0\) for \(n=0,1,2,\dots.\) Under these conditions, Favard's theorem asserts that there is a positive measure \(\mu \) such that the obtained polynomials are orthogonal in the sense \(\int _\mathbb{R}p_n(x)\;p_k(x)\;d\mu =0\) for \(n\neq k\). It is well known that the zeros of \(p_{n-1}\) and \(p_n\) are real, simple and interlacing. Beyond this, Stieltjes showed that if \(m<n-1\) then \(p_m\) and \(p_n\) have interlacing zeros. Here the author gives a modern proof of Favard's theorem and another proof of a result of de Boor and Saff which extends Stieltjes' theorem.
    0 references
    orthogonal polynomials
    0 references
    interlacing zeros
    0 references
    Favard's theorem
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references