Generalizations of an integral for Legendre polynomials by Persson and Strang (Q662054)

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Generalizations of an integral for Legendre polynomials by Persson and Strang
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    Generalizations of an integral for Legendre polynomials by Persson and Strang (English)
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    11 February 2012
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    In [``Smoothing by Savitzky-Golay and Legendre filters'', New York, NY: Springer. IMA Vol. Math. Appl. 134, 301---315 (2003; Zbl 1049.93083)], \textit{P.-O. Persson} and \textit{G. Strang} proved that the integral \(\int_{-1}^1 \left(\frac{P_{2n+1}(x)}{x} \right)^2 dx=2\), where \(P_n\) is a Legendre polynomial. Here, the authors try to generalize this result. First they pose the same problem for orthogonal polynomials with respect to a symmetric orthogonality measure, that is, they solve the computation of the following generalized integral \(\int_{-a}^a \left(\frac{p_{2n+1}(x)}{x} \right)^2 d\mu (x)\), where \(\{p_n\}\) are orthogonal polynomials with respect to an even measure \(\mu\) on the interval \((-a,a)\) or \((-\infty, + \infty)\). Of course, this situation includes the Legendre case and also some important classes like Gegenbauer and Hermite polynomials. The problem can be solved following the method used by Persson and Strang for the Legendre case and it consists in obtaining a first order recurrence relation for the integral. A second method involving a Christoffel-Darboux formula is used in this paper and it turns out to be more powerful in the case of the Gegenbauer polynomials. For the case of a general orthogonality measure, a quadratic transformation to the symmetric case is applied and the kernel polynomials appear in the integral. Jacobi and Laguerre polynomials are considered for the examples and related motivations are also given. Finally, further generalizations in the case of Hahn polynomials are obtained.
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    orthogonal polynomials
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    Gegenbauer polynomials
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    Jacobi polynomials
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    Hahn polynomials
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    evaluation of definite integrals
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    Christoffel-Darboux formula
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