Nearest neighbor recurrence relations for multiple orthogonal polynomials (Q719499)

The paper deals with multiple orthogonal polynomials and shows that the multiple orthogonal polynomials for \(r\) measures \((\mu_1, \dots, \mu_r)\) satisfy a system of linear recurrence relations only involving nearest neighbor muti-indices \(\overrightarrow{n}\pm \overrightarrow{e_j}\), where \(\overrightarrow{e_j}\) are the standard unit vectors. The main result is that the recurrence coefficients satisfy a system of partial difference equations. The boundary conditions are given by the recurrence coefficients of the orthogonal polynomials with measure \(\mu_j\) whenever \(\overrightarrow{n}=n \overrightarrow{e_j}\), i.e., when all the components in the multi-index \(\overrightarrow{n}\) are zero except for the \(j\)th component. Moreover, it is also shown how the nearest neighbor recurrence relations and the partial difference equations for the recurrence coefficients can be used to give a simple proof of the Christoffel-Darboux formula for multiple orthogonal polynomials. Finally, some examples involving multiple Hermite, Charlier, Laguerre and Jacobi orthogonal polynomials are given, as well as their recurrence coefficients.