Computing recurrence coefficients of multiple orthogonal polynomials (Q891779)

Let \(n=(n_1,\dots,n_r) \in {\mathbb N}^r\) \((r>1)\) be a multiindex and let \(\mu_1,\dots,\mu_r\) be positive measures on \({\mathbb R}\). Type II multiple orthogonal polynomials are monic polynomials \(P_n\) of degree \(n_1 + \dots + n_r\) for which \[ \int_{-\infty}^{\infty} x^k\,P_n(x)\,d\mu_j(x) = 0 \quad (k=0,\dots, n_j -1) \] holds for \(j=1,\dots, r\). Type II multiple orthogonal polynomials satisfy a number of recurrence relations. There is an \((r+2)\)-term recurrence relation connecting \(P_n\) near the diagonal (the so-called step-line recurrence relation) and there is a system of \(r\) recurrence relations connecting \(P_n\) of the nearest neighbors (the so-called nearest neighbor recurrence relations). In this paper, the authors study mainly the case \(r=2\) and show how one can obtain the nearest neighbor recurrence coefficients from the step-line recurrence coefficients. Further, they compute the step-line recurrence coefficients from the recurrence coefficients of the orthogonal polynomials of each of the measures \(\mu_j\). Corresponding Maple procedures are presented, too.