Jacobi polynomials from compatibility conditions
Let \(P_n\) be monic polynomials of degree \(n\) orthogonal with respect a weight function \(w\), which is subject to certain assumptions. From the orthogonality condition there follows the recurrence relation \[ zP_n(z)=P_{n+1}(z)+\alpha_n P_n(z)+\beta_n P_{n-1}(z) \] with real \(\alpha\)'s and positive \(\beta\)'s. In the paper a formalism is described which derives properties of orthogonal polynomials and their recurrence coefficients from the knowledge of the weight function. The authors suggest a first order linear differential equation for the column vector \(\Phi_n=(P_n, P_{n-1})'\), which, coupled with the recurrence relations, leads to the compatibility condition. The latter being identity in \(n\) and \(z\) have the information needed to determine the recurrence coefficients and other quantities. The example of Jacobi polynomials is worked out in detail.
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