Multiplicative renormalization and generating functions. II.
generating functioninteracting Fock spacemultiplicative renormalizationorthogonal polynomialsSzegő-Jacobi parameters
Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Noncommutative probability and statistics (46L53) Probability distributions: general theory (60E05)
Let \(\mu\) be a probability measure on \(\mathbb{R}\) with finite moments of all orders. Then there exists a complete system of orthogonal polynomials \(P_{n}(x)\) in \(L^{2}(\mu)\), such that \(P_{n}\) is a polynomial of degree \(n\) with leading coefficient 1, satisfying \[ (x-\alpha_{n})P_{n}(x)=P_{n+1}(x)+\omega_{n}P_{n-1}(x) \] and \(\alpha_{n}\) and \(\omega_{n}\) are known as the Szegő-Jacobi parameters. Continuing their investigation, the authors provide the details of the results announced in [Taiwanese J. Math., 7, No. 1, 89--101 (2003; Zbl 1043.33004)], where a new method for deriving the polynomials \(P_{n}(x)\) in terms of generating functions is described. In this paper they compute the Szegő-Jacobi parameters from the corresponding generating function. Furthermore, they derive generating functions for certain measures and use them to produce several classical orthogonal polynomials. Their method can also be used to derive orthogonal polynomials for negative binomial distributions. They present a systematic method to obtain generating functions of orthogonal polynomials and to directly derive Szegő-Jacobi parameters from generating functions.
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