Nearest neighbor recurrence relations for multiple orthogonal polynomials

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Abstract: We show that multiple orthogonal polynomials for r measures (mu1,...,mur) satisfy a system of linear recurrence relations only involving nearest neighbor multi-indices vecnpmvecej, where vecej are the standard unit vectors. The recurrence coefficients are not arbitrary but satisfy a system of partial difference equations with boundary values given by the recurrence coefficients of the orthogonal polynomials with each of measures muj. We show how the Christoffel-Darboux formula for multiple orthogonal polynomials can be obtained easily using this information. We give explicit examples involving multiple Hermite, Charlier, Laguerre, and Jacobi polynomials.




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