On discrete orthogonal polynomials of several variables
Let \(V\) be a set of isolated points in \(\mathbb{R}^d\). The author defines a linear functional \(\mathcal{L}\) on the space of real polynomials restricted on \(V\) by \[ \mathcal{L}f=\sum_{x\in V}f(x)\rho(x), \] where \(\rho\) is a nonzero function on \(V\). Polynomial subspaces that contain discrete orthogonal polynomials with respect to the bilinear form \(\langle f,g \rangle=\mathcal{L}(fg)\) are identified. It is shown that these discrete orthogonal polynomials still satisfy a three-term recurrence relation and that Favard's theorem still holds in this general setting. In the last section the author gives some explicit examples, such as the so-called product Hahn and the product Meixner polynomials.
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