When do linear combinations of orthogonal polynomials yield new sequences of orthogonal polynomials?

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Abstract: Given Pn a sequence of monic orthogonal polynomials, we analyze their linear combinations Qnwith constant coefficients and fixed length k+1. Necessary and sufficient conditions are given for the orthogonality of the monic sequence Qn as well as an interesting interpretation in terms of the Jacobi matrices associated with Pn and Qn. Moreover, in the case k=2, we characterize the families Pn such that the corresponding polynomials Qn are also orthogonal.




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