Classical orthogonal polynomials of a discrete variable continuous orthogonality relation
The classical orthogonal polynomials of Jacobi, Laguerre and Hermite satisfy a second order linear differential equation, have a Rodrigues type formula, and a number of other properties that characterize them. When the differential operator is replaced by a difference operator, or some divided difference operators, there are other orthogonal polynomials that satisfy similar formulas. The most general is a balanced \({}_ 4\phi_ 3\), if given as a basic hypergeometric series (my favorite way of representing them), or as the solution of a second order divided difference equation that can be given as an integral (the favorite way of the author and his colleagues in Moscow). A complex orthogonality is given from the divided difference equation, and many instances where there is a positive measure are listed. The emphasis in this paper is on the case where there is an absolutely continuous measure.
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