A few remarks on orthogonal polynomials

Abstract: Knowing a sequence of moments of a given, infinitely supported, distribution we obtain quickly: coefficients of the power series expansion of monic polynomials

l e f t {p_{n} i g h t}_{n g e q 0}

that are orthogonal with respect to this distribution, coefficients of expansion of

x^{n}

in the series of

p_{j},

j l e q n

, two sequences of coefficients of the 3-term recurrence of the family of

l e f t {p_{n} i g h t}_{n g e q 0}

, the so called "linearization coefficients" i.e. coefficients of expansion of

% p_{n} p_{m}

in the series of

p_{j},

j l e q m + n .

ewline Conversely, assuming knowledge of the two sequences of coefficients of the 3-term recurrence of a given family of orthogonal polynomials $l e f t {p_{n} i g h t}_{n g e q 0},$ we express with their help: coefficients of the power series expansion of $p_{n}$ , coefficients of expansion of $x^{n}$ in the series of $p_{j},$ $j l e q n,$ moments of the distribution that makes polynomials $l e f t {p_{n} i g h t}_{n g e q 0}$ orthogonal. ewline Further having two different families of orthogonal polynomials $l e f t {p_{n} i g h t}_{n g e q 0}$ and $l e f t {q_{n} i g h t}_{n g e q 0}$ and knowing for each of them sequences of the 3-term recurrences, we give sequence of the so called "connection coefficients" between these two families of polynomials. That is coefficients of the expansions of $p_{n}$ in the series of $q_{j},$ $j l e q n .$

ewline We are able to do all this due to special approach in which we treat vector of orthogonal polynomials

l e f t {p_{j} l e f t (x) i g h t) i g h t}_{j = 0}^{n}

as a linear transformation of the vector

l e f t {x^{j} i g h t}_{j = 0}^{n}

by some lower triangular

(n + 1) i m e s (n + 1)

matrix

m a t h b f {P i}_{n} .

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