A few remarks on orthogonal polynomials

DOI10.1016/J.AMC.2014.11.112zbMATH Open1338.42034arXiv1303.0627OpenAlexW2008850316MaRDI QIDQ298702FDOQ298702

Authors: Paweł Jerzy Szabłowski 

Publication date: 21 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Abstract: Knowing a sequence of moments of a given, infinitely supported, distribution we obtain quickly: coefficients of the power series expansion of monic polynomials $left{p_{n}ight}_{ngeq0}$ that are orthogonal with respect to this distribution, coefficients of expansion of $x^n$ in the series of $p_j,$ $jleqn$, two sequences of coefficients of the 3-term recurrence of the family of $left{p_{n}ight}_{ngeq0}$, the so called "linearization coefficients" i.e. coefficients of expansion of $\mathrm{\%}{p}_n{p}_m$ in the series of $p_j,$ $jleqm+n.$

ewline Conversely, assuming knowledge of the two sequences of coefficients of the 3-term recurrence of a given family of orthogonal polynomials $left{p_{n}ight}_{ngeq0},$ we express with their help: coefficients of the power series expansion of $p_n$, coefficients of expansion of $x^n$ in the series of $p_j,$ $jleqn,$ moments of the distribution that makes polynomials $left{p_{n}ight}_{ngeq0}$ orthogonal. ewline Further having two different families of orthogonal polynomials $left{p_{n}ight}_{ngeq0}$ and $left{q_{n}ight}_{ngeq0}$ 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 $q_j,$ $jleqn.$

ewline We are able to do all this due to special approach in which we treat vector of orthogonal polynomials $left{p_{j}left(x)ight)ight}_{j=0}^n$ as a linear transformation of the vector $left{x^{j}ight}_{j=0}^n$ by some lower triangular $(n+1)imes(n+1)$ matrix $mathbf{Pi}_n.$

Full work available at URL: https://arxiv.org/abs/1303.0627

Recommendations

• Linearization and connection coefficients of polynomial sequences: a matrix approach
• scientific article; zbMATH DE number 953166
• On moments of classical orthogonal polynomials
• scientific article; zbMATH DE number 1004068
• scientific article; zbMATH DE number 1330281

zbMATH Keywords

Cholesky decompositionmoment problemHankel matricesconnection coefficientslinearization coefficientsmoment matrix

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Cites Work

• The classical moment problem as a self-adjoint finite difference operator
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Matrices
• Padé-type approximation and general orthogonal polynomials
• Géza Freud, orthogonal polynomials and Christoffel functions. A case study
• Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances. II
• Linearization and connection coefficients of orthogonal polynomials
• On affinity relating two positive measures and the connection coefficients between polynomials orthogonalized by these measures
• Coefficients of orthogonal polynomials on the unit circle and higher-order Szegő theorems
• Probabilistic aspects of Al-Salam–Chihara polynomials
• Quadratic 𝑞-exponentials and connection coefficient problems
• On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters
• Expansions of one density via polynomials orthogonal with respect to the other
• Title not available (Why is that?)
• A Central Limit Theorem for Uniformly Bounded Orthonormal Systems
• The smallest eigenvalue of Hankel matrices

Cited In (15)

• 45 years of orthogonal polynomials: A view from the wings
• Title not available (Why is that?)
• M. G. Krein's ideas in the theory of orthogonal polynomials
• Title not available (Why is that?)
• Computation of connection coefficients and measure modifications for orthogonal polynomials
• On positivity of orthogonal series and its applications in probability
• On Markov processes with polynomial conditional moments
• On some fractional Pearson equations
• Title not available (Why is that?)
• A (little) step towards orthogonality of analytic polynomials
• On moments of hypergeometric bivariate weight functions
• Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths
• Linearization and connection coefficients of polynomial sequences: a matrix approach
• Some remarks about polynomials which are orthogonal with respect to an indefinite weight
• On the extended connection coefficients between two orthogonal polynomial sequences

This page was built for publication: A few remarks on orthogonal polynomials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q298702)