The Matrix Bochner Problem

DOI10.1353/AJM.2022.0022arXiv1803.04405MaRDI QIDQ6298945FDOQ6298945

Authors: W. Riley Casper, Milen Yakimov 

Publication date: 12 March 2018

Abstract: A long standing question in the theory of orthogonal matrix polynomials is the matrix Bochner problem, the classification of $NimesN$ weight matrices $W(x)$ whose associated orthogonal polynomials are eigenfunctions of a second order differential operator. Based on techniques from noncommutative algebra (semiprime PI algebras of Gelfand-Kirillov dimension one), we construct a framework for the systematic study of the structure of the algebra $mathcalD(W)$ of matrix differential operators for which the orthogonal polynomials of the weight matrix $W(x)$ are eigenfunctions. The ingredients for this algebraic setting are derived from the analytic properties of the orthogonal matrix polynomials. We use the representation theory of the algebras $mathcalD(W)$ to resolve the matrix Bochner problem under the two natural assumptions that the sum of the sizes of the matrix algebras in the central localization of $mathcalD(W)$ equals $N$ (fullness of $mathcalD(W)$) and the leading coefficient of the second order differential operator multiplied by the weight $W(x)$ is positive definite. In the case of $2imes2$ weights, it is proved that fullness is satisfied as long as $mathcalD(W)$ is noncommutative. The two conditions are natural in that without them the problem is equivalent to much more general ones by artificially increasing the size of the matrix $W(x)$.

Mathematics Subject Classification ID

Statistics (62-XX) Linear and multilinear algebra; matrix theory (15-XX)

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