The Nevanlinna parametrization for q-Lommel polynomials in the indeterminate case
The authors study a sequence of monic orthogonal polynomials \(\{F_n(a,q;x)\}_n^{\infty}\) (in the variable \(x\) and depending on the parameters \(a>0\) and \(q,\,0<q<1\)), following from the recurrence relation \[ u_{n+1}=(x-(a+1)q^{-n})u_n-aq^{-2n+1}u_{n-1},\;n\in {\mathbb Z}_{+}, \eqno{(1)} \] with \({\mathbb Z}_{+}\) the nonnegative integers, and initial conditions \(F_{-1}(a,q;x)=0,\,F_0(a,q;x)=1\). These polynomials are connected with the \(q\)-Lommel polynomials \(h_{n,\nu}(w;q)\) as defined in [\textit{H. T. Koelink} and \textit{R. F. Swarttouw}, J. Math. Anal. Appl. 186, No. 3, 690--710 (1994; Zbl 0811.33013)] (following from the recurrence relation for the Hahn-Exton \(q\)-Bessel function) by \[ h_{n,\nu}(w;q)=(-1)^nw^nq^{n(n-1)/2}F_n(w^{-2},q;q^{\nu}). \] Defining \(G_n\) by \[ G_n(a,q;x)=q^{1-n}F_{n-1}(a,q;qx),\;n\in {\mathbb Z}_{+}, \] the authors introduce a second, linearly independent solution of (1), with \(G_{0}(a,q;x)=0,\,G_1(a,q;x)=1\). Normalizing these polynomials, they introduce \[ P_n(a,q;x)=a^{-n/2}q^{n^2/2}F_n(a,q;x),\;Q_n(a,q;x)=a^{-n/2}q^{n^2/2}G_n(a,q;x),\;n\in {\mathbb Z}_{+}. \] Recalling the fact that the Hamburger moment problem for the \(P_n\) is indeterminate if and only if \(q<a<q^{-1}\), they also recall that the existing infinitely many distinct measures which can be parametrized using the Nevanlinna functions \(A\), \(B\), \(C\) and \(D\): \[ A(z)=z\sum_{n=0}{\infty}\,Q_n(0)Q_n(z),\quad B(z)=-1+z\sum_{n=0}{\infty}\,Q_n(0)P_n(z), \] \[ C(z)=-1+z\sum_{n=0}{\infty}\,P_n(0)Q_n(z),\quad D(z)=z\sum_{n=0}{\infty}\,P_n(0)P_n(z). \] These functions are entire and satisfy \[ A(z)D(z)-B(z)C(z)=1,\;z\in {\mathbb C}. \] The layout of the paper is as follows: \S1. Introduction. \S2. The Nevanlinna functions for \(q\)-Lommel polynomials. In \S2.4, the explicit form of the Nevanlinna functions is given in Theorem 3, followed by some corollaries, and in \S2.5, Proposition 10, all \(N\)-extremal measures are shown. \S3. The moment sequence. In \S3.1, the authors pass to the determinate case and in \S3.2 they give the recurrence relations and asymptotic behavior. Appendix. `An asymptotic expansion for the basic confluent hypergeometric function and its roots' (main results in Theorem A.1, Theorem A.2 and Proposition A.3). References (27 items).
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