Some classical multiple orthogonal polynomials

DOI10.1016/S0377-0427(00)00503-3MaRDI QIDQ5929305zbMATH OpenFDO

Authors Walter Van Assche, Els Coussement

Publication date 18 September 2001

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0103131

Angelesco system Askey table Chebyshev system orthogonal polynomials Pearson's equation Rodrigues formula type I and type II polynomials

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Abstract: Recently there has been a renewed interest in an extension of the notion of orthogonal polynomials known as multiple orthogonal polynomials. This notion comes from simultaneous rational approximation (Hermite-Pade approximation) of a system of several functions. We describe seven families of multiple orthogonal polynomials which have he same flavor as the very classical orthogonal polynomials of Jacobi, Laguerre and Hermite. We also mention some open research problems and some applications.

Review text

After giving the main methods of characterization for the `very' classical orthogonal polynomials (Jacobi, Laguerre, Hermite) and referring to their discrete counterparts and the \(q\)-generalizations thereof, the authors point out the main properties all these members of the Askey- and \(q\)-Askey table share: NEWLINENEWLINENEWLINE-- they have a Rodrigues formula, NEWLINENEWLINENEWLINE-- an appropriate divided difference operator acting on them gives again a set of orthogonal polynomials, NEWLINENEWLINENEWLINE-- they satisfy a second-order difference or differential equation in \(x\) which is of Sturm-Liouville type. NEWLINENEWLINENEWLINEThen the authors turn to the subject of their excellent survey paper: the subsequent development of so called \textit{multiple} orthogonal polynomials (a term proposed by them to once and for all fix a name for this type of orthogonality which has been referred to by different names in the last 25 years). NEWLINENEWLINENEWLINEThey describe the two main types of multiple OP's, given \(r\) weight functions \(w_1,w_2,\ldots,w_r\) on the real line with support of \(w_i\) a subset of an interval \(\Delta_i\) and given a multi-index \({\mathbf n}=(n_1,n_2,\ldots,n_r)\) of non-negative integers with length \({\mathbf n}=n_1+n_2+\cdots+n_r\): NEWLINENEWLINENEWLINE1. The \(r\)-vector of \textit{type I multiple OP's} \((A_{{\mathbf n},1}, \ldots, A_{{\mathbf n},r})\) is such that each \(A_{{\mathbf n},i}\) is a polynomial of degree \(n_i-1\) and the orthogonality relation takes the form NEWLINE\[NEWLINE \int x^i\sum_{i=1}^r A_{{\mathbf n},i}w_i(x)dx=0,\;k=0,1,\ldots, |{\mathbf n}|-2. NEWLINE\]NEWLINE If the matrix for the unknown coefficients has full rank, the type I vector is unique up to a multiplicative constant. NEWLINENEWLINENEWLINE2. The \textit{type II multiple OP} \(P_{\mathbf n}\) is the polynomial of degree \(|{\mathbf n}|\) that satisfies NEWLINE\[NEWLINE \int_{\Delta_i} P_{\mathbf n}(x)w_i(x)x^kdx=0,\;k=0,1,\ldots n_i-1, \;i=1,2,\ldots,r. NEWLINE\]NEWLINE Again: the type II polynomial is unique up to a multiplicative constant if the matrix for the unknown coefficients has full rank. NEWLINENEWLINENEWLINEThe authors then focus their attention on two general situations of type II, where additional assumptions on the weights are introduced to guarantee unicity: \textit{Angelesco systems} (the interiors of the \(\Delta_i\) are disjoint) and \textit{AT systems} (the weights are all supported on the same interval \(\Delta\) and the \(|{\mathbf n}|\) functions \(\{x^jw_i(x)\mid 0\leq j\leq n_i-1,\;1\leq i\leq r\}\) form a Chebyshev system on \(\Delta\) for each multi-index \(\mathbf n\)). NEWLINENEWLINENEWLINEAfter describing seven families of multiple orthogonal polynomials (four AT systems and three Angelesco systems, connected by limit passage as in the Askey-table for ordinary OP's) the authors discuss some open research problems (indicating also the connection with \(r+2\)-banded Hessenberg matrices and operators on \(\ell^2\)) and applications (a.o. the connection with irrationality and transcendence). The list of references contains 48 items.

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