Weak convergence of orthogonal polynomials

DOI10.1016/0019-3577(95)98197-JMaRDI QIDQ1901417zbMATH OpenOpenAlexFDO

Authors Walter Van Assche

Publication date 31 March 1996

Published in Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9401209

zbMATH Keywords

dual Hahn polynomialsJacobi matrixJacobi polynomialsLaguerre polynomialsorthonormal polynomialsspectral analysisthree-term recurrence relationWall polynomials

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Appell, Horn and Lauricella functions (33C65) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Abstract: The weak convergence of orthogonal polynomials is given under conditions on the asymptotic behaviour of the coefficients in the three-term recurrence relation. The results generalize known results and are applied to several systems of orthogonal polynomials, including orthogonal polynomials on a finite set of points.

Review text

The asymptotic behaviour of integrals \(\int f(x) p_{n + k} (x; \mu_n) p_{n + j} (x; \mu_n)d \mu_n(x)\) as \(n \to \infty\) is investigated, where \(f\) is a continuous function and \(p_k (x; \mu_n)\) \((k = 0,1,2, \ldots)\) are orthonormal polynomials for a positive measure \(\mu_n\) on the real line. Such integrals are very natural in the spectral representation of birth-and-death processes and random walks, and have some other useful applications. The analysis is done via the three-term recurrence relation \[ xp_k (x; \mu_n) = a_{k + 1,n} p_{k + 1} (x; \mu_n) + b_{k,n} p_k (x; \mu_n) + a_{k,n} p_{k - 1} (x; \mu_n), \] which gives rise to a semi- infinite tridiagonal matrix, known as the Jacobi matrix. The weak convergence can then be given in terms of the limits \(\lim_{n \to \infty} a_{n + k,n} = a^0_k\) and \(\lim_{n \to \infty} b_{n + k,n} = b^0_k\) which give rise to a doubly infinite tridiagonal matrix. The spectral analysis of such a doubly infinite Jacobi matrix is reviewed (based on work by Berzanskij, Nikishin and others) and a perturbation argument is then used to obtain the required result. Several examples are worked out in detail, including Jacobi polynomials with parameters depending on \(n\), Laguerre polynomials with a parameter depending on \(n\), Wall polynomials and dual Hahn polynomials.

Recommendations

• Weak convergence for orthogonal matrix polynomials
• Asymptotic properties of orthogonal polynomials from their recurrence formula. I
• scientific article; zbMATH DE number 4217431
• Strong and Weak Convergence of Orthogonal Polynomials
• Relative asymptotics for orthogonal matrix polynomials with convergent recurrence coefficients

Cites work

• Absolutely continuous measures for systems of orthogonal polynomials with unbounded recurrence coefficients
• Asymptotic Behaviour for Wall Polynomials and the Addition Formula for Little q-Legendre Polynomials
• Discrete Sturm-Liouville operators and some problems of function theory
• Fluctuation theory for Moran's genetics model
• scientific article; zbMATH DE number 3170494 (Why is no real title available?)
• scientific article; zbMATH DE number 4142750 (Why is no real title available?)
• scientific article; zbMATH DE number 4052354 (Why is no real title available?)
• scientific article; zbMATH DE number 3732713 (Why is no real title available?)
• scientific article; zbMATH DE number 3535006 (Why is no real title available?)
• scientific article; zbMATH DE number 3219899 (Why is no real title available?)
• scientific article; zbMATH DE number 3252604 (Why is no real title available?)
• scientific article; zbMATH DE number 3338284 (Why is no real title available?)
• On Asymptotic Average Properties of Zeros of Orthogonal Polynomials
• On Asymptotics of Jacobi Polynomials
• On the Zeros of Jacobi Polynomials P ( | alpha n , | beta n ) n (X)
• Relative asymptotics for orthogonal polynomials with unbounded recurrence coefficients
• Spectral Theory of Jacobi Matrices in $l^2 (\mathbb{Z})$ and the $su(1,1)$ Lie Algebra
• STRONG ASYMPTOTICS AND THE ASYMPTOTIC ZERO DISTRIBUTIONS OF LAGUERRE POLYNOMIALS Ln(an+α) AND HERMITE POLYNOMIALS Ηn(an+α)
• Strong Carleman operators are of Hilbert-Schmidt type
• THE SCATTERING PROBLEM FOR A DISCRETE STURM-LIOUVILLE OPERATOR

Cited in

(11)

• Weak limits of zeros of orthogonal polynomials
• Asymptotics of the information entropy for Jacobi and Laguerre polynomials with varying weights
• Matrix measures, moment spaces and Favard's theorem for the interval \([0,1]\) and \([0,\infty)\)
• A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on \([0,1]\) and \([0,\infty)\)
• Weak convergence for orthogonal matrix polynomials
• Quadrature formulas for matrix measures --- a geometric approach
• The impact of Stieltjes' work on continued fractions and orthogonal polynomials: Additional material
• Orthogonal matrix polynomials and applications
• Asymptotics of recurrence coefficients for orthonormal polynomials on the line—Magnus’s method revisited
• Ratio asymptotics for orthogonal matrix polynomials with unbounded recurrence coefficients
• On a measure-theoretic description of logarithmic Hamiltonians for Volterra-type lattices

This page was built for publication: Weak convergence of orthogonal polynomials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1901417)