We consider a sequence of polynomials $\{P_n\}_{n \geq 0}$ satisfying a special $R_{II}$ type recurrence relation where the zeros of $P_n$ are simple and lie on the real line. It turns out that the polynomial $P_n$, for any $n \geq 2$, is the characteristic polynomial of a simple $n \times n$ generalized eigenvalue problem. It is shown that with this $R_{II}$ type recurrence relation one can always associate a positive measure on the unit circle. The orthogonality property satisfied by $P_n$ with respect to this measure is also obtained. Finally, examples are given to justify the results.
We consider the theoretical and numerical aspects of the quadrature rules associated with a sequence of polynomials generated by a special $R_{II}$ recurrence relation. We also look into some methods for generating the nodes (which lie on the real line) and the positive weights of these quadrature rules. With a simple transformation these quadrature rules on the real line also lead to certain positive quadrature rules of highest algebraic degree of precision on the unit circle. This way, we also introduce new approaches to evaluate the nodes and weights of these specific quadrature rules on th…
Multiple orthogonal polynomials satisfy a number of recurrence relations, in particular there is a $(r+2)$-term recurrence relation connecting the type II multiple orthogonal polynomials near the diagonal (the so-called step-line recurrence relation) and there is a system of $r$ recurrence relations connecting the nearest neighbors (the so-called nearest neighbor recurrence relations). In this paper we deal with two problems. First we show how one can obtain the nearest neighbor recurrence coefficients (and in particular the recurrence coefficients of the orthogonal polynomials for each of the…
This paper derives sparse recurrence relations between orthogonal polynomials on a triangle and their partial derivatives, which are analogous to recurrence relations for Jacobi polynomials. We derive these recurrences in a systematic fashion by introducing ladder operators that map an orthogonal polynomial to another by incrementing or decrementing its associated parameters by one.
We provide a simple method to recognize classical orthogonal polynomials on lattices defined only by their coefficients of the three term recurrence relation.
Rakhmanov's theorem for orthogonal polynomials on the unit circle gives a sufficient condition on the orthogonality measure for orthogonal polynomials on the unit circle, in order that the reflection coefficients (the recurrence coefficients in the Szego recurrence relation) converge to zero. In this paper we give the analog for orthogonal matrix polynomials on the unit circle.
We consider measures supported on the bi-circle and review the recurrence relations satisfied by the orthogonal polynomials associated with these measures constructed using the lexicographical or reverse lexicographical ordering. New relations are derived among these recurrence coefficients. We extend the results of [8] on a parameterization for Bernstein-Szego measures supported on the bi-circle.
Systems of orthogonal polynomials whose recurrence coefficients tend to infinity are considered. A summability condition is imposed on the coefficients and the consequences for the measure of orthogonality are discussed. Also discussed are asymptotics for the polynomials.
We use the Legendre polynomials and the Hermite polynomials as two examples to illustrate a simple and systematic technique on deriving asymptotic formulas for orthogonal polynomials via recurrence relations. Another application of this technique is to provide a solution to a problem recently raised by M. E. H. Ismail.
In this paper we prove in a constructing way that exceptional Charlier, Meixner, Hermite and Laguerre polynomials satisfy higher order recurrence relations. Our conjecture is that the recurrence relations provided in this paper have minimal order.
We show that multiple orthogonal polynomials for r measures $(μ_1,...,μ_r)$ satisfy a system of linear recurrence relations only involving nearest neighbor multi-indices $\vec{n}\pm \vec{e}_j$, where $\vec{e}_j$ are the standard unit vectors. The recurrence coefficients are not arbitrary but satisfy a system of partial difference equations with boundary values given by the recurrence coefficients of the orthogonal polynomials with each of measures $μ_j$. We show how the Christoffel-Darboux formula for multiple orthogonal polynomials can be obtained easily using this information. We give explic…
It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel measure on the real line. In this paper we extend this result and show that every system of polynomials satisfying some $(2N+1)$-term recurrence relation can be expressed in terms of orthonormal matrix polynomials for which the coefficients are $N\times N$ matrices. We apply this result to polynomials orthogonal with respect to a discrete Sobolev inner produ…
In this work is presented a study on matrix biorthogonal polynomials sequences that satisfy a nonsymmetric recurrence relation with unbounded coefficients. The ratio asymptotic for this family of matrix biorthogonal polynomials is derived in quite general assumptions. It is considered some illustrative examples.
When a nontrivial measure $μ$ on the unit circle satisfies the symmetry $dμ(e^{i(2π-θ)}) = - dμ(e^{iθ})$ then the associated OPUC, say $S_n$, are all real. In this case, Delsarte and Genin, in 1986, have shown that the two sequences of para-orthogonal polynomials $\{zS_{n}(z) + S_{n}^{\ast}(z)\}$ and $\{zS_{n}(z) - S_{n}^{\ast}(z)\}$ satisfy three term recurrence formulas and have also explored some further consequences of these sequences of polynomials such as their connections to sequences of orthogonal polynomials on the interval $[-1,1]$. The same authors, in (1988), have also provided a m…
In this paper, we derive new recurrence relations for two-variable orthogonal polynomials for example Jacobi polynomial, Bateman's polynomial and Legendre polynomial via two different differential operators $Ξ=\left(\frac{\partial }{\partial z} +\sqrt{w} \frac{\partial }{\partial w} \right)$ and $Δ=\left(\frac{1}{w} \frac{\partial }{\partial z} +\frac{1}{z} \frac{\partial }{\partial w} \right)$. We also derive some special cases of our main results.
Recurrence coefficients of semi-classical orthogonal polynomials (orthogonal polynomials related to a weight function $w$ such that $w'/w$ is a rational function) are shown to be solutions of non linear differential equations with respect to a well-chosen parameter, according to principles established by D. G. Chudnovsky. Examples are given. For instance, the recurrence coefficients in $a_{n+1}p_{n+1}(x)=xp_n(x) -a_np_{n-1}(x)$ of the orthogonal polynomials related to the weight $\exp(-x^4/4-tx^2)$ on {\blackb R\/} satisfy $4a_n^3\ddot a_n = (3a_n^4+2ta_n^2-n)(a_n^4+2ta_n^2+n)$, and $a_n^2$ sa…
We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlevé equation. The first example deals with Freud weights $|x|^ρ\exp(-|x|^m)$ on the real line, and we repeat Freud's derivation and analysis for the cases $m=2,4,6$. The Freud equations for the recurrence coefficients when $m=4$ corresponds to the discrete Painlevé I equation. The second example deals with orthogonal polynomials on the unit circle for the weight $\exp(λ\cos θ)$. These orthogonal polynomials are important in the theory of random unitary matri…
The objective of this manuscript is to study directly the Favard type theorem associated with the three term recurrence formula % \[ R_{n+1}(z) = \big[(1+ic_{n+1})z+(1-ic_{n+1})\big] R_{n}(z) - 4 d_{n+1} z R_{n-1}(z), \quad n \geq 1, \] % with $R_{0}(z) =1$ and $R_{1}(z) = (1+ic_{1})z+(1-ic_{1})$, where $\{c_n\}_{n=1}^{\infty}$ is a real sequence and $\{d_n\}_{n=1}^{\infty}$ is a positive chain sequence. We establish that there exists an unique nontrivial probability measure $μ$ on the unit circle for which $\{R_n(z) - 2(1-m_n)R_{n-1}(z)\}$ gives the sequence of orthogonal polynomials. Here, $…
We establish some new Turán's type inequalities for orthogonal polynomials defined by a three-term recurrence with monotonic coefficients. As a corollary we deduce asymptotic bounds on the extreme zeros of orthogonal polynomials with polynomially growing coefficients of the three-term recurrence.
It is shown that monic orthogonal polynomials on the unit circle are the characteristic polynomials of certain five-diagonal matrices depending on the Schur parameters. This result is achieved through the study of orthogonal Laurent polynomials on the unit circle. More precisely, it is a consequence of the five term recurrence relation obtained for these orthogonal Laurent polynomials, and the one to one correspondence established between them and the orthogonal polynomials on the unit circle. As an application, some results relating the behavior of the zeros of orthogonal polynomials and the …
Every classical orthogonal polynomial system $p_n(x)$ satisfies a three-term recurrence relation of the type \[ p_{n+1}(x)=(A_nx+B_n)p_n(x)-C_np_{n-1}(x)~ (n=0,1,2,\ldots, p_{-1}\equiv 0), \] with $C_nA_nA_{n-1}>0$. Moreover, Favard's theorem states that the converse is true. A general method to derive the coefficients $A_n$, $B_n$, $C_n$ in terms of the polynomial coefficients of the divided-difference equations satisfied by orthogonal polynomials on a quadratic or $q$-quadratic lattice is recalled. The Maple implementations rec2ortho of Koorwinder and Swarttouw or retode of Koepf and Schmers…
Szego's procedure to connect orthogonal polynomials on the unit circle and orthogonal polynomials on [-1,1] is generalized to nonsymmetric measures. It generates the so-called semi-orthogonal functions on the linear space of Laurent polynomials L, and leads to a new orthogonality structure in the module LxL. This structure can be interpreted in terms of a 2x2 matrix measure on [-1,1], and semi-orthogonal functions provide the corresponding sequence of orthogonal matrix polynomials. This gives a connection between orthogonal polynomials on the unit circle and certain classes of matrix orthogona…
By using the Szegő's transformation we deduce new relations between the recurrence coefficients for orthogonal polynomials on the real line and the Verblunsky parameters of orthogonal polynomials on the unit circle. Moreover, we study the relation between the corresponding $\mathcal{S}$-functions and $\mathcal{C}$-functions
Zeilberger's algorithm provides a method to compute recurrence and differential equations from given hypergeometric series representations, and an adaption of Almquist and Zeilberger computes recurrence and differential equations for hyperexponential integrals. Further versions of this algorithm allow the computation of recurrence and differential equations from Rodrigues type formulas and from generating functions. In particular, these algorithms can be used to compute the differential/difference and recurrence equations for the classical continuous and discrete orthogonal polynomials from th…
We derive raising and lowering operators for orthogonal polynomials on the unit circle and find second order differential and $q$-difference equations for these polynomials. A general functional equation is found which allows one to relate the zeros of the orthogonal polynomials to the stationary values of an explicit quasi-energy and implies recurrences on the orthogonal polynomial coefficients. We also evaluate the discriminants and quantized discriminants of polynomials orthogonal on the unit circle.
We apply a theorem of Geronimus to derive some new formulas connecting Schur functions with orthogonal polynomials on the unit circle. The applications include the description of the associated measures and a short proof of Boyd's result about Schur functions. We also give a simple proof for the above mentioned theorem of Geronimus.
We give the asymptotic behavior of the ratio of two neighboring multiple orthogonal polynomials under the condition that the recurrence coefficients in the nearest neighbor recurrence relations converge.
We consider orthogonal polynomials on the unit circle with respect to a weight which is a quotient of $q$-gamma functions. We show that the Verblunsky coefficients of these polynomials satisfy discrete Painlevé equations, in a Lax form, which correspond to an $A_3^{(1)}$ surface in Sakai's classification.
We present a new explicit family of polynomials orthogonal on the unit circle with a dense point spectrum. This family is expressed in terms of q-hypergeometric function of type ${_2}ϕ_1$. The orthogonality measure is the wrapped geometric distribution. Some "classical" properties of the above polynomials are presented.
The zeros of semi-orthogonal functions with respect to a probability measure mu supported on the unit circle can be applied to obtain Szego quadrature formulas. The discrete measures generated by these formulas weakly converge to the orthogonality measure mu. In this paper we construct families of semi-orthogonal functions with interlacing zeros, and give a representation of the support of mu in terms of the asymptotic distribution of such zeros.
We introduce two explicit examples of polynomials orthogonal on the unit circle. Moments and the reflection coefficients are expressed in terms of Jacobi elliptic functions. We find explicit expression for these polynomials in terms of a new type of elliptic hypergeometric function. We show that obtained polynomials are orthogonal on the unit circle with respect to a dense point meausure, i.e. the spectrum consists from infinite number points of increase which are dense on the unit circle. We construct also corresponding explicit systems of polynomials orthogonal on the interval of the real ax…
Generalized Jacobi polynomials are orthogonal polynomials related to a weight function which is smooth and positive on the whole interval of orthogonality up to a finite number of points, where algebraic singularities occur. The influence of these singular points on the asymptotic behaviour of the recurrence coefficients is investigated.
We consider multiple orthogonal polynomials associated with the exponential cubic weight e^{-x^3} over two contours in the complex plane. We study the basic properties of these polynomials, including the Rodrigues formula and nearest-neighbor recurrence relations. It turns out that the recurrence coefficients are related to a discrete Painlevé equation. The asymptotics of the recurrence coefficients, the ratio of the diagonal multiple orthogonal polynomials and the (scaled) zeros of these polynomials are also investigated.
We study the moment space corresponding to matrix measures on the unit circle. Moment points are characterized by non-negative definiteness of block Toeplitz matrices. This characterization is used to derive an explicit representation of orthogonal polynomials with respect to matrix measures on the unit circle and to present a geometric definition of canonical moments. It is demonstrated that these geometrically defined quantities coincide with the Verblunsky coefficients, which appear in the Szegö recursions for the matrix orthogonal polynomials. Finally, we provide an alternative proof of th…
In this paper we study the following family of hypergeometric polynomials: $y_n(x) = \frac{ (-1)^ρ}{ n! } x^n {}_2 F_0(-n,ρ;-;-\frac{1}{x})$, depending on a parameter $ρ\in\mathbb{N}$. Differential equations of orders $ρ+1$ and $2$ for these polynomials are given. A recurrence relation for $y_n$ is derived as well. Polynomials $y_n$ are Sobolev orthogonal polynomials on the unit circle with an explicit matrix measure.
Let ${z_n}$ be a sequence in the unit disk ${z\in\mathbb{C}:|z|<1}$. It is known that there exists a unique positive Borel measure in the unit circle ${z\in\mathbb{C}:|z|=1}$ such that the orthogonal polynomials ${Φ_n}$ satisfy [Φ_n(z_n)=0] for each $n=1,2,...$. Characteristics of the orthogonality measure and asymptotic properties of the orthogonal polynomial are given in terms of asymptotic behavior of the sequence ${z_n}$. Particular attention is paid to periodic sequence of zeros ${z_n}$ of period two and three.
In this paper we prove that the simplest band representations of unitary operators on a Hilbert space are five-diagonal. Orthogonal polynomials on the unit circle play an essential role in the development of this result, and also provide a parametrization of such five-diagonal representations which shows specially simple and interesting decomposition and factorization properties. As an application we get the reduction of the spectral problem of any unitary Hessenberg matrix to the spectral problem of a five-diagonal one. Two applications of these results to the study of orthogonal polynomials …
Consider $\{p_n\}_{n=0}^{\infty}$, a sequence of polynomials orthogonal with respect to $w(x)>0$ on $(a,b)$, and polynomials $\{g_{n,k}\}_{n=0}^{\infty},k \in \mathbb{N}_0$, orthogonal with respect to $c_k(x)w(x)>0$ on $(a,b)$, where $c_{k}(x)$ is a polynomial of degree $k$ in $x$. We show how Christoffel's formula can be used to obtain mixed three-term recurrence equations involving the polynomials $p_n$, $p_{n-1}$ and $g_{n-m,k},m\in\{2,3,\dots, n-1\}$. In order for the zeros of $p_n$ and $G_{m-1}g_{n-m,k}$ to interlace (assuming $p_n$ and $g_{n-m,k}$ are co-prime), the coefficient of $p_{n-…
Orthogonal polynomials on the unit circle are completely determined by their reflection coefficients through the Szegő recurrences. We assume that the reflection coefficients converge to some complex number a with 0 < |a| < 1. The polynomials then live essentially on the arc {e^(i theta): alpha <= theta <= 2 pi - alpha} where cos alpha/2 = sqrt(1-|a|^2) with 0 <= alpha <= 2 pi. We analyze the orthogonal polynomials by comparing them with the orthogonal polynomials with constant reflection coefficients, which were studied earlier by Ya. L. Geronimus and N. I. Akhiezer. In particular, we show th…
We look at some extensions of the Stieltjes-Wigert weight functions. First we replace the variable x by x^2 in a family of weight functions given by Askey in 1989 and we show that the recurrence coefficients of the corresponding orthogonal polynomials can be expressed in terms of a solution of the q-discrete Painlevé III equation. Next we consider the q-Laguerre or generalized Stieltjes-Wigert weight functions with a quadratic transformation and derive recursive equations for the recurrence coefficients of the orthogonal polynomials. These turn out to be related to the q-discrete Painlevé V eq…
In the case when the weight and its inverse belong to BMO(T), we prove the asymptotics of the monic orthogonal polynomials in L^p, 2<p<p_0. Immediate applications include the estimates on the uniform norm and asymptotics for the polynomial entropy.
A new recurrence relation for exceptional orthogonal polynomials is proposed, which holds for type 1, 2 and 3. As concrete examples, the recurrence relations are given for Xj-Hermite, Laguerre and Jacobi polynomials in j = 1,2 case.
We introduce a family of weight matrices $W$ of the form $T(t)T^*(t)$, $T(t)=e^{\mathscr{A}t}e^{\mathscr{D}t^2}$, where $\mathscr{A}$ is certain nilpotent matrix and $\mathscr{D}$ is a diagonal matrix with negative real entries. The weight matrices $W$ have arbitrary size $N\times N$ and depend on $N$ parameters. The orthogonal polynomials with respect to this family of weight matrices satisfy a second order differential equation with differential coefficients that are matrix polynomials $F_2$, $F_1$ and $F_0$ (independent of $n$) of degrees not bigger than 2, 1 and 0 respectively. For size $2…
Computing asymptotics of the recurrence coefficients of X1-Jacobi polynomials we investigate the limit of Christoffel function. We also study the relation between the normalized counting measure based on the zeros of the modified average characteristic polynomial and the Christoffel function in limit. The proofs of corresponding theorems with respect to ordinary orthogonal polynomials are based on the three-term recurrence relation. The main point is that exceptional orthogonal polynomials possess at least five-term formulae and so the Christoffel-Darboux formula also fails. It seems that thes…
The Kronecker polynomial $K(z)$ is a finite product of cyclotomic polynomials $C_j(z)$. Any Kronecker polynomial $K(z)$ of degree $N+1$ with simple roots on the unit circle generates a finite set $Φ_0=1, Φ_1(z), \dots, Φ_N(z) $ of polynomials (para) orthogonal on the unit circle (POPUC). This set is determined uniquely by the condition $Φ_N(z) = (N+1)^{-1} K'(z)$. Such set can be called the set of Sturmian Kronecker POPUC. We present several new explicit examples of such POPUC. In particular, we define and analyze properties of the Sturmian cyclotomic POPUC generated by the cyclotomic polynomi…
We study matrix three term relations for orthogonal polynomials in two variables constructed from orthogonal polynomials in one variable. Using the three term recurrence relation for the involved univariate orthogonal polynomials, the explicit expression for the matrix coefficients in these three term relations are deduced. These matrices are diagonal or tridiagonal with entries computable from the one variable coefficients in the respective three term recurrence relation. Moreover, some interesting particular cases are considered.
We consider orthogonal polynomials p_n with respect to an exponential weight function w(x) = exp(-P(x)). The related equations for the recurrence coefficients have been explored by many people, starting essentially with Laguerre [49], in order to study special continued fractions, recurrence relations, and various asymptotic expansions (G. Freud's contribution [28, 56]). Most striking example is n = 2tw_n + w_n(w_n+1 + w_n + w_n-1) for the recurrence coefficients p_n+1 = xp_n - w_np_n-1 of the orthogonal polynomials related to the weight w(x) = exp(-4(tx^3 + x^4)) (notation of [26, pp. 34-36])…
We study asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight, which is a weight function with a finite number of algebraic singularities on $[-1,1]$. The recurrence coefficients can be written in terms of the solution of the corresponding Riemann-Hilbert problem for orthogonal polynomials. Using the steepest descent method of Deift and Zhou, we analyze the Riemann-Hilbert problem, and obtain complete asymptotic expansions of the recurrence coefficients. We will determine explicitly the order $1/n$ terms in the expansions. A critical …
In this work we show that the $ N\times N $ Toeplitz determinants with the symbols $ z^μ\exp(-{1/2}\sqrt{t}(z+1/z)) $ and $ (1+z)^μ(1+1/z)^ν\exp(tz) $ -- known $τ$-functions for the \PIIIa and \PV systems -- are characterised by nonlinear recurrences for the reflection coefficients of the corresponding orthogonal polynomial system on the unit circle. It is shown that these recurrences are entirely equivalent to the discrete Painlevé equations associated with the degenerations of the rational surfaces $ D^{(1)}_{6} \to E^{(1)}_{7} $ (discrete Painlevé {\rm II}) and $ D^{(1)}_{5} \to E^{(1)}_{6}…
The main difference between certain spectral problems for linear Schrödinger operators, e.g. the almost Mathieu equation, and three-term recurrence relations for orthogonal polynomials is that in the former the index ranges across $\ZZ$ and in the latter only across $\Zp$. We present a technique that, by a mixture of Dirichlet and Taylor expansions, translates the almost Mathieu equation and its generalizations to three term recurrence relations. This opens up the possibility of exploiting the full power of the theory of orthogonal polynomials in the analysis of Schrödinger spectra. Aforementi…
We study solutions of three-term recurrence relations whose $N$-step transfer matrices belong to the uniform Stolz class. In particular, we derive the first order of their uniform asymptotics. For orthonormal polynomials we show more. Namely, we find the constructive formula for the density of their orthogonality measure in terms of Turán determinants and we determine their exact asymptotic behavior. We treat both bounded and unbounded cases in a uniform manner.
