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 step in the analysis of the Riemann-Hilbert problem will be the local analysis around the algebraic singularities, for which we use Bessel functions of appropriate order.
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.
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…
In 1995 Magnus posed a conjecture about the asymptotics of the recurrence coefficients of orthogonal polynomials with respect to the weights on [-1,1] of the form $$ (1-x)^α(1+x)^β|x_0 - x|^γ\times a jump at x_0, $$ with $α, β, γ>-1$ and $x_0 \in (-1,1)$. We show rigorously that Magnus' conjecture is correct even in a more general situation, when the weight above has an extra factor, which is analytic in a neighborhood of [-1,1] and positive on the interval. The proof is based on the steepest descendent method of Deift and Zhou applied to the non-commutative Riemann-Hilbert problem characteriz…
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 consider orthogonal polynomials $\{p_{n,N}(x)\}_{n=0}^{\infty}$ on the real line with respect to a weight $w(x)=e^{-NV(x)}$ and in particular the asymptotic behaviour of the coefficients $a_{n,N}$ and $b_{n,N}$ in the three term recurrence $x π_{n,N}(x) = π_{n+1,N}(x) + b_{n,N} π_{n,N}(x) + a_{n,N} π_{n-1,N}(x)$. For one-cut regular $V$ we show, using the Deift-Zhou method of steepest descent for Riemann-Hilbert problems, that the diagonal recurrence coefficients $a_{n,n}$ and $b_{n,n}$ have asymptotic expansions as $n \to \infty$ in powers of $1/n^2$ and powers of $1/n$, respectively.
We provide a simple method to recognize classical orthogonal polynomials on lattices defined only by their coefficients of the three term recurrence relation.
In this paper we study the orthogonality conditions satisfied by Jacobi polynomials $P_n^{(α,β)}$ when the parameters $α$ and $β$ are not necessarily $>-1$. We establish orthogonality on a generic closed contour on a Riemann surface. Depending on the parameters, this leads to either full orthogonality conditions on a single contour in the plane, or to multiple orthogonality conditions on a number of contours in the plane. In all cases we show that the orthogonality conditions characterize the Jacobi polynomial $P_n^{(α, β)}$ of degree $n$ up to a constant factor.
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.
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.
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.
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 revisit the ladder operators for orthogonal polynomials and re-interpret two supplementary conditions as compatibility conditions of two linear over-determined systems; one involves the variation of the polynomials with respect to the variable z (spectral parameter) and the other a recurrence relation in n (the lattice variable). For the Jacobi weight w(x) = (1-x)^a(1+x)^b, x in [-1,1],we show how to use the compatibility conditions to explicitly determine the recurrence coefficients of the monic Jacobi polynomials.
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 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…
We study Jacobi matrices on trees whose coefficients are generated by multiple orthogonal polynomials. Hilbert space decomposition into an orthogonal sum of cyclic subspaces is obtained. For each subspace, we find generators and the generalized eigenfunctions written in terms of the orthogonal polynomials. The spectrum and its spectral type are studied for large classes of orthogonality measures.
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.
We consider matrix orthogonal polynomials related to Jacobi type matrices of weights that can be defined in terms of a given matrix Pearson equation. Stating a Riemann-Hilbert problem we can derive first and second order differential relations that these matrix orthogonal polynomials and the second kind functions associated to them verify. For the corresponding matrix recurrence coefficients, non-Abelian extensions of a family of discrete Painlevé d-PIV equations are obtained for the three term recurrence relation coefficients.
Motivated by G. H. Hardy's 1939 results \cite{Hardy} on functions orthogonal with respect to their real zeros $λ_{n}, n=1,2,... $, we will consider, within the same general conditions imposed by Hardy, functions satisfying an orthogonality with respect to their zeros with Jacobi weights on the interval $(0,1)$, that is, the functions $f(z)=z^νF(z), ν\in \mathbb{R}$, where $F$ is entire and \begin{equation*} \int_{0}^{1}f(λ_{n}t)f(λ_{m}t)t^α(1-t)^βdt=0,\quad α>-1-2ν, β>-1, \end{equation*}% when $n\neq m$. Considering all possible functions on this class we are lead to the discovery of a new fam…
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…
Orthogonal polynomials on the real line always satisfy a three-term recurrence relation. The recurrence coefficients determine a tridiagonal semi-infinite matrix (Jacobi matrix) which uniquely characterizes the orthogonal polynomials. We investigate new orthogonal polynomials by adding to the Jacobi matrix $r$ new rows and columns, so that the original Jacobi matrix is shifted downward. The $r$ new rows and columns contain $2r$ new parameters and the newly obtained orthogonal polynomials thus correspond to an upward extension of the Jacobi matrix. We give an explicit expression of the new orth…
In a previous paper we presented $3+2M$ term recurrence relations with variable dependent coefficients for $M$-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we present (conjectures of) the recurrence relations with constant coefficients for these multi-indexed orthogonal polynomials. The simplest recurrence relations have $3+2\ell$ terms, where $\ell (\geq M)$ is the degree of the lowest member of the multi-indexed orthogonal polynomials.
We present an asymmetric $q$-Painlevé equation. We will derive this using $q$-orthogonal polynomials with respect to generalized Freud weights: their recurrence coefficients will obey this $q$-Painlevé equation (up to a simple transformation). We will show a stable method of computing a special solution which gives the recurrence coefficients. We establish a connection with $α-q-P_V$.
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…
Ordinary orthogonal polynomials are uniquely characterized by the three term recurrence relations up to an overall multiplicative constant. We show that the newly discovered M-indexed orthogonal polynomials satisfy 3+2M term recurrence relations with non-trivial initial data of the lowest M+1 members. These include the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. The M=0 case is the corresponding classical orthogonal polynomials.
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.
In a previous paper, we presented conjectures of the recurrence relations with constant coefficients for the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we present a proof for the Laguerre and Jacobi cases. Their bispectral properties are also discussed, which give a method to obtain the coefficients of the recurrence relations explicitly. This paper extends to the Laguerre and Jacobi cases the bispectral techniques recently introduced by Gómez-Ullate et al. to derive explicit expressions for the coefficients of the recurrence relation…
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.
A limiting property of the nearest-neighbor recurrence coefficients for multiple orthogonal polynomials from a Nevai class is investigated. Namely, assuming that the nearest-neighbor coefficients have a limit along rays of the lattice, we describe it in terms of the solution of a system of partial differential equations. In the case of two orthogonality measures the differential equation becomes ordinary. For Angelesco systems, the result is illustrated numerically.
The aim of this paper is to study differential properties of orthogonal polynomials with respect to a discrete Jacobi-Sobolev bilinear form with mass point at $-1$ and/or $+1$. In particular, we construct the orthogonal polynomials using certain Casorati determinants. Using this construction, we prove that when the Jacobi parameters $α$ and $β$ are nonnegative integers the Jacobi-Sobolev orthogonal polynomials are eigenfunctions of a differential operator of finite order (which will be explicitly constructed). Moreover, the order of this differential operator is explicitly computed in terms of…
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.
Is is shown in this paper that there is a connection between the Riemann zeta-function $\zf$ and the classical Jacobi's polynomials, i.e. the Legendre polynomials, Chebyshev polynomials of the first and the second kind,...
The aim of this paper is to apply generalized operators of fractional integration and differentiation involving Appell's function $F_{3}(:)$ due to Marichev-Saigo-Maeda (MSM), to the Jacobi type orthogonal polynomials. The results are expressed in terms of generalized hypergeometric function. Some of the interesting special cases of the main results also established.
Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the restrictions either to the odd or to the even points of the complete orthogonality lattice. This is exploited to design very efficient inverse problem algorithms for the reconstruction of persymmetric Jacobi matrices from spectral points. Isospectral deformations of such matrices are also considered. Expressions for the associated polynomials and their weight…
We construct noncomplete orthogonal systems on the ray $[0,\infty)$ that look like Jacobi polynomials $P_n(x)$ after a shift of degree $n\mapsto n+a$, where $a$ is a real constant. These systems are solutions of some exotic Sturm-Liouville problem for hypergeometric differential operators. We obtain the explicit spectral decomposition for these problems.
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-…
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 the exactly solvable quantum mechanical systems whose eigenfunctions are described by the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. Corresponding to the recurrence relations with constant coefficients for the $M$-indexed orthogonal polynomials, it is expected that the systems satisfy the generalized closure relations. In fact we can verify this statement for small $M$ examples. The generalized closure relation gives the exact Heisenberg operator solution of a certain operator, from which the creation and annihilation operators of the s…
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 previous papers, we discussed the recurrence relations of the multi-indexed orthogonal polynomials of the Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we explore those of the Racah and $q$-Racah types. For the $M$-indexed ($q$-)Racah polynomials, we derive $3+2M$ term recurrence relations with variable dependent coefficients and $1+2L$ term ($L\geq M+1$) recurrence relations with constant coefficients. Based on the latter, the generalized closure relations and the creation and annihilation operators of the quantum mechanical systems described by the multi-indexed ($q$-)Rac…
In previous papers, we discussed the recurrence relations of the multi-indexed orthogonal polynomials of the Laguerre, Jacobi, Wilson, Askey-Wilson, Racah and $q$-Racah types. In this paper we explore those of the Meixner-Pollaczek and continuous Hahn types. For the $M$-indexed Meixner-Pollaczek and continuous Hahn polynomials, we present $3+2M$ term recurrence relations with variable dependent coefficients and $1+2L$ term ($L\geq M+1$) recurrence relations with constant coefficients. Based on the latter, the generalized closure relations and the creation/annihilation operators of the quantum …
For Jacobi parameters belonging to one of the three classes: asymptotically periodic, periodically modulated and the blend of these two, we study the asymptotic behavior of the Christoffel functions and the scaling limits of the Christoffel-Darboux kernel. We assume regularity of Jacobi parameters in terms of the Stolz class. We emphasize that the first class only gives rise to measures with compact supports.
