Moments of Classical Orthogonal Polynomials
zur Erlangung des akademischen Grades eines Doktors der Naturwissenschaften (Dr.rer.nat) im Fachbereich Mathematik der Universität Kassel
By Patrick Njionou Sadjang ?????
Ph.D thesis co-supervised by: Prof. Dr. Wolfram Koepf University of Kassel, Germany and Prof. Dr. Mama Foupouagnigni University of Yaounde I, Cameroon
October 2013
Tag der mündlichen Prüfung 21. Oktober 2013
Erstgutachter Prof. Dr. Wolfram Koepf Universität Kassel
Zweitgutachter Prof. Dr. Mama Foupouagnigni University of Yaounde I Abstract
The aim of this work is to find simple formulas for the moments µn for all families of classical orthogonal polynomials listed in the book by Koekoek, Lesky and Swarttouw [30]. The generating functions or exponential generating functions for those moments are given. To my dear parents Acknowledgments
Foremost, I would like to express my sincere gratitude to my advisors Prof. Dr. Wolfram Koepf and Prof. Dr. Mama Foupouagnigni for the continuous support of my Ph.D study and research, for their patience, motivation, enthusiasm, and immense knowledge. Their guidance helped me in all the time of research and writing of this thesis. I could not have imagined having better advisors and mentors for my Ph.D study.
I am grateful to Prof. Dr. Mama Foupouagnigni for enlightening me the first glance of re- search.
My sincere thanks also go to Prof. Dr. Wolfram Koepf for offering me the opportunity to visit the University of Kassel where part of this work has been written.
I acknowledge the financial supports of the DAAD via the STIBET fellowship which en- abled me to visit the Institute of Mathematics of the University of Kassel. I also acknowl- edge the financial support from the Alexander von Humboldt Foundation via the Research- Group Linkage Programme 2009-2012 between the University of Kassel (Germany) and the University of Yaounde I (Cameroon).
I thank my colleagues of the Alexander von Humboldt Laboratory of Computational and Educational Mathematics (University of Yaounde I, Cameroon): Daniel D. Tcheutia, Mau- rice Kenfack, Salifou Mboutngam, for the stimulating discussions, and for all the fun we have had in the last four years.
Thanks also to my former professors of the University of Yaounde I and the Higher Teach- ers’ Training College of Yaounde, particularly Prof. Dr. Nicolas Gabriel Andjiga, Prof. Dr. Gabriel Nguetseng, Prof. Dr. Norbert Noutchegueme, Prof. Dr. Mama Foupouagnigni, Prof. Dr. Bertrand Tchantcho.
My sincere thanks go to Dr. Etienne Le Grand Nana Chiadjeu, for having taken very good care of me during my stay in Germany in 2012.
I would also like to thank my family: my parents Sadjang and Noupa Claudine, for giving birth to me at the first place and supporting me spiritually throughout my life.
Last but not least, my thanks go to all those who directly or indirectly contributed in any form whatsoever to the realization of this work. Contents
Abstract ii
Acknowledgments iv
1 Introduction 1
2 Definitions and Miscellaneous Relations 6 2.1 Special functions ...... 6 2.1.1 Gamma and Beta functions ...... 6 2.1.2 Hypergeometric functions ...... 6 2.1.3 Basic hypergeometric functions ...... 7 2.1.4 q-Exponential functions ...... 8 2.2 Difference operators ...... 8 2.2.1 The operators ∆ and ∇ ...... 8 2.2.2 The operator Dq ...... 9 2.2.3 The operators D and S ...... 9 2.2.4 The operators D and S ...... 10 2.2.5 The operator Dε ...... 10 2.2.6 The operators Dx and Sx ...... 10 2.3 q-integration ...... 10 2.3.1 The q-integration in the interval (0; a), a > 0 ...... 10 2.3.2 The q-integration in the interval (a; 0), a < 0 ...... 11 2.3.3 The q-integration in the interval (a; ∞), a > 0 ...... 11 2.3.4 The q-integration in the interval (−∞; a), a < 0 ...... 11 2.4 Orthogonal polynomials ...... 12 2.4.1 Classical continuous orthogonal polynomials ...... 13 2.4.2 Classical discrete orthogonal polynomials ...... 15 2.4.3 Classical q-discrete orthogonal polynomials ...... 16 2.4.4 Classical orthogonal polynomials on a quadratic lattice ...... 18 2.4.5 Classical orthogonal polynomials on a q-quadratic lattice ...... 19 2.5 Generating functions ...... 21
3 Moments of Orthogonal Polynomials: Easy Cases 23 3.1 Classical continuous orthogonal polynomials ...... 23 3.1.1 Jacobi polynomials ...... 23 3.1.2 Laguerre polynomials ...... 26 3.1.3 Bessel polynomials ...... 27 3.1.4 Hermite polynomials ...... 28 3.2 Classical q-discrete orthogonal polynomials ...... 29 3.2.1 Little q-Jacobi polynomials ...... 29 3.2.2 Little q-Legendre polynomials ...... 30 3.2.3 q-Krawtchouk polynomials ...... 30 3.2.4 Little q-Laguerre (Wall) polynomials ...... 31 3.2.5 q-Laguerre polynomials ...... 32 3.2.6 q-Bessel polynomials ...... 33 3.2.7 q-Charlier polynomials ...... 33 Contents vi
4 Inversion Formulas 35 4.1 The methods ...... 35 4.1.1 The algorithmic method ...... 35 4.1.2 Inversion results from Verma’s bibasic formula ...... 36 4.2 Explicit representations of the inversion coefficients ...... 37 4.2.1 The classical continuous case ...... 37 4.2.2 The classical discrete case ...... 38 4.2.3 The classical q-discrete case ...... 38 4.2.4 The classical quadratic case ...... 41 4.2.5 The classical q-quadratic case ...... 42
5 Moments of Orthogonal Polynomials: Complicated Cases 45 5.1 Introduction ...... 45 5.2 Inversion formula and moments of orthogonal polynomials ...... 45 5.3 Some connection formulas between some bases ...... 46 5.3.1 Elementary symmetric polynomials ...... 46 5.3.2 Connection between xn and xn ...... 47 n 5.3.3 Connection between x and (x; q)n ...... 48 n n 5.3.4 Connection formula between x and (x 1)q ...... 49 n 5.3.5 Connections between (x y)q and (x; q)n ...... 50 2 n 5.3.6 Connection between (x ) and (a − ix)n(a + ix)n ...... 50 n 5.3.7 Connection between (x(x + ε)) and (−x)n(x + ε)n...... 51 n 5.3.8 Connection between x and (a + ix)n ...... 52 n iθ −iθ 5.3.9 Connection between cos θ and (ae , ae ; q)n...... 54 5.4 Moments and generating functions ...... 55 5.4.1 The continuous case ...... 55 5.4.2 The discrete case ...... 57 5.4.3 The q-discrete case ...... 61 5.4.4 The quadratic case ...... 75 5.4.5 The q-quadratic case ...... 80
Conclusion and Perspectives 95 Chapter 1
Introduction
The xyz-axes of three-dimensional space are pairwise orthogonal with each other. This is very convenient since for that reason many formulas are extremely simple. Every point of three-dimensional space is written as linear combination of such orthogonal coordinates. In a similar fashion, many functions can be written as linear combinations of orthogonal polynomials which play the role of the coordinates. For this reason orthogonal polynomials play a very prominent role in applications.
Monic polynomial families orthogonal with respect to the measure dα(x) Z b 1 if n = m Pn(x)Pm(x)dα(x) = kn δmn, kn 6= 0, δmn = ; n, m ∈ N, a 0 if n 6= m
Z b n are given explicitly in terms of the moments µn = x dα(x), n ≥ 0, by [49] a
µ0 µ1 ··· µn
µ1 µ2 ··· µn+1 1 . . . . Pn(x) = . . . . , dn−1
µn−1 µn+1 ··· µ2n−1
1 x ··· xn where
µ0 µ1 ··· µn
µ1 µ2 ··· µn+1
. . . . dn = . . . . 6= 0, n ≥ 0.
µn−1 µn ··· µ2n−1
µn µn+1 ··· µ2n The previous representation shows that the moments characterize fully the orthogonal fam- ily (Pn)n. Also, the moments are involved in the representation of the Stieltjes series
∞ µ ( ) = n S x ∑ n+1 , n=0 x which is useful for the characterization of families of orthogonal polynomials via the Riccati equation and also for the determination of the measure dα(x) by means of the Stieltjes 2 inverse formula [48]
1 Z t α(t) − α(s) = − lim Im(S(x + i y) dx. π y→0+ s
For the moments (µn)n∈N of an orthogonal family, the generating function is defined by
∞ n G0(z) = ∑ µnz , n=0 while the exponential generating function is defined by
∞ zn G1(z) = ∑ µn , n=0 n! and the q-exponential generating functions are defined by
∞ zn G (z) = µ , 2 ∑ n ( ) n=0 q; q n ∞ zn G (z) = µ . 3 ∑ n [ ] n=0 n q!
Generating functions, exponential generating functions and q-exponential generating func- tions contain the information of all moments of the orthogonal polynomial family at the same time. Despite the important role that the moments play in various topics of orthogonal poly- nomials and applications to other domains such as statistics and probability theory, no ex- haustive repository of moments for the well-known classical orthogonal polynomials can be found in the literature. The book by Koekoek, Lesky and Swarttouw [30] which is one of the best and most famous documents containing almost all kinds of formulas and relations for various classical orthogonal polynomials does not provide information about the mo- ments. It becomes therefore imperative to investigate this topic in order to complete such missing important information. Classical orthogonal polynomials of a continuous, discrete and q-discrete variable are known to be orthogonal with respect to a weight function ρ satisfying respectively the Pearson, the discrete Pearson and the q-discrete Pearson equation
0 (σ(x)ρ(x)) = τ(x)ρ(x), (1.1) ∆ (σ(x)ρ(x)) = τ(x)ρ(x), (1.2)
Dq (σ(x)ρ(x)) = τ(x)ρ(x), (1.3) where σ(x) = ax2 + bx + c is a non-zero polynomial of degree at most two, τ(x) = dx + e ( ) = f (qx)− f (x) 6= is a first degree polynomial, Dq is the Hahn operator Dq f x (q−1)x , q 1, and ∆ is the forward difference operator ∆ f (x) = f (x + 1) − f (x). In addition, classical orthogonal polynomials of a continuous, discrete and q-discrete variable satisfy the following second-order hypergeometric differential, difference or q- difference equations, respectively,
00 0 σ(x)y (x) + τ(x)y (x) + λny(x) = 0, (1.4) σ(x)∆∇y(x) + τ(x)∆y(x) + λny(x) = 0, (1.5)
σ(x)DqD 1 y(x) + τ(x)Dqy(x) + λn,qy(x) = 0, (1.6) q where λn and λn,q are constants given by
λn = −n((n − 1)a + d), λn,q = −a[n]1/q[n − 1]q − d[n]q, 3
1−qn with [n]q = 1−q , and ∇ is the backward difference operator
∇ f (x) = f (x) − f (x − 1).
The corresponding moments of these three classical families (called here “very classical orthogonal polynomials”) satisfy a second-order recurrence relation of the form
µn+1 = a(n)µn + b(n)µn−1, where a(n) and b(n) are rational functions of n or qn. There are other classes of classical orthogonal polynomials whose variable x(s) is a quadratic or q-quadratic lattice of the form
−s s x(s) = c1 q + c2 q + c3, (1.7) or 2 x(s) = c4 s + c5 s + c6 (1.8) These polynomials are known to satisfy a second-order divided-difference equation [8, 17] 2 φ(x(s)) Dx Pn(x(s)) + ψ(x(s)) SxDx Pn(x(s)) + λn Pn(x(s)) = 0, (1.9) where λn is a constant term, φ and ψ are polynomials of degree at most two and of degree one, respectively, and the divided-difference operators Dx and Sx are defined by [17]
f (x(s + 1 )) − f (x(s − 1 )) f (x(s + 1 )) + f (x(s − 1 )) D f (x(s)) = 2 2 , S f (x(s)) = 2 2 . x 1 1 x 2 x(s + 2 ) − x(s − 2 ) (1.10) Combining all the previous orthogonal families leads to the families of the so-called Askey- Wilson scheme, defined explicitly in [30].
The work is presented in five chapters. Chapter 1 is the introduction.
In Chapter 2, we give many definitions and recall known and useful results concern- ing special functions and orthogonal polynomials. Some useful difference operators are introduced and some of their properties are proved.
In Chapter 3, using some classical well known formulas, we compute canonical mo- ments of some orthogonal polynomials, next, interesting generating functions for some of these moments are provided. It is seen for example that the function
√ ∞ n z2/4 z πe = ∑ µn n=0 n! generates the Hermite moments that are
1 + (−1)n n + 1 µ = Γ( ), n 2 2 or the function Γ(α + 1) ∞ zn = α+1 ∑ µn (1 − z) n=0 n! generates the canonical Laguerre moments that are
µn = Γ(n + α + 1).
It is not always easy to get those canonical moments by direct computations. 4
In Chapter 4, we provide results for the inversion problem for all the polynomials in the Askey scheme. These inversion formulas will enable in Chapter 5 to get explicit represen- tations of generalized moments.
In Chapter 5, we compute explicitly canonical moments for all the fifty one polynomials listed in [30]. The fundamental idea here is to use Theorem 50, which gives a link between the inversion coefficients and the generalized moments combined with the obvious links (see pages 13 and 13) between canonical and generalized moments to get the canonical moments. In order to get those links, we have proved Taylor formulas with respect to particular bases, for example:
n k (Dε f )(0) f (x) = ∑ ξk(x, ε), see page 52, k=0 k! n k (−1) k k f (x) = ∑ D f i a + ηk(a, x), see page 53, k=0 k! 2 where ∆ f (u(x)) D f (x) = , u(x) = −x(x + ε), ε ∆u(x) and i i D f (x) = f x + − x − , with i2 = −1. 2 2
Combining these results we get for example the following explicit formulas for the canonical moments: • canonical Wilson moments (see page 76)
Γ(a + b)Γ(a + c)Γ(b + c)Γ(b + d)Γ(c + d) µn = 2π Γ(a + b + c + d) n k (−k) (a + b) (a + c) (a + d) (−2a − 2k + 2l) × l k k k (a + k − l)2n . ∑ ∑ ( + + + ) (− − + ) k=0 l=0 k!l! a b c d k 2a 2k l k+1
• canonical Racah moments (see page 76)
n Dk[ ( + )]n ε x x ε |x=0 (α + 1) (β + δ + 1) (γ + 1) µ = µ k k k , n 0 ∑ ( + + ) k=0 k! α β 2 k
where (−β)N(γ + δ + 2)N if α + 1 = −N (−β + γ + 1) (δ + 1) N N (−α + δ)N(γ + δ + 2)N µ0 = if β + δ + 1 = −N (−α + γ + δ + 1)N(δ + 1)N ( + + ) (− ) α β 2 N δ N if γ + 1 = −N. (α − δ + 1)N(β + 1)N
The contribution of this work can be seen at three levels: • the work is a good database for the inversion formula of all the orthogonal families listed in [30]; the inversion formulas – for the quadratic case (the Wilson polynomials, the Continuous Dual Hahn poly- nomials, the Racah polynomials, the Continuous Hahn polynomials, the Dual Hahn polynomials and the Meixner Pollaczek polynomials), 5
– for the q-quadratic case (the Continuous q-Hahn polynomials, the Dual q-Hahn polynomials, the Al-Salam-Chihara polynomials, the q-Meixner-Pollaczek poly- nomials, the Continuous q-Jacobi polynomials, the continuous q-Ultraspherical polynomials, the Continuous q-Legendre polynomials, the Dual q-Krawtchouk polynomials, the Continuous big q-Hermite polynomials and the Continuous q-Laguerre polynomials) are new; • the work is a good database for all the moments of all the orthogonal families listed in [30]; as far as we know, all the generalized moments given in Chapter 5 are new. Concerning the canonical moments – for the classical continuous orthogonal polynomials, two new representations for the Jacobi canonical moments are given; – for the classical discrete orthogonal polynomials, the representations of the canonical Hahn moments and the canonical Krawtchouk moments we have given are new; – for the classical q-discrete orthogonal polynomials, the representations of the canonical Big q-Jacobi moments, the canonical q-Hahn moments, the canoni- cal Big q-Laguerre moments, the canonical q-Meixner moments, the canonical Quantum q-Krawtchouk moments, the canonical q-Krawtchouk moments and the canonical Affine q-Krawtchouk moments we have given are new. – for the classical quadratic orthogonal polynomials, the representations of the canonical Wilson moments, the canonical Racah moments, the canonical Con- tinuous Dual Hahn moments, the canonical Continuous Hahn moments, the canonical Dual Hahn moments, the canonical Meixner-Pollaczek moments are new. – for the classical q-quadratic orthogonal polynomials, as far as we know, we have encountered only the canonical Askey-Wilson moments in the literature, the rest seems to be new; • important generating functions for those moments are provided. Chapter 2
Definitions and Miscellaneous Relations
2.1 Special functions
2.1.1 Gamma and Beta functions Definition 1. [30, P. 3] The Gamma function is defined by Z ∞ Γ(z) = tz−1e−tdt, z ∈ C, Re(z) > 0. (2.1) 0 Note that for a complex number z such that Re(z) > 0, Γ(z + 1) = zΓ(z) (2.2) and particularly, for a nonnegative integer n, the following relation is valid Γ(n + 1) = n!. Note that formula (2.2) is used to extend progressively the validity of the Gamma function to any complex number which is not a negative integer by writing Γ(z + 1) Γ(z) = , ··· . z
Definition 2. [30, P. 3] The Beta function is defined by Z 1 B(z, w) = tz−1(1 − t)w−1dt z, w ∈ C, Re(z) > 0, Re(w) > 0. 0 The connection between the Beta function and the Gamma function is given by the relation Γ(x)Γ(y) B(x, y) = , Re(x) > 0, Re(y) > 0. Γ(x + y)
2.1.2 Hypergeometric functions Definition 3. [30, P. 4] The Pochhammer symbol or shifted factorial is defined by
(a)0 := 1 and (a)n = a(a + 1)(a + 2) ··· (a + n − 1), a 6= 0 n = 1, 2, 3, . . . . The following notation (falling factorial) will also be used: a0 := 1 and an = a(a − 1)(a − 2) ··· (a − n + 1), n = 1, 2, 3, . . . . It should be noted that the Pochhammer symbol and the falling factorial are linked as fol- lows: n n (−a)n = (−1) a . 2.1 Special functions 7
Definition 4. [30, P. 5] The hypergeometric series r Fs is defined by ··· ∞ n a1, , ar (a1, ··· , ar)n z r Fs z := ∑ , = (b1, ··· , bs)n n! b1, ··· , bs n 0 where (a1,..., ar)n = (a1)n ··· (ar)n. An example of a summation formula for the hypergeometric series is given by the binomial theorem ([30, P. 7]) ∞ a a F −z = zn = (1 + z)a, |z| < 1, (2.3) 1 0 ∑ n − n=0 where a (−1)n = (−a) . n n! n
2.1.3 Basic hypergeometric functions An important extension of the hypergeometric function is the q-hypergeometric function (general references for q-hypergeometric functions are [19], [3] or [50], [46]). Definition 5. [30, P. 11] The q-variant of the shifted factorial is defined by
(a; q)0 = 1, n−1 (a; q)n = (1 − a)(1 − aq) ··· (1 − aq ), n = 1, 2, . . . .
When n = ∞, we set ∞ n (a; q)∞ = ∏(1 − aq ), |q| < 1. n=0
Definition 6. [30, P. 15] The q-hypergeometric function denoted by rφs is defined by a , a , ··· , a ∞ 1+s−r n 1 2 r (a1, ··· , ar; q)n h n (n)i z rφs q; z = ∑ (−1) q 2 , = (b1, ··· , bs; q)n (q, q)n b1, b2, ··· , bs n 0 where (a1, a2, ··· , am; q)n = (a1; q)n(a2, q)n ··· (am; q)n.
We will also use the following common notations
1 − qa [a] = , a ∈ C, q 6= 1, (2.4) q 1 − q
n (q; q) = n , 0 ≤ m ≤ n, (2.5) m q (q; q)m(q; q)n−m called the q-bracket and the q-binomial coefficient, respectively. A q-analogue of the binomial theorem (2.3) is called the q-binomial theorem [30, P. 16]:
∞ (a; q) (ax; q) n xn = ∞ , |x| < 1, 0 < |q| < 1. (2.6) ∑ ( ) ( ) n=0 q; q n x; q ∞ 2.2 Difference operators 8
Some consequences of the q-binomial theorem are the Euler formulas:
∞ xn 1 = , |x| < 1, |q| < 1, (2.7) ∑ ( ) ( ) n=0 q; q n x; q ∞ ∞ n (n) n (−1) q 2 x = (x; q) , |q| < 1. (2.8) ∑ ( ) ∞ n=0 q; q n
The Ramanujan summation formula [3, P. 502] is also valid for |q| < 1 and |ba−1| < |x| < 1,
∞ (a; q) (ax; q) (q/ax; q) (q; q) (b/a; q) ∑ n xn = ∞ ∞ ∞ ∞ . (2.9) n=−∞ (b; q)n (x; q)∞(b/ax; q)∞(b; q)∞(q/a; q)∞ Another important formula is the Jacobi triple product identity [3, P. 497]
∞ k (k) k ∑ (−1) q 2 x = (x; q)∞(q/x; q)∞(q; q)∞, |q| < 1, x ∈ C − {0}. (2.10) k=−∞ In order to deal with some families of orthogonal polynomials and other basic hyper- geometric functions, the following notation (see [28])
n n−1 (x y)q = (x − y)(x − qy) ··· (x − q y), (2.11) which is the so-called q-power basis, will be used.
2.1.4 q-Exponential functions
For the exponential function, we have two different natural q-extensions, denoted by eq(z) and Eq(z) which can be defined by [30, P. 22] ∞ 0 zn eq(z) := φ q, q = , 0 < |q| < 1, |z| < 1, (2.12) 1 0 ∑ (q; q) − n=0 n and − ∞ (n) q 2 n Eq(z) := φ q, −z = z , 0 < |q| < 1. (2.13) 0 0 ∑ (q; q) − n=0 n Note that by Euler’s formulas (2.7) and (2.8), we have 1 eq(x) = , and Eq(x) = (−z; q)∞. (z; q)∞ These q-analogues of the exponential function are therefore related by
eq(z)Eq(−z) = 1.
2.2 Difference operators
2.2.1 The operators ∆ and ∇ Definition 7. Let f be a function of the variable x. The forward and the backward operators ∆ and ∇ are, respectively, defined by:
∆ f (x) = f (x + 1) − f (x), ∇ f (x) = f (x) − f (x − 1).
For m ∈ N? = {1, 2, 3, . . .}, one sets
∆m+1 f (x) = ∆(∆m f (x)). 2.2 Difference operators 9
It should be noted that ∆ and ∇ transform a polynomial of degree n (n ≥ 1) in x into a polynomial of degree n − 1 in x and a polynomial of degree 0 into the zero polynomial. The operator ∆ fulfils the following properties Proposition 8. Let f and g be two functions in the variable x, a and b be two complex numbers. The following properties are valid. 1. ∆(a f (x) + bg(x)) = a∆ f (x) + b∆g(x) (linearity); 2. ∆[ f (x)g(x)] = f (x + 1)∆g(x) + g(x)∆ f (x)= f (x)∆g(x) + g(x + 1)∆ f (x), (product rule); h f (x) i g(x)∆ f (x) − f (x)∆g(x) 3. ∆ = (quotient rule). g(x) g(x)g(x + 1) Note that these operators play an essential role for orthogonal polynomials of a discrete variable.
2.2.2 The operator Dq
Definition 9. Let f be a function of the variable x. The q-difference operator Dq is defined as:
f (x) − f (qx) D f (x) := if x 6= 0, q (1 − q)x
0 and Dq f (0) = f (0) provided that f is differentiable at x = 0. If m is a nonnegative integer, we have
m+1 m 0 Dq f = Dq Dq f ; Dq f = f .
The operator Dq fulfils the following properties Proposition 10. Let f and g be two functions in x, a and b be two complex numbers. The q- difference operator Dq fulfil the following rules.
1. Dq(a f (x) + bg(x)) = aDq f (x) + bDqg(x) (linearity);
2. Dq( f (x)g(x)) = f (qx)Dqg(x) + g(x)Dq f (x) = g(qx)Dq f (x) + g(x)Dq f (x) (product rule); f (x) g(x)Dq f (x) − f (x)Dqg(x) g(qx)Dq f (x) − f (qx)Dqg(x) 3. D = = (quotient q g(x) g(x)g(qx) g(x)g(qx) rule).
One should note that the operator Dq plays an important role for the polynomials of a q-discrete variable.
2.2.3 The operators D and S Definition 11. Let f be a function of the variable x. The difference operator D and its companion operator S are defined as follows:
i i f (x + i ) + f (x − i ) D f (x) = f x + − f x − S f (x) = 2 2 , 2 2 2 where i2 = −1. The operator D transforms a polynomial of degree n (n ≥ 1) in x into a polynomial of degree n − 1 in x, and a polynomial of degree 0 into the zero polynomial. The operator S transforms a polynomial of degree n in x into a polynomial of degree n in x. Note that the operators D and S play an important role for the Continuous Hahn and the Meixner-Pollaczek polynomials. 2.3 q-integration 10
2.2.4 The operators D and S Definition 12. Let f be a function of the variable x. The difference operator D and its companion operator S are defined as follows:
f ((x + i )2) − f ((x − i )2) f ((x + i )2) + f ((x − i )2) D f (x2) = 2 2 S f (x2) = 2 2 , 2ix 2 where i2 = −1. The operator D transforms a polynomial of degree n (n ≥ 1) in x2 into a polynomial of degree n − 1 in x2, and a polynomial of degree 0 into the zero polynomial. The operator S transforms a polynomial of degree n in x2 into a polynomial of degree n in x2. Note that the operators D and S play an important role for the Wilson polynomials and the Continuous Dual Hahn polynomials.
2.2.5 The operator Dε Definition 13. Let ε be a complex number, u be the polynomial of the variable x defined by u(x) = −x(x + ε). Let f be a function of the variable x. We define the difference operator Dε as follows: ∆ f (u(x)) f (u(x)) − f (u(x + 1)) D f (u(x)) = = . ε ∆u(x) 2x + 1 + ε
The operator Dε transforms a polynomial of degree n (n ≥ 1) in −x(x + ε) into a polynomial of degree n − 1 in −x(x + ε) and a polynomial of degree 0 into the zero polynomial. Note that the operators Dε plays an important role for the Racah and the Dual Hahn poly- nomials.
2.2.6 The operators Dx and Sx
Definition 14. Let f be a function of the variable x(s). The difference operator Dx and its com- panion operator Sx are defined as follows:
f (x(s + 1 )) − f (x(s − 1 )) f (x(s + 1 )) + f (x(s − 1 )) D f (x(s)) = 2 2 , S f (x(s)) = 2 2 , x 1 1 x 2 x(s + 2 ) − x(s − 2 ) where x(s) is a lattice defined by (1.7) or (1.8).
The operators Dx and Sx play an important role for the polynomials of quadratic and q- quadratic lattices.
2.3 q-integration
In this section, we recall the definition of the concept of the q-integration with the assump- tion 0 < q < 1 and give some properties. More details can be found in [27], [19], [28] and [43].
2.3.1 The q-integration in the interval (0; a), a > 0
Let f be a real function defined in the interval (0; a) and Pq((0; a)) the q-partition of the interval (0; a) defined by
n+1 n Pq((0; a)) = {··· < aq < aq < ··· < aq < a}.
For any integer N, consider the Riemann type sum
N N n n+1 n n n AN( f ) = ∑ (aq − aq ) f (aq ) = a(1 − q) ∑ q f (aq ). n=0 n=0 2.3 q-integration 11
If the limit of AN( f ) when N → ∞ is finite, then f is said to be q-integrable and the q- Z a integral of f in the interval (0; a), denoted f (s)dqs, is given by 0
Z a ∞ n n f (s)dqs = lim AN( f ) = a(1 − q) q f (aq ). (2.14) N→ ∑ 0 ∞ n=0
2.3.2 The q-integration in the interval (a; 0), a < 0
Let f be a real function defined in the interval (a; 0) and Pq((a; 0)) the q-partition of the interval (0; a) defined by
n n+1 n Pq((a; 0)) = {a < aq < ··· < aq < aq < ...} = {aq , n ∈ N}.
For any integer N, consider the Riemann type sum
N N n+1 n n n n AN( f ) = ∑ (aq − aq ) f (aq ) = −a(1 − q) ∑ q f (aq ). n=0 n=0
If the limit of AN( f ) when N → ∞ is finite, then f is said to be q-integrable and the q- Z 0 integral of f in the interval (a; 0), denoted f (s)dqs, is given by a
Z 0 ∞ n n f (s)dqs = lim AN( f ) = −a(1 − q) q f (aq ). (2.15) N→ ∑ a ∞ n=0
2.3.3 The q-integration in the interval (a; ∞), a > 0
Let f be a real function defined in the interval (a; ∞) and Pq((a; ∞)) the q-partition of the interval (a; ∞) defined by
−1 −n−1 −n Pq((a; ∞)) = {a < aq < ··· < aq < ...} = {aq , n ∈ N}.
For any integer N, consider the Riemann type sum
N N −n−1 −n −n−1 −1 −n −n−1 AN( f ) = ∑ (aq − aq ) f (aq ) = a(q − 1) ∑ q f (aq ). n=0 n=0
If the limit of AN( f ) when N → ∞ is finite, then f is said to be q-integrable and the q- Z ∞ integral of f in the interval (a; ∞), denoted f (s)dqs, is given by a
Z ∞ ∞ −1 −n −n−1 f (s)dqs = lim AN( f ) = a(q − 1) q f (aq ). (2.16) N→ ∑ a ∞ n=0
2.3.4 The q-integration in the interval (−∞; a), a < 0
Let f be a real function defined in the interval (−∞; a) and Pq((−∞; a)) the q-partition of the interval (−∞; a) defined by
−1 −n−1 −n Pq((−∞; a)) = {a > aq > ··· > aq > ...} = {aq , n ∈ N}.
For any integer N, consider the Riemann type sum
N N −n −n−1 −n−1 −1 −n −n−1 AN( f ) = ∑ (aq − aq ) f (aq ) = −a(q − 1) ∑ q f (aq ). n=0 n=0 2.4 Orthogonal polynomials 12
If the limit of AN( f ) when N → ∞ is finite, then f is said to be q-integrable and the q- Z a integral of f in the interval (−∞; a), denoted f (s)dqs, is given by −∞
Z a ∞ −1 −n −n−1 f (s)dqs = lim AN( f ) = −a(q − 1) q f (aq ). (2.17) N→ ∑ −∞ ∞ n=0 Remark 15. The q-integration is extended to the whole real line by using relations (2.14)-(2.17) and the following rules
Z b Z 0 Z b f (s)dqs = f (s)dqs + f (s)dqs ∀a, b ∈ R a a 0 Z ∞ Z b Z ∞ f (s)dqs = f (s)dqs + f (s)dqs ∀a, b ∈ R, a < 0, b > 0 a a b Z b Z a Z b f (s)dqs = f (s)dqs + f (s)dqs ∀a, b ∈ R, a < 0, b > 0 −∞ −∞ a Z ∞ Z a Z b Z ∞ f (s)dqs = f (s)dqs + f (s)dqs + f (s)dqs ∀a, b ∈ R. −∞ −∞ a b Like the usual integration, the q-integration enjoys several important properties. We give some of them in the following proposition. Proposition 16. [28] 1. If f is a real function continuous at 0, then we have
Z x Dq f (s)dqs = f (x) − f (0). 0
2. For any function f q-integrable in (0; x), we have
Z x Dq f (s)dqs = f (x), 0
assuming that the operator Dq acts on the variable x. 3. If f is a real function continuous in the interval (0; a), then f is q-integrable on (0; a) and obeys Z a Z a lim f (s)dqs = f (s)ds. q→1 0 0
4. If f and g are two real functions, q-integrable in the interval (0; a), then we have
Z a a Z a a 1 Z a f (s)Dqg(s)dqs = f g − Dq f (s)g(qs)dqs = f (s/q)g(s) − g(s)D 1 f (s)dqs, 0 0 0 0 q 0 q a with f g = f (a)g(a) − f (0)g(0). 0
2.4 Orthogonal polynomials
Let P be the linear space of polynomials with complex coefficients. A polynomial sequence {Pn}n≥0 in P is called a polynomial set if and only if deg Pn = n for all nonnegative integers n. Let α denote a nondecreasing function with a finite or an infinite number of points of in- crease in the interval (a; b). The latter interval may be infinite. We assume that the numbers µn defined by Z b n µn = x dα(x) (2.18) a 2.4 Orthogonal polynomials 13 exist for n = 0, 1, 2, . . . . These numbers are called canonical moments of the measure dα(x). The integral (2.18) can be considered as a Riemann-Stieltjes integral (with nondecreasing α(x)) or equivalently as measure integral with measure dα(x). In the continuous case, dα(x) = α0(x) dx. In the discrete case, the measure dα(x) is a weighted sum of Dirac mea- sures (point measures) ex at the points of increase xk of α(x),
N ( ) = dα x ∑ αkexk k=0 where αk denotes the increment of α(x) at xk, N ∈ N or N = ∞. In this case, the integral can be computed as the sum Z b N n n x dα(x) = ∑ αk xk . a k=0
Note that the Dirac measure ex at the point y is defined by 1 if y = x ex(y) = 0 if y 6= x.
∞ Definition 17. [3, P. 244, Def. 5.2.1] We say that a polynomial set {pn(x)}0 is orthogonal with respect to the measure dα(x) if ∀n, m ∈ N
Z b pn(x)pm(x)dα(x) = hnδmn, hn 6= 0. (2.19) a
Definition 18. Let θn(x) be a polynomial set. The numbers
Z b µn(θk(x)) = θn(x)dα(x), n = 0, 1, 2, . . . (2.20) a
∞ are the moments with respect to θn(x) of the family {pn(x)}0 , they are called generalized moments. Note that it is possible to obtain the canonical moments from the generalized moments if one can find explicit representations for Cm(n) and Dm(n) in the expansions
n n x = ∑ Cm(n)θm(x), (2.21) m=0 and n n θn(x) = ∑ Dm(n)x . (2.22) m=0 In these cases, we have the obvious relations
n µn = ∑ Cm(n)µm(θk(x)), (2.23) m=0 and n µn(θk(x)) = ∑ Dm(n)µm. (2.24) m=0
2.4.1 Classical continuous orthogonal polynomials A polynomial set
n y(x) = pn(x) = knx + ... (n ∈ N0 = {0, 1, 2, . . .}, kn 6= 0) (2.25) 2.4 Orthogonal polynomials 14 is a family of classical continuous orthogonal polynomials if it is the solution of a differen- tial equation of the type
00 0 σ(x)y (x) + τ(x)y (x) + λny(x) = 0, (2.26) where σ(x) = ax2 + bx + c is a polynomial of at most second order and τ(x) = dx + e is a polynomial of first order. Here, the measure dα(x) takes the form
dα(x) = ρ(x)dx, where ρ is the non-negative solution on (a, b) of the Pearson equation
d (σ(x)ρ(x)) = τ(x)ρ(x). dx The function ρ(x) is called weight function. Up to a linear change of variable, these poly- nomials can be classified as (see e.g. [30], [33]): (a) The Jacobi polynomials [30, P. 216] − + + + (α,β) (α + 1)n n, n α β 1 1 − x Pn (x) = F . n! 2 1 2 α + 1
Special cases are: (a-1) The Gegenbauer / Ultraspherical polynomials [30, P. 222] 1 They are Jacobi polynomials for α = β = λ − 2 .
1 1 (λ) (2λ)n (λ− 2 ,λ− 2 ) Cn = Pn (x) λ + 1 2 n − + (2λ)n n, n 2λ 1 − x = 2F1 , λ 6= 0. n! 1 2 λ + 2
(a-2) The Chebyshev polynomials [30, P. 225] The Chebyshev polynomials of the first kind can be obtained from the Jacobi 1 polynomials by taking α = β = − 2 :
− 1 ,− 1 ( 2 2 ) − Pn (x) n, n 1 − x Tn(x) = 1 1 = 2F1 , (− 2 ,− 2 ) 1 2 Pn (1) 2
and the Chebyshev polynomials of the second kind can be obtained from the 1 Jacobi polynomials by taking α = β = 2 :
1 , 1 ( 2 2 ) − + Pn (x) n, n 2 1 − x Un(x) = (n + 1) 1 1 = (n + 1)2F1 . ( 2 , 2 ) 3 2 Pn (1) 2
(a-3) The Legendre polynomials They are Jacobi polynomials with α = β = 0: − + (0,0) n, n 1 1 − x Pn(x) = Pn (x) = F . 2 1 2 1 2.4 Orthogonal polynomials 15
(b) The Laguerre polynomials [30, P. 241] − (α) (α + 1)n n Ln (x) = F x. n! 1 1 α + 1
(c) The Hermite polynomials [30, P. 250] − n , − n−1 n 2 2 1 Hn(x) = (2x) F − . 2 0 x2 −
(d) The Bessel polynomials [30, P. 244] − + + (α) n, n α 1 x Bn (x) = F − . 2 0 2 −
Usually, Bessel polynomials fulfil an orthogonality relation on a unit circle. However, it should be mentioned that they also fulfil a real orthogonality. In this case, the family ob- tained is finite. In this work, we consider the real orthogonality provided by Lesky and Masjed-Jamei [39, 40, 41, 42].
2.4.2 Classical discrete orthogonal polynomials
A polynomial set pn(x), given by (5.27), is a family of discrete classical orthogonal poly- nomials (also known as the Hahn class) if it is the solution of a difference equation of the type
σ(x)∆∇y(x) + τ(x)∆y(x) + λny(x) = 0. (2.27) Here the measure dα(x) takes the form
N dα(x) = ∑ ρ(k)ek, N ∈ N or N = ∞, k=0 where ρ is the non-negative solution of the Pearson type equation ∆(σ(x)ρ(x)) = τ(x)ρ(x). The function ρ(x) is again called weight function. These polynomials can be classified as (see e.g. [30], [33]): (a) The Hahn polynomials [30, P. 204]
−n, n + α + β + 1, −x Qn(x; α, β, N) = F 1. 3 2 α + 1, −N
(b) The Krawtchouk polynomials [30, P. 237]
−n, −x 1 Kn(x; p, N) = F . 2 1 p −N
(c) The Meixner polynomials [30, P. 234]
−n, −x 1 Mn(x; β, c) = F 1 − . 2 1 c β 2.4 Orthogonal polynomials 16
(d) The Charlier polynomials [30, P. 247]
−n, −x 1 Cn(x; a) = F − . 2 0 a −
2.4.3 Classical q-discrete orthogonal polynomials
A polynomial set pn(x) given by (5.27), is a family of classical q-discrete orthogonal poly- nomials (also known as the polynomials of the q-Hahn tableau) if it is the solution of a q-difference equation of the type
σ(x)DqDq−1 y(x) + τ(x)Dqy(x) + λny(x) = 0. (2.28) Here the polynomials σ(x) and τ(x) are known to satisfy a Pearson type equation
Dq(σ(x)ρ(x)) = τ(x)ρ(x), where the function ρ(x) is the q-discrete weight function associated to the family. Here, once more, the measure dα(x) takes the form
k k dα(x) = ∑ ρ(q )eqk + ρ(−q )e−qk . k∈Z
These polynomials can be classified as (see e.g. [18], [30]): (a) The Big q-Jacobi polynomials [30, P. 438] −n n+1 q , abq , x pn(x; a, b, c; q) = φ q; q 3 2 aq, cq
A special case when a = b = 1 are the Big q-Legendre polynomials −n n+1 q , q , x Pn(x; c; q) = φ q; q. 3 2 q, cq
(b) The q-Hahn polynomials [30, P. 445] q−n, αβqn+1, q−x −x Qn(q ; α, β, N; q) = φ q; q 3 2 αq, q−N
(c) The Big q-Laguerre polynomials [30, P. 478] −n −n −1 q , 0, x 1 q , aqx x Pn(x, a, b; q) = φ q; q = φ q; . 3 2 (b−1q−n; q) 2 1 b aq, bq n aq
(d) The Little q-Jacobi polynomials [30, P. 482] −n n+1 q , abq pn(x; a, b|q) = φ q; qx. 2 1 aq
A special case when a = b = 1 are the little q-Legendre polynomials given by −n n+1 q , q pn(x; q) = φ q; qx. 2 1 q 2.4 Orthogonal polynomials 17
(e) The q-Meixner polynomials [30, P. 488] q−n, q−x n+1 −x q Mn(q ; b, c; q) = φ q; − . 2 1 c bq
(f) The Quantum q-Krawtchouk polynomials [30, P. 493] q−n, q−x qtm −x n+1 Kn (q ; p, N; q) = φ q; pq . 2 1 q−N
(h) The q-Krawtchouk polynomials [30, P. 496] q−n, q−x, −pqn −x Kn(q ; p, N; q) = φ q; q 3 2 q−N, 0 x−N −n −x (q ; q)n q , q + + = φ q; −pqn N 1, n = 0, 1, 2, . . . , N. (q−N; q) qnx 2 1 n qN−x−n+1
(g) The Affine q-Krawtchouk polynomials [30, P. 501] −n −x − q , 0, q K Aff(q x; p, N; q) = φ q; q n 3 2 pq, q−N n (n) −n x−N −x (−pq) q 2 q , q q = φ q; , n = 0, 1, 2, . . . , N. (pq; q) 2 1 p n q−N
(i) The Little q-Laguerre polynomials [30, P. 518] −n −n −1 q , 0 1 q , x x pn(x, a|q) = φ q; qx = φ q; . 2 1 (a−1q−n; q) 2 0 a aq n 0
(j) The q-Laguerre polynomials [30, P. 522] α+1 q−n q−n, −x (α) (q ; q)n n+α+1 1 n+α+1 Ln (x) = φ q; −q x = φ q; q . (q; q) 1 1 (q; q) 2 1 n qα+1 n 0
(k) The Alternative q-Charlier (also called q-Bessel) polynomials [30, P. 526] −n −n q , −aq Kn(x; a; q) = φ q; qx 2 1 0 q−n −n+1 n+1 = (q x; q)n φ q; −aq x 1 1 q−n+1x −n −1 − + q , x q n 1 = (−aqx)n φ q; − 2 1 a 0 2.4 Orthogonal polynomials 18
(l) The q-Charlier polynomials [30, P. 530] q−n, q−x n+1 q−n n+1−x −x q −1 q Cn(q ; a; q) = φ q; − = (−a q; q)n φ q; − . 2 1 a 1 1 a 0 −a−1q
(m) The Al Salam-Carlitz I polynomials [30, P. 534] q−n, x−1 (a) n (n) qx Un (x; q) = (−a) q 2 φ q; . 2 1 a 0
(n) The Al Salam-Carlitz II polynomials [30, P. 537] q−n, x n (a) n −(n) q Vn (x; q) = (−a) q 2 φ q; . 2 0 a 0
(o) The Stieltjes-Wigert polynomials [30, P. 544] q−n 1 n+1 Sn(x; q) = φ q; −q x. (q; q) 1 1 n 0
(p) The Discrete q-Hermite I polynomials [30, P. 547] −n −1 −n −n+1 2n−1 (n) q ; x n q ; q q ( ) = 2 − = 2 hn x; q q 2φ1 q; qx x 2φ0 q ; 2 . 0 − x
(q) The Discrete q-Hermite II polynomials [30, P. 550] −n −n −n+1 2 −n −(n) q ; ix n n q ; q q ˜ ( ) = 2 − = 2 − hn x; q i q 2φ0 q; q x 2φ1 q ; 2 . − 0 x
2.4.4 Classical orthogonal polynomials on a quadratic lattice
A family pn(x) of polynomials of degree n, given by (5.27), is a family of classical quadratic orthogonal polynomials (also known as orthogonal polynomials on non-uniform lattices) if it is the solution of a divided difference equation of the type [8, 16, 17]
2 2 2 2 2 2 φ(x )D y(x ) + ψ(x )SDy(x ) + λny(x ) = 0. (2.29)
These polynomials can be classified as: (a) The Wilson polynomials [30, P. 185] 2 − + + + + − + − Wn(x ; a, b, c, d) n, n a b c d 1, a ix, a ix = F 1. (a + b) (a + c) (a + d) 4 3 n n n a + b, a + c, a + d
(b) The Racah polynomials [30, P. 190]
−n, n + α + β + 1, −x, x + γ + δ + 1 Rn(λ(x); α, β, γ, δ) = F 1, n = 0, 1, 2, . . . , N, 4 3 α + 1, β + δ + 1, γ + 1 (2.30) 2.4 Orthogonal polynomials 19
where λ(x) = x(x + γ + δ + 1) and α + 1 = −N, or β + δ + 1 = −N or γ + 1 = −N with N a non-negative integer. (c) The Continuous Dual Hahn polynomials [30, P. 196] 2 − − + Sn(x ; a, b, c) n, a ix, a ix = F 1. (a + b) (a + c) 3 2 n n a + b, a + c
(d) The Continuous Hahn polynomials [30, P. 200] −n, n + a + b + c + d − 1, a + ix n (a + c)n(a + d)n pn(x; a, b, c, d) = i F 1. n! 3 2 a + c, a + d (2.31) (e) The Dual Hahn polynomials [30, P. 208]
−n, −x, x + γ + δ + 1 Rn(λ(x); γ, δ, N) = F 1, n = 0, 1, 2, . . . , N, (2.32) 3 2 γ + 1, −N
where λ(x) = x(x + γ + δ + 1).
(f) The Meixner-Pollaczek polynomials [30, P. 209] −n, λ + ix (λ) (2λ)n inφ −2iφ Pn (x; φ) = e F 1 − e . (2.33) n! 2 1 2λ
2.4.5 Classical orthogonal polynomials on a q-quadratic lattice
A family pn(x) of polynomials of degree n, given by (5.27), is a family of classical q- quadratic orthogonal polynomials (also known as orthogonal polynomials on non uniform lattices) if it is the solution of a divided difference equation of the type
2 φ(x(s))Dxy(x(s)) + ψ(x(s))SxDxy(x(s)) + λny(x(s)) = 0, (2.34) where φ is a polynomial of maximal degree two and ψ is a polynomial of exact degree one, λn is a constant depending on the integer n and the leading coefficients φ2 and ψ1 of φ and ψ: λn = −γn(γn−1φ2 + αnφ1) and x(s) is a non uniform lattice defined by s −s c1q + c2q + c3 x(s) = (2.35) 2 c4s + c5s + c6 .
These polynomials can be classified as: (a) The Askey-Wilson polynomials [30, P. 415] n −n n−1 iθ −iθ a pn(x; a, b, c, d|q) q , abcdq , ae , ae = φ q; q, x = cos θ. (ab, ac, ad; q) 4 3 n ab, ac, ad 2.4 Orthogonal polynomials 20
(b) The q-Racah polynomials [30, P. 422] −n n+1 −x x+1 q , αβq , q , δγq Rn(µ(x); α, β, γ, δ|q) = φ q; q, n = 0, 1, 2, . . . , N 4 3 αq, βδq, γq
where µ(x) := q−x + δγqx+1 and αq = q−N or βδq = q−N or γq = q−N, with N a non-negative integer. (c) The Continuous Dual q-Hahn polynomials [30, P. 429] n −n iθ −iθ a pn(x; a, b, c|q) q , ae , ae = φ q, q, x = cos θ. (ab, ac; q) 3 2 n ab, ac
(d) The Continuous q-Hahn polynomials [30, P. 434] iφ n −n n−1 i(θ+2φ) −iθ (ae ) pn(x; a, b, c, d|q) q , abcdq , ae , ae = φ q, q, x = cos(θ + φ). (abe2iθ, ac, ad; q) 4 3 n abe2iφ, ac, ad
(e) The dual q-Hahn polynomials [30, P. 450] −n −x x+1 q , q , γδq Rn(µ(x), γ, δ, N|q) = φ q, q, n = 0, 1, 2, . . . , N 3 2 γq, q−N
where µ(x) = q−x + γδqx+1
(f) The Al-Salam-Chihara polynomials [30, P. 455] −n iθ −iθ (ab; q)n q , ae , ae Qn(x; a, b|q) = φ q, q, x = cos θ. an 3 2 ab, 0
(h) The q-Meixner-Pollaczek polynomials [30, P. 460] 2 q−n, aei(θ+2φ), ae−iθ −n −inφ (a ; q)n Pn(x; a|q) = a e φ q, q, x = cos(θ + φ). (q; q) 3 2 n a2, 0
(g) The continuous q-Jacobi polynomials [30, P. 463]
1 1 1 1 α+1 −n n+α+β+1 2 α+ 4 iθ 2 α+ 4 −iθ (α,β) (q ; q)n q , q , q e , q e Pn (x|q) = 4φ3 q; q, x = cos θ. (q; q)n + 1 (α+β+1) 1 (α+β+2) qα 1, −q 2 , −q 2
As special cases there are: 2.5 Generating functions 21
(g-1) The Continuous q-Ultraspherical (Rogers) polynomials [30, P. 469]
−n n 1 i 1 −i 2 q , β2q , β 2 e θ, β 2 e θ (β ; q)n − 1 n Cn(x; β|q) = β 2 4φ3 q; q, x = cos θ. (q; q)n 1 1 βq 2 , −β, −βq 2
(g-2) The Continuous q-Legendre polynomials α = β = 0 [30, P. 475] −n n+1 1 iθ 1 −iθ q , q , q 4 e , q 4 e Pn(x|q) = 4φ3 q; q, x = cos θ. − 1 q, −q 2 , −q
(h) The dual q-Krawtchouk polynomials [30, P. 505] −n −x x−N q , q , cq Kn(λ(x); c, N|q) = φ q, q, n = 0, 1, 2, . . . , N, 3 2 q−N, 0
where λ(x) = q−x + cqx−N.
(i) The continuous big q-Hermite polynomials [30, P. 509] q−n, aeiθ, ae−iθ −n Hn(x; a, |q) = a φ q, q, x = cos θ. 3 2 0, 0
(j) The continuous q-Laguerre polynomials [30, P. 514]
1 1 1 1 α+1 −n 2 α+ 4 iθ 2 α+ 4 −iθ (α) (q ; q)n q , q e , q e Pn (x|q) = φ q, q, x = cos θ. (q; q) 3 2 n qα+1, 0
(k) The continuous q-Hermite polynomials [30, P. 540] q−n, 0 inθ n −2iθ Hn(x|q) = e φ q, q e , x = cos θ. 2 0 −
2.5 Generating functions
Let (an)n∈N be a sequence of complex numbers.
1. The generating function of the sequence (an)n is the function
∞ n F(z) = ∑ anz . n=0
2. The exponential generating function of the sequence (an)n is the function
∞ a G(z) = ∑ n zn. n=0 n!
3. The q-exponential generating function (of first kind) of the sequence (an)n is the func- tion ∞ a H (z) = n zn. 1 ∑ ( ) n=0 q; q n 2.5 Generating functions 22
4. The q-exponential generating function (of second kind) of the sequence (an)n is the function ∞ (n) q 2 H (z) = a zn. 2 ∑ n ( ) n=0 q; q n
Note that the convergence of the right-hand sides of the above sums is required. Through- out this text, both q-exponential generating functions of first kind and of second kind will be called for short q-exponential generating function. More details on generating functions are available in [52]. Chapter 3
Moments of Orthogonal Polynomials: Easy Cases
In this chapter, using various computational methods, and various well-known summation formulas, we give the canonical moments of some orthogonal polynomial families.
3.1 Classical continuous orthogonal polynomials
3.1.1 Jacobi polynomials
(α,β) For α > −1 and β > −1, the Jacobi polynomials Pn (x) are orthogonal in the interval (−1; 1) and fulfil the orthogonality relation [30, P. 217]
Z 1 α+β+1 α β (α,β) (α,β) 2 Γ(n + α + 1)Γ(n + β + 1) (1 − x) (1 + x) Pn (x)Pm (x)dx = δmn. −1 2n + α + β + 1 Γ(n + α + β + 1)n! (3.1) The canonical Jacobi moments are therefore defined by
Z 1 n α β µn = x (1 − x) (1 + x) dx. −1 Proposition 19. The canonical Jacobi moments have the representation −β, n + 1 −α, n + 1 Γ(α + 1)n! n Γ(β + 1)n! µn = F −1 + (−1) F −1, n = 0, 1, 2, . . . Γ(α + n + 2) 2 1 Γ(β + n + 2) 2 1 α + n + 2 β + n + 2 (3.2) Proof. We first write
Z 1 Z 1 n α β n n α β µn = x (1 − x) (1 + x) dx + (−1) x (1 + x) (1 − x) dx. 0 0 Next, the use of the integral representation for the Gauss hypergeometric function [30, P. 8]
a, b ( ) Z 1 Γ c b−1 c−b−1 −a 2F1 z = x (1 − x) (1 − zx) dx, Re(c) > Re(b) > 0, | arg(1 − z)| < π, Γ(b)Γ(c − b) 0 c
Z 1 with z = −1 gives the desired result. In fact, for the first integral xn(1 − x)α(1 + x)βdx, 0 using the integral representation of the Gauss hypergeometric function with b = n + 1, 3.1 Classical continuous orthogonal polynomials 24 c = α + n + 2 and a = −β, it follows that
Z 1 Γ(α + 1)Γ(n + 1) −β, n + 1 xn(1 − x)α(1 + x)βdx = F −1. Γ(α + n + 2) 2 1 0 α + β + 2
The second integral is computed in the same manner. Another form of these moments will be given in Chapter 5 (5.48)-(5.49). For special cases of Jacobi polynomials, those moments can be further simplified.
(a) Gegenbauer polynomials Proposition 20. The canonical Gegenbauer moments have the representation
√ Γ(λ+ 1 ) ( ) π 2 2p ! , if n = 2p. Γ(λ+1) 22p p!(λ+1) µn = p (3.3) 0 if n = 2p + 1.
Proof. By definition one has
Z 1 n 2 λ− 1 µn = x (1 − x ) 2 dx. −1
It is straightforward to see that if n is odd, then µn = 0. We assume that n is even and write n = 2p. µn can be rewritten as
Z 1 2 p 2 λ− 1 µ2p = (x ) (1 − x ) 2 dx. −1
Now, we make the change of variable X = x2 and it follows that:
Z 1 p− 1 λ− 1 µ2p = X 2 (1 − X) 2 dx 0 1 1 = B p + , λ + 2 2 1 1 Γ p + 2 Γ λ + 2 = . Γ(p + λ + 1)
The desired results follows by simplification. Proposition 21. The canonical Gegenbauer moments have the following exponential generating function √ λ ∞ 1 2 µn n πΓ λ + Iλ(z) = ∑ z . (3.4) 2 z n=0 n! where Iλ(z) is the modified Bessel function of first kind (see [1], Chapter 9). Proof. Using Algorithm 2.2 from [32, P. 20] for the conversion of sums into hypergeometric notation (command Sumtohyper of the hsum package), we get the result. This result can also be obtained by direct computation.
(b) Chebyshev polynomials of first kind Proposition 22. The canonical moments of the Chebyshev polynomials of the first kind have the representation: ( ) π 2p ! if n = 2p, 22p p!2 µn = . (3.5) 0 if n = 2p + 1. 3.1 Classical continuous orthogonal polynomials 25
Proof. If we take λ = 0 in the Gegenbauer polynomials, we get the Chebyshev polynomials of the first kind. Therefore, the canonical moments of the Chebyshev polynomials of the first kind are Γ(p+ 1 )Γ( 1 ) 2 2 = Γ(p+1) , if n 2p, µn = 0 if n = 2p + 1. Now, using the Legendre duplication formula [3, P. 22]
1 1 Γ(2a)Γ = 22a−1Γ(a)Γ a + , 2 2 and the relations 1 √ Γ(p + 1) = p!, Γ = π, 2 the desired result follows. Proposition 23. The canonical moments of the Chebyshev polynomials of the first kind have the following generating function:
∞ π n √ = µnz , |z| < 1. (3.6) 2 ∑ 1 − z n=0
Proof. Using Algorithm 2.2 from [32, P. 20] for the conversion of sums into hypergeometric notation (command Sumtohyper of the hsum package), we get ∞ 1 n 2 2 µnx = π F z . ∑ 1 0 n=0 −
1 2 Taking a = 2 and z = −z in the binomial theorem (2.3), we get: 1 2 2 π π1F0 z = √ . 2 − 1 − z
(c) Chebyshev polynomials of second kind Proposition 24. The canonical moments of the Chebyshev polynomials of the second kind have the representation: ( ) π 2p ! if n = 2p, 22p p!(p+1)! µn = (3.7) 0 if n = 2p + 1.
Proof. Take λ = 1 in the canonical Gegenbauer moments. Proposition 25. The canonical moments of the Chebyshev polynomials of the second kind have the following generating function:
∞ 2π n √ = µnz , |z| < 1. (3.8) 2 ∑ 1 + 1 − z n=0
Proof. We set 1 ∞ ∞ ∞ 1 1 2 p F(z) = µ zn = µ z2p = z2p. ∑ n ∑ 2p ∑ ( + ) µ0 n=0 π p=0 p=0 p 1 ! 3.1 Classical continuous orthogonal polynomials 26
Then it follows that d 2z (z2F(z)) = √ , dz 1 − z2 hence p z2F(z) = −2 1 − z2 + C, where C is the integration constant. Taking z = 0 on both sides, it happens that C = 2 and therefore √ 2(1 − 1 − z2) 2 F(z) = = √ . z2 1 + 1 − z2
(d) Legendre polynomials Proposition 26. The canonical Legendre moments have the representation: 2 2p+1 if n = 2p µn = (3.9) 0 if n = 2p + 1.
Proof. By definition, we have Z 1 n 2 = n 1 + (−1) 2p+1 if n 2p µn = x dx = = −1 n + 1 0 if n = 2p + 1.
An immediate consequence is Proposition 27. The canonical Legendre moments have the following generating function:
1 1 + z ∞ ln = µ zn, |z| < 1. (3.10) − ∑ n z 1 z n=0
3.1.2 Laguerre polynomials
(α) The Laguerre polynomials Ln (x) are orthogonal on the interval (0, ∞) with respect to the weight function ρ(x) = xαe−x and fulfil the following orthogonality relation [30, P. 241]
Z ∞ α −x (α) (α) Γ(n + α + 1) x e Ln (x)Lm (x)dx = δnm, α > −1. (3.11) 0 n! The canonical moments are Z ∞ Z ∞ n n+α −x µn = ρ(x)x dx = x e dx. 0 0 Proposition 28. The canonical Laguerre moments have the representation
µn = Γ (n + α + 1) , n = 0, 1, 2, . . . (3.12)
Proof. By the definition of the canonical moments, and the use of the Gamma function (2.1), we have Z ∞ Z ∞ n+α −x (n+α+1)−1 −x µn = x e dx = x e dx = Γ (n + α + 1) . 0 0
Note that the canonical Laguerre moments appeared in [13] and [26]. 3.1 Classical continuous orthogonal polynomials 27
Proposition 29 (Exponential generating function). The canonical Laguerre moments have the following exponential generating function
Γ(α + 1) ∞ zn = α+1 ∑ µn . (3.13) (1 − z) n=0 n! Proof. We have, by the use of the binomial theorem (2.3): ∞ ∞ + Γ (n + α + 1) (α + 1)n α 1 Γ(α + 1) zn = Γ(α + 1) zn = Γ(α + 1) F z = . ∑ n! ∑ n! 1 0 (1 − z)α+1 n=0 n=0 −
Another generating function for the canonical Laguerre moments appears in [13] in the form: ∞ (−1)n 1 ( ) = n = −x/4 φ x ∑ α+2n+1 µnx α+1 e . n=0 2 Γ(n + α + 1)Γ(α + 1)n! 2 Γ(α + 1)
3.1.3 Bessel polynomials
(α) Let N > 0 be an integer. The Bessel polynomials Bn (x), 0 ≤ n ≤ N, fulfil the following orthogonality relation [30, P. 245]
Z ∞ α+1 α − 2 (α) (α) 2 x e x Bn (x)Bm (x)dx = − Γ(−n − α)n!δmn, α < −2N − 1, 0 ≤ m, n ≤ N. 0 2n + α + 1 (3.14) (α) (α) Note that, since Bn (x)Bm (x) is a polynomial of degree n + m, it is enough that the integral Z ∞ +m+n − 2 xα e x dx 0 converges. A problem could appear in the neighbourhood of 0. For this integral to converge, it is + + − 2 necessary that lim xα m ne x = 0, this implies that m + n + α < −1 for all 0 ≤ m, n ≤ N. x→0+ The last inequality will be satisfied if 2N + α < −1, that is α < −2N − 1. Proposition 30. The canonical moments of the Bessel polynomials have the representation:
n+α+1 µn = 2 Γ (−n − α − 1) ; n = 0, 1, 2, . . . , N, α < −2N − 1. (3.15) Proof. By taking n = m = 0 in the orthogonality relation, we get
Z ∞ α+1 − 2 2 + xαe x dx = − Γ(−α) = 2α 1Γ(−α − 1), 0 α + 1 and this makes sense since α < −2N − 1 reads −α − 1 > 2N. Now replacing α by α + n it follows that Z ∞ α+n − 2 n+α+1 µn = x e x dx = 2 Γ(−n − α − 1), 0 and this makes sense since
(α < −2N − 1 and 0 ≤ n ≤ N) ⇒ −n − α − 1 > N.
Proposition 31. The canonical Bessel moments have the following generating function
π 2α+1 √ ∞ zn I 2 −2 z = µ . (3.16) ( ( + )) α+1 α+1 ∑ n sin π α 2 (−2 z) 2 n=0 n! 3.1 Classical continuous orthogonal polynomials 28
Proof. Using Algorithm 2.2 from [32, P. 20] for the conversion of sums into hypergeometric notation (command Sumtohyper of the hsum package), we get ∞ n − z α+1 µn = 2 Γ(−α − 1) F −2z. ∑ n! 1 1 n=0 α + 2 Next, using the relations (see [32, Eq (1.5),(1.9)]) Γ(z + k) π (z) = , Γ(z)Γ(1 − z) = , k Γ(z) sin(πz) we write − ∞ k + + (−2z) 2α 1Γ(−α − 1) F −2z = 2α 1Γ(−α − 1) 1 1 ∑ k!(α + 2) α + 2 k=0 k ∞ (−2z)k = 2α+1Γ(−α − 1)Γ(α + 2) ∑ = k!Γ(α + k + 2) k √0 2α+1π ∞ [ 1 (2 −2z)2]k = 4 ( ( + )) ∑ (( + ) + + ) sin π α 2 k=0 k!Γ α 1 k 1 π 2α+1 = √ α+1 sin (π(α + 2)) 1 2 (2 −2z) + √ 1 √ α 1 ∞ [ 1 (2 −2z)2]k × (2 −2z) 4 ∑ (( + ) + + ) 2 k=0 k!Γ α 1 k 1 π 2α+1 √ = I 2 −2 z . ( ( + )) α+1 α+1 sin π α 2 (−2 z) 2
3.1.4 Hermite polynomials
The Hermite polynomials Hn(x) are orthogonal in the interval (−∞, +∞) with respect to 2 the weight function ρ(x) = e−x and fulfil the following orthogonality relation [30, P. 250] Z ∞ √ −x2 n e Hn(x)Hm(x)dx = π2 n!δmn. (3.17) −∞ Proposition 32. The canonical moments of the Hermite polynomials have the representation:
√ ( ) n π 2p ! if n = 2p 1 + (−1) n + 1 22p p! µn = Γ = , n = 0, 1, 2, . . . (3.18) 2 2 0 if n = 2p + 1 Z ∞ n −x2 Proof. By the definition of the moments, we have µn = x e dx. By the change of −∞ 2 variable t = x , and the use of the Gamma function (2.1), µn reads: Z ∞ Z 0 n −x2 n −x2 µn = x e dx + x e dx 0 −∞ Z ∞ 2 Z ∞ 2 = xne−x dx + (−1)n xne−x dx 0 0 n Z ∞ 1 + (−1) n+1 −1 −t = t 2 e dt 2 0 1 + (−1)n n + 1 = Γ . 2 2 3.2 Classical q-discrete orthogonal polynomials 29
The canonical moments of the Hermite polynomials were given in [13] (see also [26]). Proposition 33 (Exponential generating function). The canonical Hermite moments have the following exponential generating function √ ∞ n z2/4 z πe = ∑ µn . (3.19) n=0 n! Proof.
1+(−1)n + ∞ ∞ n 1 µ 2 Γ 2 ∑ n zn = ∑ zn n=0 n! n=0 n! + ∞ 2n 1 Γ 2 = z2n ∑ ( ) n=0 2n ! 1 1 ∞ 2 = Γ n z2n. ∑ ( ) 2 n=0 2n ! Since 1 (2n)! = 2n , 2 n 2 n! we finally have ∞ ∞ 2 n µ √ 1 z √ 2 ∑ n zn = π ∑ = πez /4. n=0 n! n=0 n! 4
3.2 Classical q-discrete orthogonal polynomials
3.2.1 Little q-Jacobi polynomials
For 0 < aq < 1 and bq < 1, the Little q-Jacobi polynomials pn(x, a, b|q) fulfil the following orthogonality relation [30, P. 482]
∞ (bq; q) k (aq)k p (qk; a, b|q)p (qk; a, b|q) ∑ ( ) m n k=0 q; q k (abq2; q) (1 − abq)(aq)n (q, bq; q) = ∞ n 2n+1 δmn. (aq; q)∞ (1 − abq ) (aq, abq; q)n Therefore, the canonical Little q-Jacobi moments are:
∞ (bq; q) µ = k (aq)kqnk. n ∑ ( ) k=0 q; q k Proposition 34. The canonical Little q-Jacobi moments have the representation
(abqn+2; q) (abq2; q) (aq; q) = ∞ = ∞ n µn n+1 2 . (3.20) (aq ; q)∞ (aq; q)∞ (abq ; q)n
Proof. The proof follows by taking a = bq and z = aqn+1 in the q-binomial theorem (2.6).
Proposition 35. The canonical moments of the Little q-Jacobi polynomials have the following gen- erating function: (ab2, aqz; q) ∞ zn ∞ = µ (abq2; q) . ( ) ∑ n n ( ) aq, z; q ∞ n=0 q; q n 3.2 Classical q-discrete orthogonal polynomials 30
Proof. We have ∞ zn (abq2; q) ∞ (aq; q) µ (abq2; q) = ∞ n zn. ∑ n n ( ) ( ) ∑ ( ) n=0 q; q n aq; q ∞ n=0 q; q n By the q-binomial theorem (2.6), the results follows.
3.2.2 Little q-Legendre polynomials
The Little q-Legendre polynomials pn(x|q) are special cases of the Little q-Jacobi polynomi- als with a = b = 1. They fulfil the orthogonality relation [30, P. 487] Z 1 ∞ (1 − q)qn p (x|q)p (x|q)d x = (1 − q) qk p (qk|q)p (qk|q) = δ . m n q ∑ m n ( − 2n+1) mn 0 k=0 1 q Therefore, the canonical q-Legendre moments are ∞ k nk µn = ∑ q q . k=0 Proposition 36. The canonical Little q-Legendre moments have the representation: 1 µn = , n = 0, 1, 2, . . . (3.21) 1 − qn+1 Proof. Since |q| < 1, we have ∞ n+1 k k nk 1 − (q ) 1 µn = q q = lim = . ∑ k→ − n+1 − n+1 k=0 ∞ 1 q 1 q
Note that these moments could be deduced from the canonical Little q-Jacobi moments by setting a = b = 1. Proposition 37. The canonical Little q-Legendre moments have the following q-exponential gener- ating function ∞ n eq(z) − 1 z = µ . (3.22) ∑ n ( ) z n=0 q; q n where eq is the q-exponential function defined by (2.12). Proof. ∞ zn ∞ zn µ = ∑ n ( ) ∑ ( ) n=0 q; q n n=0 q; q n+1 " # 1 ∞ zn = − 1 ∑ ( ) z n=0 q; q n eq(z) − 1 = . z
3.2.3 q-Krawtchouk polynomials −x The q-Krawtchouk polynomials Kn(q ; p, N; q) fulfil the following orthogonality relation [30, P. 497] N (q−N; q) x (−p)−xK (q−x; p, N; q)K (q−x; p, N; q) ∑ ( ) m n x=0 q; q x (q, −pqN+1; q) 1 + p = n −N 2n (−p, q ; q)n 1 + pq −N −(N+1) n2 ×(−pq; q)N p q 2 q δmn, p > 0. (3.23) 3.2 Classical q-discrete orthogonal polynomials 31
Therefore, the canonical q-Krawtchouk moments are
N (q−N; q) µ = k (−p)−kq−kn. n ∑ ( ) k=0 q; q k Proposition 38. The canonical q-Krawtchouk moments have the representation
N+1 (−pq; q)N (−pq ; q)n 1 µn = , n = 0, 1, 2, . . . , N. (3.24) (N+1) nN pNq 2 (−pq; q)n q
Proof. By the q-binomial theorem (2.6), it follows that
(−p−1q−n−N; q) = ∞ µn −1 −n . (−p q ; q)∞ In order to simplify this expression, we compute the ratio
µ 1 + pqN+1qn n+1 = n N . µn (1 + pqq )q It follows that (−pqN+1; q) = n µn µ0 nN . (−pq; q)nq
µ0 is obtained by taking m = n = 0 in the orthogonality relation (3.23). −x The q-Krawtchouk moments with respect to the basis (q ; q)n are given in Chapter 5 and another proof of (3.24) is provided.
Proposition 39. The canonical q-Krawtchouk moments have the following q-exponential generat- ing function ∞ n (−pq; q)N (−pqz; q)∞ z = µn(−pq; q)n . (3.25) (N+1) −N ∑ ( ) pNq 2 (zq ; q)∞ n=0 q; q n Proof. We have
∞ n ∞ N+1 n z (−pq; q)N (−pq ; q)n z µn(−pq; q)n = . ∑ ( ) (N+1) ∑ ( ) N n=0 q; q n pNq 2 n=0 q; q n q
Then, using the q-binomial theorem (2.6), we have
∞ (−pqN+1; q) z n (−pqz; q) n = ∞ . ∑ ( ) N −N n=0 q; q n q (zq ; q)∞ This completes the proof.
3.2.4 Little q-Laguerre (Wall) polynomials
The Little q-Laguerre polynomials pn(x; a; q) fulfil the orthogonality relation [30, P. 519]
∞ (aq)k (aq)n (q; q) p (qk; a|q)p (qk; a|q) = n δ , 0 < aq < 1. (3.26) ∑ ( ) m n ( ) ( ) mn k=0 q; q k aq; q ∞ aq; q n Therefore, the canonical Little q-Laguerre moments are:
∞ (aq)k µ = qnk. n ∑ ( ) k=0 q; q k 3.2 Classical q-discrete orthogonal polynomials 32
Proposition 40. The canonical Little q-Laguerre moments have the representation:
1 (aq; q) = = n = µn n+1 , n 0, 1, 2, . . . (3.27) (aq ; q)∞ (aq; q)∞
Proof. The use of the q-binomial formula (2.6) with z = aqn+1 gives the result. Proposition 41. The canonical Little q-Laguerre moments have the following q-exponential gener- ating function (azq; q) ∞ zn ∞ = µ . (3.28) ( ) ∑ n ( ) aq, z; q ∞ n=0 q; q n Proof. By the q-binomial theorem (2.6), we have
∞ zn 1 ∞ (aq; q) (azq; q) µ = n zn = ∞ . ∑ n ( ) ( ) ∑ ( ) ( ) n=0 q; q n aq; q ∞ n=0 q; q n aq, z; q ∞
3.2.5 q-Laguerre polynomials
(α) The q-Laguerre polynomials Ln (x; q) fulfil the following orthogonality relation [30, P. 522]
∞ (α+1)k q ( ) ( ) L α (cqk; q)L α (cqk; q) ∑ (− k ) m n k=−∞ cq ; q ∞ (q, −cqα+1, −c−1q−α; q) (qα+1; q) = ∞ n > − > α+1 −1 n δmn. α 1, c 0. (3.29) (q , −c, −c q; q)∞ (q; q)nq
Therefore, the canonical q-Laguerre moments are
∞ q(α+1)k µ = (cqk)n. n ∑ (− k ) k=−∞ cq ; q ∞
Proposition 42. The canonical q-Laguerre moments have the representation:
(q, −cqn+α+1, −c−1q−n−α; q) = n ∞ µn c n+α+1 −1 (3.30) (q , −c, −c q; q)∞ α+1 −1 −α α+1 (q, −cq , −c q ; q)∞ (q ; q)n −(n) = q 2 . (3.31) α+1 −1 (α+ )n (q , −c, −c q; q)∞ q 1
Proof. By definition, we have
∞ q(n+α+1)kcn cn ∞ µ = = (−c; q) q(n+α+1)k. n ∑ (− k ) (− ) ∑ k k=−∞ cq ; q ∞ c; q ∞ k=−∞
Next using the Ramanujan identity for the bilateral sum (2.9) where we take the lower parameter equal to 0, we obtain the desired formula. Another way to get the result is to take in the orthogonality relation m = n = 0, and then replace α by α + n.
Note that the canonical q-Laguerre moments with the normalization µ0 = 1 were given in [10, P. 49]. Proposition 43. The canonical q-Laguerre moments have the following q-exponential generating function + − − ∞ (n) (q, −cqα 1, −c 1q α; q) (z; q) q 2 ∞ ∞ = µ zn. (3.32) α+1 −1 −(α+1) ∑ n ( ) (q , −c, −c q; q)∞ (zq ; q)∞ n=0 q; q n 3.2 Classical q-discrete orthogonal polynomials 33
Proof. By using the q-binomial theorem (2.6), we have
∞ (n) α+1 −1 −α ∞ α+1 n q 2 (q, −cq , −c q ; q) (q ; q) z µ zn = ∞ n ∑ n ( ) α+1 −1 ∑ ( ) (α+1) n=0 q; q n (q , −c, −c q; q)∞ n=0 q; q n q (q, −cqα+1, −c−1q−α; q) (z; q) = ∞ ∞ . α+1 −1 −(α+1) (q , −c, −c q; q)∞ (zq ; q)∞
3.2.6 q-Bessel polynomials
The q-Bessel polynomials yn(x; a; q) fulfil the following orthogonality relation [30, P. 527]
∞ k n (n+1) a (k+1) k k n a q 2 q 2 y (q ; a; q)y (q ; a; q) = (q; q) (−aq ; q) δ , a > 0. ∑ ( ) m n n ∞ ( + 2n) mn k=0 q; q k 1 aq Therefore the canonical q-Bessel moments are ∞ k a (k+1) nk µ = q 2 q . n ∑ ( ) k=0 q; q k Proposition 44. The canonical q-Bessel moments have the representation:
(−aq; q)∞ µn = . (3.33) (−aq; q)n k+1 k Proof. Using the Euler summation formula (2.8), and the relation ( 2 ) = (2) + k, we get: ∞ k ∞ k (k) a (k+1) nk (−1) q 2 n+ k n+ (−aq; q)∞ µ = q 2 q = (−aq 1) = (−aq 1; q) = . n ∑ ( ) ∑ ( ) ∞ (− ) k=0 q; q k k=0 q; q k aq; q n
Proposition 45. The canonical q-Bessel moments have the following generating function q, 0 ∞ n (−aq; q)∞ φ z = µnz . (3.34) 2 1 ∑ −aq n=0 Proof. Using the q-version of Algorithm 2.2 from [32] for the conversion of sums into q- hypergeometric notation (sum2qhyper) we get the result. Proposition 46. The canonical q-Bessel moments have the following generating function (−aq; q) ∞ ∞ = µ (−aq; q) zn, |z| < 1. − ∑ n n 1 z n=0 Proof. The proof follows by simple computation using the geometric series.
3.2.7 q-Charlier polynomials
The q-Charlier polynomials Cn(x; a; q) fulfil the following orthogonality relation [30, P. 530]
∞ k a (k) −k −k q 2 C (q ; a; q)C (q ; a; q) ∑ ( ) m n k=0 q; q k −n −1 = q (−a; q)∞(−a q, q; q)nδmn, a > 0. (3.35) Therefore, the canonical q-Charlier moments are ∞ k a (k) −nk µ = q 2 q . n ∑ ( ) k=0 q; q k 3.2 Classical q-discrete orthogonal polynomials 34
Proposition 47. The canonical q-Charlier moments have the representation
n −1 a −(n) µn = (−a; q)∞ −a q; q q 2 . (3.36) n q
Proof. We have
∞ k ∞ (k) ∞ k (k) a (k) −nk q 2 −nk (−1) q 2 −nk µ = q 2 q = aq = −aq . n ∑ ( ) ∑ ( ) ∑ ( ) k=0 q; q k k=0 q; q k k=0 q; q k
Now applying the Euler formula (2.8), with x := −aq−n, we get
−n µn = (−aq ; q)∞.
Next combining the relations
−1 n λ (a; q)∞ (−a q) (n) ( ) = ( ) = 2 aq ; q ∞ and a; q −n −1 q , (a; q)λ (a q; q)n it follows that n (−a; q)∞ (−a; q)∞ − a −(n) µ = = = (−a; q) −a 1q; q q 2 . n (a−1q)n n ∞ (−a; q)−n (2) n q −1 q (−a q;q)n
The q-Charlier moments with respect to the basis (x; q)n are given in Chapter 5. Note that the canonical q-Charlier moments with the normalization µ0 = 1 were given in [10, P. 50]. Proposition 48. The canonical q-Charlier moments have the following q-exponential generating function ∞ (n) n (−a, −z; q) q 2 z ∞ = µ , |az| < |q|. (3.37) −1 ∑ n ( ) (aq z; q)∞ n=0 q; q n Proof. We have ∞ (n) n ∞ −1 n q 2 z (−a q; q) az µ = (−a; q) n . ∑ n ( ) ∞ ∑ ( ) n=0 q; q n n=0 q; q n q The result follows by using the q-binomial theorem (2.6). Chapter 4
Inversion Formulas
Let (θn(x))n and (Pn(x))n be two polynomial sets such that for each n, we have the expan- sion n Pn(x) = ∑ Dm(n)θm(x). m=0
The inversion problem is the problem of finding the coefficients Im(n) in the expansion
n θn(x) = ∑ Im(n)Pm(x). (4.1) m=0
Note that when the coefficients Dm(n) and Im(n) are known, one can determine the coefficients Cm(n) of the connection problem between two polynomial sets n Pn(x) = ∑ Cm(n)Qm(x), m=0 and the coefficients of the linearization problem
n+m Pn(x)Qm(x) = ∑ Lk(m, n)Rk(x). k=0 Many methods have been used to determine the inversion coefficients in the literature, see for example [5], [6] and the references therein. In [33], Koepf and Schmersau used an algorithmic approach to determine those coefficients for the classical continuous and the classical discrete orthogonal polynomials. In [18], following this method, we solved the inversion problem for the orthogonal polynomials of the q-Hahn class, therefore recovering the results given by Area et al. in [5]. In this chapter, we present two methods for the determination of the inversion coef- ficients for all the classical orthogonal polynomial sets. The importance of the inversion coefficients appears in Theorem 50 on page 45. In what follows, the inversion coefficients are provided.
4.1 The methods
4.1.1 The algorithmic method
We assume that the polynomial Pn(x) has in the basis (θn(x))n the expansion n Pn(x) = ∑ Dm(n)θm(x). m=0
It is well-known that every orthogonal polynomial set (Pn)n fulfils a three-term recurrence relation of the form (see [34],[40])
xPn(x) = anPn+1(x) + bnPn(x) + cnPn−1(x), n ≥ 1. (4.2) 4.1 The methods 36
Classical orthogonal polynomials satisfy further structure equations. One of those is given by the differential / difference / q-difference rule (see e.g [34],[33],[35])
0 σ(x)Pn(x) = αnPn+1(x) + βnPn(x) + γnPn−1(x)(n ≥ 1), (4.3)
σ(x)∇Pn(x) = αnPn+1(x) + βnPn(x) + γnPn−1(x)(n ≥ 1), (4.4) or σ(x)D 1 Pn(x) = αnPn+1(x) + βnPn(x) + γnPn−1(x)(n ≥ 1), (4.5) q respectively. Another useful structure relation used here is the three-term recurrence relation for the first derivative, that is
0 ? 0 ? 0 ? 0 xPn(x) = αnPn+1(x) + βnPn(x) + γnPn−1(x)(n ≥ 1), (4.6)
? ? ? x∆Pn(x) = αn∆Pn+1(x) + βn∆Pn(x) + γn∆Pn−1(x)(n ≥ 1), (4.7) or ? ? ? xDqPn(x) = αnDqPn+1(x) + βnDqPn(x) + γnDqPn−1(x)(n ≥ 1), (4.8) respectively. When similar structure relations can be established for the basis θn(x), one can then use them to get two or three cross rules for the coefficients Im(n) which can be determined by linear algebra. More details on this method can be found in [18] and [33].
4.1.2 Inversion results from Verma’s bibasic formula In [6], Area et al. used Verma’s q-extension [51] of Fields and Wimp [14] expansion of (a ), (c ) ∞ (( ) ( ) ) j u+3−t−k r t ct , ek ; q j j h j ( )i = (− ) 2 r+tφs+u q; yω ∑ j y 1 q (q, (du), γq ; q)j (bs), (du) j=0 (c qj), (e qj) t k j(u+2−t−k) .t+kφu+1 q, yq 2j+1 j γq , (duq ) −j j q , γq , (ar) .r+ φ + q, ωq (4.9) 2 s k (bs), (ek) in powers of yω as given in [19, (3.7.9)] to find the solution of the inversion problem (4.1) for polynomials of the Askey scheme and its q-analogue. Here, the notation (ar) means r j parameters of the type a1, a2,··· , ar and the notation (arq ) means r parameters of the form j j j a1q , a2q ,··· , arq . The method is the following.
We choose u = t = 0, and k = 1 in (4.9). Then for ω = x and γ = 0, we obtain ( j) −j (a ) ∞ j 2 2 0 q , (a ) r [(−1) q ] j j r rφs q; yx = ∑ y 1φ1 q; q yr+1φs q; qx. (q; q)j (bs) j=0 0 (bs)
Expanding the left-hand side, the coefficient of yn is
s−r+1 (aR; q)n h n (n)i n (−1) q 2 x . (4.10) (q; q)n(bS; q)n 4.2 Explicit representations of the inversion coefficients 37
Moreover, the right-hand side can be rewritten as
h h i h (2) −j ∞ ∞ jh j 2 (−1) q q , (a ) q h j ( )i h+j r ∑ ∑ (−1) q 2 y r+1φs q; qx, (q; q)j (q; q)h j=0 h=0 (bs) so that the coefficient of yn in this expression is now n n−` (`) (n−`) (n−`)` −` (−1) q2 2 q 2 q q , aR ∑ r+1φs q; qx. (4.11) (q; q)`(q; q)n−` `=0 bS
From (4.10) and (4.11) we get n n(n−1)/2 s−r n q−k, a ,..., a (−1) q ) (a2,..., ar+1; q)n n k n (k) 2 r+1 x = ∑ (−1) q 2 r+1φs q; qx. (b1, b2,..., bs; q)n k=0 k q b1, b2,..., bs (4.12) Application of appropriate limit relations (q ↑ 1) between basic hypergeometric and hyper- geometric series to (4.12) leads to the formula
p+1 ∏ (a )n n −k, a ,..., a , a j=2 j n k n 2 p p+1 s x = ∑ (−1) p+1Fs x (4.13) ∏j=1(bj)n k k=0 b1, b2,..., bs
It should be mentioned that until now, the coefficients aR and bS appearing in (4.13) are independent of the summation index k. However, in some families belonging to the Askey scheme and its q-analogue, one of the numerator parameters depends on k in the form k a2 + k (Askey scheme) or a2q (q-analogue). In these situations and in case of polynomials belonging to the q-analogue of the Askey scheme, the following formula (see [6]) should be used:
((−1)nqn(n−1)/2)s−r(a ,..., a ) 3 r+1 n xn (b1, b2,..., bs; q)n n k (k) −k k n (−1) q 2 q , a2q , a3,..., ar+1 = φ q qx ∑ k 2k+1 r+1 s ; . (4.14) (a2q , a2q ; q)k k=0 k q b1, b2,..., bs
Once again, application of appropriate limit relations but now to (4.14) leads to the formula
p+1 ∏ (a )n n k −k, a + k, a ,..., a , a j=3 j n n (−1) 2 3 p p+1 s x = ∑ p+1Fs x ∏j=1(bj)n k (a2 + k)k(a2 + 2k + 1)n−k k=0 b1, b2,..., bs (4.15)
4.2 Explicit representations of the inversion coefficients for the classical orthogonal polynomials
4.2.1 The classical continuous case The following results are from [33]. 4.2 Explicit representations of the inversion coefficients 38
The Jacobi polynomials
(1 − x)n = 2nΓ(α + n + 1) n (α + β + 2m + 1)Γ(α + β + m + 1) (α,β) × (−n) P (x), (4.16) ∑ ( + + ) ( + + + + ) m m m=0 Γ α m 1 Γ α β n m 2 (1 + x)n = 2nΓ(β + n + 1) n (α + β + 2m + 1)Γ(α + β + m + 1) (α,β) × (−1)m (−n) P (x). (4.17) ∑ ( + + ) ( + + + + ) m m m=0 Γ β m 1 Γ α β n m 2
The Laguerre polynomials n (−n) ( ) xn = (1 + α) m L α (x). (4.18) n ∑ ( + ) m m=0 1 α m
The Hermite polynomials
b c n! n/2 1 xn = H (x) (4.19) n ∑ ( − ) n−2k 2 k=0 k! n 2k !
The Bessel polynomials n (−n) Γ(α + m + 1) ( ) xn = (−2)n (2m + α + 1) m B α (x). (4.20) ∑ ( + + + ) m m=0 m!Γ n m α 2
4.2.2 The classical discrete case The following results are obtained using the formulas (4.13) and (4.15). Another form of these results appeared in [33] where another standardization for Krawtchouk, Meixner and Charlier is used.
The Hahn polynomials n n (−1)n−m(α + 1) (−N) xn = n n Q (x; α, β, N). (4.21) ∑ ( + + + ) ( + + + ) m m=0 m α β m 1 m α β 2m 2 n−m
The Krawtchouk polynomials n n n m n x = (−p) (−N)n ∑ (−1) Km(x; p, N). (4.22) m=0 m
The Meixner polynomials c n n n xn = (−1)n(β) (−1)m M (x; β, c). (4.23) n − ∑ m c 1 m=0 m
The Charlier polynomials n n m n n x = ∑ (−1) a Ck(x; a). (4.24) m=0 m
4.2.3 The classical q-discrete case Part of the following results are from [5] and [18] and have been converted following the standardization of this work. The results for the Quantum q-Krawtchouk, the q-Krawtchouk and the Affine q-Krawtchouk polynomials are obtained using (4.12) and (4.14). 4.2 Explicit representations of the inversion coefficients 39
The Big q-Jacobi polynomials
n (m) n q 2 (aq, cq; q) ( ) = (− )m n ( ) x; q n ∑ 1 m+1 2m+2 Pm x; a, b, c; q . (4.25) m=0 m q (abq , abq ; q)n−m
The q-Hahn polynomials
n m (m) −N n (−1) q 2 (αq, q ; q) ( −x ) = n ( −x | ) q ; q n ∑ m+1 2m+2 Qm q ; α, β, N q . (4.26) m=0 m q (αβq ; q)m(αβq ; q)n−m
The Big q-Laguerre polynomials
n m n (m) (x; q)n = ∑ (−1) q 2 (aq, bq; q)nPm(x; a, b; q). (4.27) m=0 m q
The Little q-Jacobi polynomials
n m (m) n (−1) q 2 (aq; q) n = n ( | ) x ∑ m+1 2m+2 pm x; a, b q . (4.28) m=0 m q (abq ; q)m(abq ; q)n−m
The Little q-Legendre polynomials
n m (m) n (−1) q 2 (q; q) n = (− )m n ( | ) x ∑ 1 m+1 2m+2 Pm x q . (4.29) m=0 m q (q ; q)m(q ; q)n−m
The q-Meixner polynomials
n ( + ) −x n−m m 5m 1 −n(m+1) n n −x (q ; q)n = ∑ (−1) q 2 c (bq; q)n Mm(q ; b, c; q). (4.30) m=0 m q
The Quantum q-Krawtchouk polynomials
n (m) n q 2 qtm (q−x; q) = (−1)m (q−N; q) (pq)−nK (q−x; p, N|q). (4.31) n ∑ m(n+1) n m m=0 m q p
The q-Krawtchouk polynomials
n m (m) −N n (−1) q 2 (q ; q) ( −x ) = n ( −x ) q ; q n ∑ m 2m+1 Km q ; p, N; q . (4.32) m=0 m q (−pq ; q)m(−pq ; q)n−m
The Affine q-Krawtchouk polynomials
n −x m n (m) −N Aff −x (q ; q)n = ∑ (−1) q 2 (pq, q ; q)nKm (q ; p, N; q). (4.33) m=0 m q
n −x n x−N n n−m −N Aff −x (q ) (q ; q)n = ∑ (pq) (q ; q)n(pq; q)mKm (q ; p, N; q). (4.34) m=0 m q 4.2 Explicit representations of the inversion coefficients 40
The Little q-Laguerre polynomials
n n m n (m) x = ∑ (−1) q 2 (aq; q)n pm(x; a|q), (4.35) m=0 m q
n n n−m n (n)−(m) n −1 −m (x 1)q = ∑ (−1) q 2 2 (aq) (a q ; q)m pm(x; a|q). (4.36) m=0 m q
The q-Laguerre polynomials
n ( − )( + + + ) n m n m n 2α 3m n 1 −m(m+α) m+α+1 (α) x = ∑ (−1) q 2 (q; q)m(q ; q)n−m Lm (x; q), (4.37) m=0 m q
The Alternative q-Charlier/q-Bessel polynomials
n m (m) n (−1) q 2 n = ( | ) x ∑ m 2m+1 ym x; a q . (4.38) m=0 m q (−aq ; q)m(−aq ; q)n−m
The q-Charlier polynomials
n ( + ) −x n−m n n m m 1 −n(m+1) −x (q ; q)n = ∑ (−1) a q 2 Cm(q ; a; q). (4.39) m=0 m q
The Al Salam-Carlitz I polynomials n n−m n n n − m i (a) x = ∑ ∑ a Um (x; q) (4.40) m=0 m q i=0 i q
n n n−m n (a) (x 1)q = ∑ a Um (x; q). (4.41) m=0 m q
The Al Salam-Carlitz II polynomials
n n n n−m m(m−n)+(n) (a) (x; q)n = ∑ (−1) a q 2 Vm (x; q). (4.42) m=0 m q
The Stieltjes-Wigert polynomials
n ( − )( + + ) n m n m n 3m n 1 −m2 x = ∑ (−1) q 2 (q; q)mSm(x; q). (4.43) m=0 m q
The Discrete q-Hermite I polynomials
n n−m n 1 + (−1) n 2 x = ∑ (q; q )(n−m)/2hm(x; q) (4.44) m=0 2 m q
n n n−m n (x 1)q = ∑ (−1) hm(x; q). (4.45) m=0 m q 4.2 Explicit representations of the inversion coefficients 41
The Discrete q-Hermite II polynomials
n n n m m(m−n)+(2) ˜ (x; q)n = ∑ (−1) q hm(x; q). (4.46) m=0 m q
4.2.4 The classical quadratic case The following results are obtained using the formulas (4.13) and (4.15). We provide the proof for the Wilson case, the other cases being similar.
The Wilson polynomials n m n (−1) (a + b + m) − (a + c + m) − (a + d + m) − θ (x) = n m n m n m W (x2; a, b, c, d), n ∑ ( + + + + − ) ( + + + + ) m m=0 m a b c d m 1 m a b c d 2m n−m (4.47) where θn(x) = (a − ix)n(a + ix)n. Proof. In order to derive this result, we recall that the Wilson polynomials [30, P. 185] have the hypergeometric representation 2 − + + + + − + − Wn(t ; a, b, c, d) n, n a b c d 1, a it, a it = F 1. (a + b) (a + c) (a + d) 4 3 n n n a + b, a + c, a + d
Therefore, by (4.15) with p = s = 3, x = 1, a2 = a + b + c + d − 1, a3 = a − it, a4 = a + it, b1 = a + b, b2 = a + c, b3 = a + d, it follows that θ (t) n n (−1)m n = ( + ) ( + ) ( + ) ∑ ( + + + − + ) ( + + + + ) a b n a c n a d n m=0 m a b c d 1 m m a b c d 2m n−m
−m, m + a + b + c + d − 1, a + it, a − it × F 1. 4 3 a + b, a + c, a + d
This leads to n n (−1)m(a + b) (a + c) (a + d) θ (t) = n n n n ∑ ( + + + − + ) ( + + + + ) m=0 m a b c d 1 m m a b c d 2m n−m − + + + + − + − (a + b)m(a + c)m(a + d)m m, m a b c d 1, a it, a it × F 1, (a + b) (a + c) (a + d) 4 3 m m m a + b, a + c, a + d and this last relation reads n m n (−1) (a + b + m) − (a + c + m) − (a + d + m) − θ (t) = n m n m n m W (t2; a, b, c, d). n ∑ ( + + + − + ) ( + + + + ) m m=0 m a b c d 1 m m a b c d 2m n−m
Remark 49. It should be noted that we recover this result in [36] using the algorithm method described in section 4.1.1.
The Racah polynomials n n (−1)m(α + 1) (β + δ + 1) (γ + 1) θ (λ(x)) = n n n R (λ(x); α, β, γ, δ), (4.48) n ∑ ( + + + ) ( + + + ) m m=0 m α β m 1 m α β 2m 2 n−m where θn(x) = (−x)n(x + γ + δ + 1)n. 4.2 Explicit representations of the inversion coefficients 42
The Continuous Dual Hahn polynomials n m n 2 θn(x) = ∑ (−1) (a + b + m)n−m(a + c + m)n−mSm(x ; a, b, c), (4.49) m=0 m where θn(x) = (a − ix)n(a + ix)n.
The Continuous Hahn polynomials n m n (−i) m!(a + c + m) − (a + d + m) − θ (x) = n m n m p (x; a, b, c, d), (4.50) n ∑ ( + + + − + ) ( + + + + ) m m=0 m a b c d 1 m m a b c d 2m n−m where θn(x) = (a + ix)n
The Dual Hahn polynomials n m n θn(x) = ∑ (−1) (γ + 1)n(−N)nRm(λ(x); γ, δ, N), (4.51) m=0 m where θn(x) = (−x)n(x + γ + δ + 1)n.
The Meixner-Pollaczek polynomials n m n (−1) m!(2λ + m) − ( ) θ (x) = n m P λ (x φ) n ∑ −2iφ n imφ m ; , (4.52) m=0 m (1 − e ) e where θn(x) = (λ + ix)n.
4.2.5 The classical q-quadratic case In this part, since θ will denote an angle, we will denote the basis involved in the inversion formula (4.1) by Bn instead of θn. The following results are obtained using the formulas (4.12) and (4.14).
The Askey-Wilson polynomials
n m m m m n (m) (−a) (abq , acq , adq ; q)n−m B ( ) = 2 ( ) n x ∑ q m−1 2m pm x; a, b, c, d , (4.53) m=0 m q (abcdq ; q)m(abcdq ; q)n−m where iθ −iθ Bn(x) = (ae , ae ; q)n, x = cos θ.
The q-Racah polynomials
n m n (m) (−1) (αq, βδq, γq; q)n B ( ( )) = 2 ( ( ) | ) n µ x ∑ q m+1 2m+2 Rm µ x ; α, β, δ, γ q , (4.54) m=0 m q (αβq ; q)m(αβq ; q)n−m where −x x+1 −x x+1 Bn(µ(x)) = (q , γδq ; q)n, µ(x) = q + δγq . 4.2 Explicit representations of the inversion coefficients 43
The Continuous Dual q-Hahn polynomials
n m n ( n ) m m Bn(x) = ∑ (−a) q m (abq , acq ; q)n−m pm(x; a, b, c|q), (4.55) m=0 m q where iθ −iθ Bn(x) = (ae , ae ; q)n, x = cos θ.
The Continuous q-Hahn polynomials
n iφ m (m) m 2iφ m m n (−ae ) q 2 (abq e , acq , adq ; q) − B (x) = n m P (x; a, b, c, d|q), (4.56) n ∑ ( m ) ( 2m ) m m=0 m q abcdq ; q m abcdq ; q n−m where i(θ+2φ) −iθ Bn(x) = (ae , ae ; q)n, x = cos(θ + φ).
The Dual q-Hahn polynomials
n m n (m) −N Bn(µ(x)) = ∑ (−1) q 2 (γq, q ; q)nRm(µ(x); γ, δ, N|q), (4.57) m=0 m q where −x x+1 −x x+1 Bn(µ(x)) = (q , γδq ; q)n, µ(x) = q + δγq .
The Al-Salam-Chihara polynomials
n m n (m) m Bn(x) = ∑ (−a) q 2 (abq ; q)n−mQm(x; a, b|q), (4.58) m=0 m q where iθ −iθ Bn(x) = (ae , ae ; q)n, x = cos θ.
The q-Meixner-Pollaczek polynomials
n iφ m m ( n ) 2 m Bn(x) = ∑ (−ae ) q m (q; q)m(a q ; q)n−mPm(x; a|q), (4.59) m=0 2 q where i(θ+2φ) −iθ Bn(x) = (ae , ae ; q)n, x = cos(θ + φ).
The Continuous q-Jacobi polynomials
n m (m) α+1+m 1 (α+β+1) 1 (α+β+2) n (−1) (q; q) q 2 (q ; q) − (−q 2 , −q 2 ; q) ( ) B (x) = m n m n P α,β (x|q) n ∑ m+α+β+1 2m+α+β+2 m , m=0 m q (q ; q)m(q ; q)n−m (4.60) where 1 α+ 1 iθ 1 α+ 1 −iθ Bn(x) = (q 2 4 e , q 2 4 e ; q)n, x = cos θ.
The Continuous q-Ultraspherical (Rogers) polynomials
n 1 m (m) 1 1 n (−β 2 ) (q; q) q 2 (βq 2 , −β, −βq 2 ; q) B ( ) = m n ( | ) n x ∑ 2 m 2 2m+1 2 Cm x; β q , (4.61) m=0 m q (β q ; q)m(β q ; q)n−m(β ; q)m where 1 iθ 1 −iθ Bn(x) = (β 2 e , β 2 e ; q)n, x = cos θ. 4.2 Explicit representations of the inversion coefficients 44
The Continuous q-Legendre polynomials
n m 1 n (−1) (q, −q 2 , −q; q) B ( ) = n ( | ) n x ∑ m+1 2m+2 Pm x q , (4.62) m=0 m q (q ; q)m(q ; q)n−m where 1 iθ 1 −iθ Bn(x) = (q 4 e , q 4 e ; q)n, x = cos θ.
The Dual q-Krawtchouk polynomials
n m n (m) −N Bn(λ(x)) = ∑ (−1) q 2 (q ; q)nKm(λ(x); c, N|q), (4.63) m=0 m q where −x x−N −x x−N Bn(λ(x)) = (q , cq ; q)n, λ(x) = q + cq .
The Continuous big q-Hermite polynomials
n m n (m) Bn(x) = ∑ (−a) q 2 Hm(x; a|q), (4.64) m=0 m q where iθ −iθ Bn(x) = (ae , ae ; q)n, x = cos θ.
The Continuous q-Laguerre polynomials
n m n (m) α+1+m (α) Bn(x) = ∑ (−1) q 2 (q; q)m(q ; q)n−mPm (x|q), (4.65) m=0 m q where 1 α+ 1 iθ 1 α+ 1 −iθ Bn(x) = (q 2 4 e , q 2 4 e ; q)n, x = cos θ. Chapter 5
Moments of Orthogonal Polynomials: Complicated Cases
5.1 Introduction
In Chapter 3, we have computed some moments. The computations were easy and we could do them directly by using some well-known results in the literature. But, we were not able to get the moments of all the classical families listed in Chapter 2. In this chapter, we establish a powerful link between the inversion formula for a family (see Chapter 4) and the moments of this family. This enables us to deduce the moments of the families mentioned earlier.
5.2 Inversion formula and moments of orthogonal polyno- mials
In Chapter 4, using previous works by Koepf and Schmersau (see [33]), Area, Godoy, Ron- veaux and Zarzo (see [5],[6]), Foupouagnigni, Koepf, Tcheutia, Njionou (see [18]), we have given explicit expressions of Im(n) (for a suitable choice of θn(x)) in the expansion
n θn(x) = ∑ Im(n)Pm(x). (5.1) m=0 The following theorem establishes a link between the inversion problem for a family and the generalized moments of this family.
Theorem 50. For all n ∈ N, the generalized moments of the family (Pn)n with respect to the basis θn(x) can be computed by the formula
µn(θk(x)) = I0(n)P0µ0. (5.2) Proof. Using the expansion (5.1), we have
1 1 n 1 µn(θk(x)) = (θn(x), P0) = ∑ Ik(n)(Pn, P0) = I0(n)(P0, P0) = I0(n)P0µ0, P0 P0 k=0 P0 where ( f , g) is the inner product defined by Z ∞ ( f , g) = f (x)g(x)dα(x). −∞
It should be mentioned that the term µ0 is easily obtained by taking m = n = 0 in the orthogonality relation for each family and therefore does not depend on the chosen basis. Note also that this result was announced in [22]. 5.3 Some connection formulas between some bases 46
5.3 Some connection formulas between some bases
In order to obtain canonical moments from generalized moments, we need some connec- tion formulas as pointed out in Section 2.4. First, we introduce some famous numbers.
5.3.1 Elementary symmetric polynomials
Definition 51. (see [37, P. 159]) The elementary symmetric polynomials ek(a1,..., an) in n vari- ables a1,..., an for k = 0, 1, . . . , n can be defined as
e0(a1, a2,..., an) = 1, and e (a a a ) = a a ··· a ≤ k ≤ n k 1, 2,..., n ∑ j1 j2 jk , 1 . (5.3) 1≤j1 e1(a1, a2,..., an) = a1 + a2 + ··· + an, e2(a1, a2,..., an) = ∑ aiaj, 1≤i en(a1, a2,..., an) = a1a2 ··· an. Proposition 52. Let a1, a2, . . . , an be n complex numbers. Then, the following expansion is valid. n n n k n−k ∏(λ − ak) = λ + ∑ (−1) ek(a1, a2,..., an)λ . (5.4) k=1 k=1 Definition 53. Let a1, a2,..., an be n complex numbers. We define the elementary symmetric polynomials of second kind as the coefficients Ek(a1, a2,..., an) in the expansion n n λ = ∑ Ek(a1, a2,..., an)Pk(λ), (5.5) k=0 where the polynomials Pk(λ) are defined as P0(λ) = 1 k Pk(λ) = (λ − ak)Pk−1(λ) = ∏(λ − aj), k = 1, . . . , n. j=1 Proposition 54. If ai 6= aj for i 6= j, then the elementary symmetric polynomials of the second kind in the variables a1,..., an can be computed by induction using the following algorithm n E0(a1,..., an) = a1 , (5.6) " − # 1 j 1 E (a ,..., a ) = an − E (a ,..., a )P (a ) , j = 1, . . . , n − 1. (5.7) j 1 n ( ) j+1 ∑ k 1 n k j+1 Pj aj+1 k=0 En(a1,..., an) = 1. Proof. We have n n n λ = ∑ Ek(a1,..., an)Pk(λ) = E0(a1,..., an) + ∑ Ek(a1,..., an)Pk(λ). k=0 k=1 Taking λ = a1 on both sides of the previous equation gives n E0(a1,..., an) = a1 . 5.3 Some connection formulas between some bases 47 Next, taking λ = a2 provides the relation n a2 = E0(a1,..., an) + E1(a1,..., an)P1(a2), and therefore we get 1 n E1(a1,..., an) = [a2 − E0(a1,..., an)] . P1(a2) Now let us assume that we have found E0(a1,..., an),. . . ,Ej−1(a1,..., an), then, taking λ = aj+1, it follows that j−1 n aj+1 = ∑ Ek(a1,..., an)Pk(λ) + Ej(a1,..., an)Pj(aj+1). k=0 Thus, the relation (5.7) follows by a simple computation. We have for example En−1(a1,..., an) = a1 + a2 + ··· + an. 5.3.2 Connection between xn and xn Definition 55. [1, P. 824] 1. The Stirling numbers of first kind are the coefficients Sm(n) in the expansion n n m x = x(x − 1)(x − 2) ··· (x − n + 1) = ∑ Sm(n)x . (5.8) m=0 2. The Stirling numbers of second kind are the coefficients Sm(n) in the expansion n n n x = ∑ Sm(n)x . (5.9) m=0 Those numbers fulfil several interesting properties. Here we recall some of them. Proposition 56. [1, P. 824] The Stirling numbers of first kind fulfil the following recurrence Sm(n + 1) = Sm−1(n) − nSm(n) n ≥ m ≥ 1. Some special values are n−1 n S (n) = δ , S (n) = (−1) (n − 1)!, S − (n) = − , S (n) = 1. 0 0n 1 n 1 2 n Proposition 57. The Stirling numbers of first kind can be expressed in terms of the elementary symmetric polynomials as follows k Sk(n) = (−1) ek(0, 1, 2, . . . , n − 1), 0 ≤ k ≤ n. (5.10) Proposition 58. [1, P. 824] The Stirling numbers of second kind fulfil the following recurrence Sm(n + 1) = mSm(n) + Sm−1(n), n ≥ m ≥ 1, and have the following representation m 1 m−k m n Sm(n) = ∑ (−1) k . m! k=0 k 5.3 Some connection formulas between some bases 48 n 5.3.3 Connection between x and (x; q)n Lemma 59. [5, 30] The following q-derivative formulas are valid. Dq(x; q)n = −[n]q(xq; q)n−1; (5.11) Dq−1 (x; q)n = [n]q(x; q)n−1. (5.12) Proof. The proof of these relations follows by direct computations. Lemma 60. Let k and n be two non-negative integers such that 0 ≤ k ≤ n. Then, the following derivative rules are valid. k k [n]q! (k) k Dq(x; q)n = (−1) q 2 (xq ; q)n−k; (5.13) [n − k]q! k n [n]q! n−k Dq x = x . (5.14) [n − k]q! Proof. The proof is obtained by induction with respect to n. Proposition 61. The following connection formulas are valid. n m n (m) m (x; q)n = ∑ (−1) q 2 x ; (5.15) m=0 m q n n m n −mn+(m+1) x = ∑ (−1) q 2 (x; q)m. (5.16) m=0 m q Proof. Many proofs of these two relations can be found in the literature. We give here a proof, which is based on Lemma 60. For the relation (5.15), we first write n m (x; q)n = ∑ Dm(n)x . m=0 Taking k times the q-derivative in this equation and using Lemma 60, it follows that n k [n]q! (k) k [m]q! m−k (−1) q 2 (xq ; q) = D (n) x . [ − ] n−k ∑ m [ − ] n k q! m=k m k q! Now we substitute x = 0 and obtain k [n]q! (k) (−1) q 2 = Dk(n)[k]q!. [n − k]q! This reads k [n]q! (k) k n (k) Dk(n) = (−1) q 2 = (−1) q 2 . [k]q![n − k]q! k q For the relation (5.16), we write n n x = ∑ Gm(n)(x; q)m. m=0 As previously, taking k times the q-derivative in this equation and using once more Lemma (60), it follows that n [n]q! n−k k [m]q! (k) k x = (−1) G (n) q 2 (xq ; q) . [ − ] ∑ m [ − ] m−k n k q! m=k m k q! 5.3 Some connection formulas between some bases 49 Next, for x = q−k, this equation reduces to [n]q! −k(n−k) k (k) q = (−1) [k]q!q 2 Gk(n). [n − k]q! The desired representation follows by simplification. Remark 62. Once equations (5.15) and (5.16) are known, they can easily be established automat- ically applying q-Zeilberger’s algorithm (see [32]) to the right-hand sides. These computations are contained in the Maple file attached to this work. n n 5.3.4 Connection formula between x and (x 1)q Lemma 63. [47, Table 2] The following derivative rule is valid. n n−1 Dq(x y)q = [n]q(x y)q , n ≥ 1, (5.17) where Dq acts on the variable x. Proof. The proof follows by direct computation. Lemma 64. The following derivative rule is valid. k n [n]q! n−k Dq(x y)q = (x y)q , 0 ≤ k ≤ n. (5.18) [n − k]q! Proof. The proof is obtained by induction with respect to n using (5.17). n n Proposition 65. The bases (x y)q and x fulfil the following connection formulas n n n−m (n−m) n m (x y)q = ∑ (−y) q 2 x ; (5.19) m=0 m q n n n−m n m x = ∑ y (x y)q . (5.20) m=0 m q Proof. For relation (5.19) we write n n n (x y)q = ∑ Cm(n)x . m=0 k Next, we apply Dq to both sides of this relation and use (5.18) to get n n [n]q! [m]q! [m]q! (x y)n−k = C (n) xm−k = C (n)[k] + C (n) xm−k. [ − ] q ∑ m [ − ] k q ∑ m [ − ] n k q! m=k m k q! m=k+1 m k q! Now, substituting x = 0, it follows that [n]q! n−k (n−k) (−a) q 2 = Ck(n)[k]q!. [n − k]q! Simplification gives the desired result. Relation (5.20) follows in the same manner. Remark 66. Once equations (5.19) and (5.20) are known, they can easily be established automat- ically applying q-Zeilberger’s algorithm (see [32]) to the right-hand sides. These computations are contained in the Maple file attached to this work. 5.3 Some connection formulas between some bases 50 n 5.3.5 Connections between (x y)q and (x; q)n n Proposition 67. The bases (x y)q and (x; q)n fulfil the following connection formulas n m −(m) n −m n−m (x y)q = ∑ (−1) q 2 (q y)q (x; q)m; (5.21) m=0 m q n m (m) n m m (x; q)n = ∑(−1) q 2 (yq ; q)n−m(x y)q . (5.22) m m q Proof. The proof is done as the proof of (5.19) using the relation k [n]q! k Dq(x; q)n = (xq ; q)n−k. [n − k]q! Remark 68. Once equations (5.21) and (5.22) are known, they can easily be established automat- ically applying q-Zeilberger’s algorithm (see [32]) to the right-hand sides. These computations are contained in the Maple file attached to this work. 2 n 5.3.6 Connection between (x ) and (a − ix)n(a + ix)n Note that n−1 2 2 θn(a, x) = (a − ix)n(a + ix)n = ∏(x + (a + k) ), θ0(a, x) = 1. k=0 The following proposition holds. Proposition 69. The following connections are valid. n k 2 2 2 2 n−k (a − ix)n(a + ix)n = ∑ (−1) ek −a , −(a + 1) , ··· , −(a + n − 1) (x ) , (5.23) k=0 n 2 n 2 2 2 (x ) = ∑ Ek −a , −(a + 1) , ··· , −(a + n − 1) (a − ix)k(a + ix)k. (5.24) k=0 Proof. The proof follows from the definition of the elementary symmetric polynomials and the elementary symmetric polynomials of the second kind.