On affinity relating two positive measures and the connection coefficients between polynomials orthogonalized by these measures

Paweł J. Szabłowski

Published 2012-02-08, updated 2012-12-28Version 3

We consider two positive, normalized measures dA(x) and dB(x) related by the relationship dA(x)=(C/(x+D))dB(x) or by dA(x) = (C/(x^2+E))dB(x) and dB(x) is symmetric. We show that then the polynomial sequences {a_{n}(x)}, {b_{n}(x)} orthogonal with respect to these measures are related by the relationship a_{n}(x)=b_{n}(x)+{\kappa}_{n}b_{n-1}(x) or by a_{n}(x) = b_{n}(x) + {\lambda}_{n}b_{n-2}(x) for some sequences {{\kappa}_{n}} and {{\lambda}_{n}}. We present several examples illustrating this fact and also present some attempts for extensions and generalizations. We also give some universal identities involving polynomials {b_{n}(x)} and the sequence {{\kappa}_{n}} that have a form of Fourier series expansion of the Radon--Nikodym derivative of one measure with respect to the other.