Multiple Orthogonal Polynomials Associated with the Modified Bessel Functions of the First Kind

   Abstract. We consider polynomials which are orthogonal with respect to weight functions, which are defined in terms of the modified Bessel function I _ν and which are related to the noncentral χ ² -distribution. It turns out that it is the most convenient to use two weight functions with indices ν and ν+1 and to study orthogonality with respect to these two weights simultaneously. We show that the corresponding multiple orthogonal polynomials of type I and type II exist and give several properties of these polynomials (differential properties, Rodrigues formula, explicit formulas, recurrence relation, differential equation, and generating functions).     

State Space Formulas for a Solution of the Suboptimal Nehari Problem on the Unit Disc

We give state space formulas for a (“central”) solution of the suboptimal Nehari problem for functions defined on the unit disc and taking values in the space of bounded operators in separable Hilbert spaces. Instead of assuming exponential stability, we assume a weaker stability concept (the combination of input-, output- and input-output stability), which allows us to solve the problem for general H-infinity functions.