Asymptotic relations between the Hahn-type polynomials and Meixner–Pollaczek, Jacobi, Meixner and Krawtchouk polynomials

It has been shown in Ferreira et al. [Asymptotic relations in the Askey scheme for hypergeometric orthogonal polynomials, Adv. in Appl. Math. 31(1) (2003) 61–85], López and Temme [Approximations of orthogonal polynomials in terms of Hermite polynomials, Methods Appl. Anal. 6 (1999) 131–146; The Askey scheme for hypergeometric orthogonal polynomials viewed from asymptotic analysis, J. Comput. Appl. Math. 133 (2001) 623–633] that the three lower levels of the Askey table of hypergeometric orthogonal polynomials are connected by means of asymptotic relations. In Ferreira et al. [Limit relations between the Hahn polynomials and the Hermite, Laguerre and Charlier polynomials, submitted for publication] we have established new asymptotic connections between the fourth level and the two lower levels. In this paper, we continue with that program and obtain asymptotic expansions between the fourth level and the third level: we derive 16 asymptotic expansions of the Hahn, dual Hahn, continuous Hahn and continuous dual Hahn polynomials in terms of Meixner–Pollaczek, Jacobi, Meixner and Krawtchouk polynomials. From these expansions, we also derive three new limits between those polynomials. Some numerical experiments show the accuracy of the approximations and, in particular, the accuracy in the approximation of the zeros of those polynomials.     

Asymptotics of orthogonal polynomials with asymptotic Freud-like weights

We derive uniform asymptotic expansions for polynomials orthogonal with respect to a class of weight functions that are real analytic and behave asymptotically like the Freud weight at infinity. Although the limiting zero distributions are the same as in the Freud cases, the asymptotic expansions are different due to the fact that the weight functions may have a finite or infinite number of zeros on the imaginary axis. To resolve the singularities caused by these zeros, an auxiliary function is introduced in the Riemann–Hilbert analysis. Asymptotic formulas are established in several regions covering the whole complex plane. We take the continuous dual Hahn polynomials as an example to illustrate our main results. Some numerical verifications are also given.     

Integral Representations of the Wilson Polynomials and the Continuous Dual Hahn Polynomials

We give representations of the Wilson polynomials and the continuous dual Hahn polynomials in terms of multidimensional generalizations of Barnes type integrals. Motivation is to study the Barnes type integrals from the viewpoint of the de Rham theory and holonomic systems.     

On zeros of discrete orthogonal polynomials

We exploit difference equations to establish sharp inequalities on the extreme zeros of the classical discrete orthogonal polynomials, Charlier, Krawtchouk, Meixner and Hahn. We also provide lower bounds on the minimal distance between their consecutive zeros.     

Some generalized hypergeometric d-orthogonal polynomial sets

In this paper, we characterize the d-orthogonal polynomial sets given by their explicit expressions in a specific basis. As application, we consider the generalized hypergeometric case to characterize d-orthogonal polynomial sets of Laguerre type, Meixner type, Meixner-Pollaczek type, Krawtchouk type, continuous dual Hahn type, and dual Hahn type. For d=1, we obtain a unification of some characterization theorems in the orthogonal polynomials theory.     

Zeros of Gegenbauer-Sobolev Orthogonal Polynomials: Beyond Coherent Pairs

Iserles et al. (J. Approx. Theory 65:151–175, 1991) introduced the concepts of coherent pairs and symmetrically coherent pairs of measures with the aim of obtaining Sobolev inner products with their respective orthogonal polynomials satisfying a particular type of recurrence relation. Groenevelt (J. Approx. Theory 114:115–140, 2002) considered the special Gegenbauer-Sobolev inner products, covering all possible types of coherent pairs, and proves certain interlacing properties of the zeros of the associated orthogonal polynomials. In this paper we extend the results of Groenevelt, when the pair of measures in the Gegenbauer-Sobolev inner product no longer form a coherent pair. This research is supported by grants from CNPq and FAPESP.     

Asymptotic analysis of the Askey-scheme I: from Krawtchouk to Charlier

We analyze the Charlier polynomials C _n (χ) and their zeros asymptotically as n → ∞. We obtain asymptotic approximations, using the limit relation between the Krawtchouk and Charlier polynomials, involving some special functions. We give numerical examples showing the accuracy of our formulas.      

The Combinatorics of Laguerre,Charlier, and Hermite Polynomials

This paper describes several combinatorial models for Laguerre, Charlier, and Hermite polynomials, and uses them to prove combinatorially some classical formulas. The so-called “Italian limit formula” (from Laguerre to Hermite), the Appel identity for Hermite polynomials, and the two Sheffer identities for Laguerre and Charlier polynomials are proved. We also give bijective proofs of the three-term recurrences. These three families form the bottom triangle in R. Askey's chart classifying hypergeometric orthogonal polynomials.     

The dual multivariate Charlier and Edgeworth expansions

The Charlier differential series for distribution and density functions is the foundation for the Edgeworth expansions of distribution and density functions of sample estimators. Here, we give two forms of these expansions for multivariate distributions using multivariate Bell polynomials. Two forms arise because the multivariate Hermite polynomials have a dual form. These dual forms for the multivariate Charlier and Edgeworth expansions appear to be new.     

On Jacobi and continuous Hahn polynomials

Jacobi polynomials are mapped onto the continuous Hahn polynomials by the Fourier transform, and the orthogonality relations for the continuous Hahn polynomials then follow from the orthogonality relations for the Jacobi polynomials and the Parseval formula. In a special case this relation dates back to work by Bateman in 1933 and we follow a part of the historical development for these polynomials. Some applications of this relation are given.

     

Coefficients of Wronskian Hermite polynomials

We study Wronskians of Hermite polynomials labeled by partitions and use the combinatorial concepts of cores and quotients to derive explicit expressions for their coefficients. These coefficients can be expressed in terms of the characters of irreducible representations of the symmetric group, and also in terms of hook lengths. Further, we derive the asymptotic behavior of the Wronskian Hermite polynomials when the length of the core tends to infinity, while fixing the quotient. Via this combinatorial setting, we obtain in a natural way the generalization of the correspondence between Hermite and Laguerre polynomials to Wronskian Hermite polynomials and Wronskians involving Laguerre polynomials. Lastly, we generalize most of our results to polynomials that have zeros on the p-star.     

Fourth-order difference equation for the associated Meixner and Charlier polynomials

An explicit representation of the associated Meixner polynomials (with a real association parameter γ?0) is given in terms of hypergeometric functions. This representation allows to derive the fourth-order difference equation verified by these polynomials. Appropriate limits give the fourth-order difference equation for the associated Charlier polynomials and the fourth-order differential equations for the associated Laguerre and Hermite polynomials.     

New Identities for Hall-Littlewood Polynomials and Applications

Starting from Macdonald's summation formula of Hall-Littlewood polynomials over bounded partitions and its even partition analogue, Stembridge (Trans. Amer. Math. Soc., 319(2), (1990) 469–498) derived sixteen multiple q-identities of Rogers–Ramanujan type. Inspired by our recent results on Schur functions (Adv. Appl. Math., 27, (2001) 493–509) and based on computer experiments we obtain two further such summation formulae of Hall-Littlewood polynomials over bounded partitions and derive six new multiple q-identities of Rogers–Ramanujan type. 2000 Mathematics Subject Classification: Primary–05A19; Secondary–05A17, 05A30     

Asymptotic Approximations to the Nodes and Weights of Gauss–Hermite and Gauss–Laguerre Quadratures

Asymptotic approximations to the zeros of Hermite and Laguerre polynomials are given, together with methods for obtaining the coefficients in the expansions. These approximations can be used as a stand‐alone method of computation of Gaussian quadratures for high enough degrees, with Gaussian weights computed from asymptotic approximations for the orthogonal polynomials. We provide numerical evidence showing that for degrees greater than 100, the asymptotic methods are enough for a double precision accuracy computation (15–16 digits) of the nodes and weights of the Gauss–Hermite and Gauss–Laguerre quadratures.     

Weak-Type Inequality for Conjugate First Order Riesz-Laguerre Transforms

In this paper we introduce a conjugate class of Riesz transforms in the context of Laguerre polynomials. We prove their weak-type (1,1) and L ^p , 1<p<∞, boundedness with respect to the Laguerre measure. A similar result is known in the Hermite context, see Aimar et al. (Trans. Am. Math. Soc. 359(5), 2137–2154, 2007).     

Difference equations for discrete classical multiple orthogonal polynomials

For discrete multiple orthogonal polynomials such as the multiple Charlier polynomials, the multiple Meixner polynomials, and the multiple Hahn polynomials, we first find a lowering operator and then give a (r+1)th order difference equation by combining the lowering operator with the raising operator. As a corollary, explicit third order difference equations for discrete multiple orthogonal polynomials are given, which was already proved by Van Assche for the multiple Charlier polynomials and the multiple Meixner polynomials.     

Random Block Matrices and Matrix Orthogonal Polynomials

In this paper we consider random block matrices, which generalize the general beta ensembles recently investigated by Dumitriu and Edelmann (J. Math. Phys. 43:5830–5847, 2002; Ann. Inst. Poincaré Probab. Stat. 41:1083–1099, 2005). We demonstrate that the eigenvalues of these random matrices can be uniformly approximated by roots of matrix orthogonal polynomials which were investigated independently from the random matrix literature. As a consequence, we derive the asymptotic spectral distribution of these matrices. The limit distribution has a density which can be represented as the trace of an integral of densities of matrix measures corresponding to the Chebyshev matrix polynomials of the first kind. Our results establish a new relation between the theory of random block matrices and the field of matrix orthogonal polynomials, which have not been explored so far in the literature.     

Difference Equations and Discriminants for Discrete Orthogonal Polynomials

We prove that any set of polynomials orthogonal with respect to a discrete measure supported on equidistant points contained in a half line satisfy a second order difference equation. We also give a discrete analogue of the discriminant and give a general formula for the discrete discriminant of a discrete orthogonal polynomial. As an application we give explicit evaluations of the discrete discriminants of the Meixner and the Hahn polynomials. A difference analogue of the Bethe Ansatz equations is also mentioned.Research partially supported by NSF grant DMS 99-70865     

Asymptotic expansions for the conditional sojourn time distribution in the <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">M</Emphasis>/1-PS queue

We consider the M/M/1 queue with processor sharing. We study the conditional sojourn time distribution, conditioned on the customer’s service requirement, in various asymptotic limits. These include large time and/or large service request, and heavy traffic, where the arrival rate is only slightly less than the service rate. The asymptotic formulas relate to, and extend, some results of Morrison (SIAM J. Appl. Math. 45:152–167, [1985]) and Flatto (Ann. Appl. Probab. 7:382–409, [1997]). This work was partly supported by NSF grant DMS 05-03745.     

Expansions for the Fundamental Hermite Interpolation Polynomials in Terms of Chebyshev Polynomials

We obtain explicit expansions of the fundamental Hermite interpolation polynomials in terms of Chebyshev polynomials in the case where the nodes considered are either zeros of the (n + 1)th-degree Chebyshev polynomial or extremum points of the nth-degree Chebyshev polynomial.