Meixner–Pollaczek polynomials

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In mathematics, the Meixner–Pollaczek polynomials are a family of orthogonal polynomials P(λ)n(x,φ) introduced by Meixner (1934), which up to elementary changes of variables are the same as the Pollaczek polynomials Pλn(x,a,b) rediscovered by Pollaczek (1949) in the case λ=1/2, and later generalized by him.

They are defined by

[math]\displaystyle{ P_n^{(\lambda)}(x;\phi) = \frac{(2\lambda)_n}{n!}e^{in\phi}{}_2F_1\left(\begin{array}{c} -n,~\lambda+ix\\ 2\lambda \end{array}; 1-e^{-2i\phi}\right) }[/math]
[math]\displaystyle{ P_n^{\lambda}(\cos \phi;a,b) = \frac{(2\lambda)_n}{n!}e^{in\phi}{}_2F_1\left(\begin{array}{c}-n,~\lambda+i(a\cos \phi+b)/\sin \phi\\ 2\lambda \end{array};1-e^{-2i\phi}\right) }[/math]

Examples

The first few Meixner–Pollaczek polynomials are

[math]\displaystyle{ P_0^{(\lambda)}(x;\phi)=1 }[/math]
[math]\displaystyle{ P_1^{(\lambda)}(x;\phi)=2(\lambda\cos\phi + x\sin\phi) }[/math]
[math]\displaystyle{ P_2^{(\lambda)}(x;\phi)=x^2+\lambda^2+(\lambda^2+\lambda-x^2)\cos(2\phi)+(1+2\lambda)x\sin(2\phi). }[/math]

Properties

Orthogonality

The Meixner–Pollaczek polynomials Pm(λ)(x;φ) are orthogonal on the real line with respect to the weight function

[math]\displaystyle{ w(x; \lambda, \phi)= |\Gamma(\lambda+ix)|^2 e^{(2\phi-\pi)x} }[/math]

and the orthogonality relation is given by[1]

[math]\displaystyle{ \int_{-\infty}^{\infty}P_n^{(\lambda)}(x;\phi)P_m^{(\lambda)}(x;\phi)w(x; \lambda, \phi)dx=\frac{2\pi\Gamma(n+2\lambda)}{(2\sin\phi)^{2\lambda}n!}\delta_{mn},\quad \lambda\gt 0,\quad 0\lt \phi\lt \pi. }[/math]

Recurrence relation

The sequence of Meixner–Pollaczek polynomials satisfies the recurrence relation[2]

[math]\displaystyle{ (n+1)P_{n+1}^{(\lambda)}(x;\phi)=2\bigl(x\sin\phi + (n+\lambda)\cos\phi\bigr)P_n^{(\lambda)}(x;\phi)-(n+2\lambda-1)P_{n-1}(x;\phi). }[/math]

Rodrigues formula

The Meixner–Pollaczek polynomials are given by the Rodrigues-like formula[3]

[math]\displaystyle{ P_n^{(\lambda)}(x;\phi)=\frac{(-1)^n}{n!\,w(x;\lambda,\phi)}\frac{d^n}{dx^n}w\left(x;\lambda+\tfrac12n,\phi\right), }[/math]

where w(x;λ,φ) is the weight function given above.

Generating function

The Meixner–Pollaczek polynomials have the generating function[4]

[math]\displaystyle{ \sum_{n=0}^{\infty}t^n P_n^{(\lambda)}(x;\phi) = (1-e^{i\phi}t)^{-\lambda+ix}(1-e^{-i\phi}t)^{-\lambda-ix}. }[/math]

See also

References

  1. Koekoek, Lesky, & Swarttouw (2010), p. 213.
  2. Koekoek, Lesky, & Swarttouw (2010), p. 213.
  3. Koekoek, Lesky, & Swarttouw (2010), p. 214.
  4. Koekoek, Lesky, & Swarttouw (2010), p. 215.