Meixner–Pollaczek polynomials
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
- Koekoek, Roelof; Lesky, Peter A.; Swarttouw, René F. (2010), Hypergeometric orthogonal polynomials and their q-analogues, Springer Monographs in Mathematics, Berlin, New York: Springer-Verlag, doi:10.1007/978-3-642-05014-5, ISBN 978-3-642-05013-8
- Koornwinder, Tom H.; Wong, Roderick S. C.; Koekoek, Roelof; Swarttouw, René F. (2010), "Pollaczek Polynomials", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F. et al., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, http://dlmf.nist.gov/18.35
- Meixner, J. (1934), "Orthogonale Polynomsysteme Mit Einer Besonderen Gestalt Der Erzeugenden Funktion", J. London Math. Soc. s1-9: 6–13, doi:10.1112/jlms/s1-9.1.6
- Pollaczek, Félix (1949), "Sur une généralisation des polynomes de Legendre", Les Comptes rendus de l'Académie des sciences 228: 1363–1365, http://gallica.bnf.fr/ark:/12148/bpt6k31801/f1363
Original source: https://en.wikipedia.org/wiki/Meixner–Pollaczek polynomials.
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