Secondary polynomials

From HandWiki

In mathematics, the secondary polynomials {qn(x)} associated with a sequence {pn(x)} of polynomials orthogonal with respect to a density ρ(x) are defined by

qn(x)=∫ℝpn(t)−pn(x)t−xρ(t)dt.[1]

To see that the functions qn(x) are indeed polynomials, consider the simple example of p0(x)=x3. Then,

q0(x)=∫ℝt3−x3t−xρ(t)dt=∫ℝ(t−x)(t2+tx+x2)t−xρ(t)dt=∫ℝ(t2+tx+x2)ρ(t)dt=∫ℝt2ρ(t)dt+x∫ℝtρ(t)dt+x2∫ℝρ(t)dt

which is a polynomial x provided that the three integrals in t (the moments of the density ρ) are convergent.

See also

References