Linearization of Arbitrary products of classical orthogonal polynomials
Volume 27 / 2000
Applicationes Mathematicae 27 (2000), 187-196
DOI: 10.4064/am-27-2-187-196
Abstract
A procedure is proposed in order to expand $w=\prod^N_{j=1} P_{i_j}(x)=\sum^M_{k=0} L_ k P_ k(x)$ where $P_i(x)$ belongs to aclassical orthogonal polynomial sequence (Jacobi, Bessel, Laguerre and Hermite) ($M=\sum^N_{j=1} i_j$). We first derive a linear differential equation of order $2^N$ satisfied by w, fromwhich we deduce a recurrence relation in k for the linearizationcoefficients $L_k$. We develop in detail the two cases $[P_i(x)]^N$, $P_ i(x)P_ j(x)P_ k(x)$ and give the recurrencerelation in some cases (N=3,4), when the polynomials $P_i(x)$are monic Hermite orthogonal polynomials.
