S. B E L M E H D I (Lille)
S. L E W A N O W I C Z (Wroc law) A. R O N V E A U X (Namur)
LINEARIZATION OF THE PRODUCT OF ORTHOGONAL POLYNOMIALS OF
A DISCRETE VARIABLE
Abstract. Let {P
k} be any sequence of classical orthogonal polynomials of a discrete variable. We give explicitly a recurrence relation (in k) for the coefficients in P
iP
j= P
k
c(i, j, k)P
k, in terms of the coefficients σ and τ of the Pearson equation satisfied by the weight function %, and the coefficients of the three-term recurrence relation and of two structure relations obeyed by {P
k}.
1. Introduction. Let {P
k(x)} be any system of classical orthogonal polynomials of a discrete variable, i.e., Charlier polynomials C
k(x; a), Meix- ner polynomials M
k(x; β, c), Krawtchouk polynomials K
k(x; p, N ), or Hahn polynomials Q
n(x; α, β, N ):
B−1
X
x=0
%(x)P
k(x)P
l(x) = δ
klh
k(k, l = 0, 1, . . .),
where h
k> 0 (k = 0, 1, . . .); the set of orthogonality is {0, 1, . . . , B − 1}, where B equals +∞, +∞, N + 1 and N , respectively.
Askey and Gasper [2] have given explicit forms for the coefficients in (1.1) P
i(x)P
j(x) =
min(i+j,B−1)
X
k=|i−j|
c
ijkP
k(x) (i, j ≥ 0; x ∈ {0, 1, . . . , B − 1}), called the linearization coefficients of the polynomials {P
k} (see [1], Lec- ture 5), in terms of finite or infinite series.
1991 Mathematics Subject Classification: Primary 33C45, 33E30.
Key words and phrases: linearization coefficients; classical orthogonal polynomials of a discrete variable; recurrence relations.
[445]
The aim of this paper is to show that c
ijkobey a linear recurrence relation
(1.2) L
∗c
ijk≡
r
X
h=0
A
∗h(k)c
ijk+h= 0.
Recurrence (1.2) may serve as a basis for a very efficient backward recursion algorithm for evaluating these coefficients. The difference operator L
∗is given explicitly in terms of the coefficients σ and τ of the Pearson equation (see (2.2) below) satisfied by the weight function %, and the coefficients of the three-term recurrence relation (see (2.1)) and of structure relations obeyed by {P
k} (see (2.5), (2.6)). This result is contained in Theorem 3.5;
applications to some systems of polynomials are given.
The main tool used in the derivation of the recurrence relation is the fourth-order difference equation
(1.3) Q
4w = 0,
obeyed by the product w := P
iP
j. We give a determinantal form (see Theorem 3.1), as well as two (equivalent) almost factorized forms of the fourth-order operator Q
4(see Corollary 3.2 and Theorem 3.4).
2. Properties of the classical orthogonal polynomials
2.1. Basics of classical orthogonal polynomials of a discrete variable. In the sequel, we make use of certain properties enjoyed by all classical families of orthogonal polynomials (see [4], Chapter VI; [5]; [6]; [9], Chapter II; or [10]). Besides the three-term recurrence relation
(2.1) xP
k(x) = ξ
0(k)P
k−1(x) + ξ
1(k)P
k(x) + ξ
2(k)P
k+1(x)
(k = 0, 1, . . . ; P
−1(x) ≡ 0, P
0(x) ≡ 1) we need four other properties.
First, the weight function % satisfies a difference equation of the Pearson type
(2.2) ∆[σ(x)%(x)] = τ (x)%(x),
where σ is a polynomial of degree at most 2, and τ is a first-degree polyno- mial.
Second, for arbitrary i, the polynomial P
iobeys the second order differ- ence equation
(2.3) P
2(n)P
i(x) ≡ {σ(x)∆∇ + τ (x)∆ + λ
iI}P
i(x) = 0,
where ∆ := E − I, ∇ := I − E
−1, E
m(m ∈ Z) is the mth shift operator, E
mf (x) = f (x + m), I is the identity operator, If (x) = f (x), and λ
iis the constant given by
(2.4) λ
i:= −
12i[(i − 1)σ
00+ 2τ
0] (i ∈ N).
(By convention, all the bold letter operators act on the variable x.) Third, we have a pair of the so-called structure relations,
(2.5) [σ(x) + τ (x)]∆P
k(x) = d
0(k)P
k−1(x) + d
1(k)P
k(x) + d
2(k)P
k+1(x), and
(2.6) σ(x)∇P
k(x) = d
0(k)P
k−1(x) + [d
1(k) + λ
k]P
k(x) + d
2(k)P
k+1(x).
Fourth,
(2.7) σ(x)%(x)x
k|
x=Bx=0= 0 (k = 0, 1, . . .).
2.2. Identities involving the discrete Fourier coefficients. We shall need certain properties of the Fourier coefficients of an arbitrary polynomial f , deg f < B, defined by
(2.8) a
k[f ] := 1 h
kb
k[f ] (k = 0, 1, . . . , B − 1), where
(2.9) b
k[f ] :=
B−1
X
x=0
%(x)P
k(x)f (x) i.e., the coefficients in the expansion
f =
deg f
X
k=0
a
k[f ]P
k.
Let X, D and e D be the difference operators (acting on k) defined by X := ξ
0(k)E
−1+ ξ
1(k)I + ξ
2(k)E,
(2.10)
D := d
0(k) E
−1+ d
1(k) I + d
2(k) E, (2.11)
D := D + λ e
kI (2.12)
(cf. (2.1), (2.5) and (2.6), respectively) where I is the identity operator, and E
mthe mth shift operator: Ib
k[f ] = b
k[f ], E
mb
k[f ] = b
k+m[f ] (m ∈ Z). For the sake of simplicity, we write E in place of E
1. (We adopt the convention that all the script letter operators act on the variable k.)
Further, define the difference operators U , V and L (acting on x) by U := σ(x)∇ + τ (x)I,
(2.13)
V := [σ(x) + τ (x)]∆ + τ (x)I, (2.14)
L := V − U , (2.15)
respectively. Notice that since ∆∇ = ∆ − ∇, we can write
(2.16) P
2(n)= L + λ
iI.
Using (2.1)–(2.7), the following lemma can be proved.
Lemma 2.1 ([8]). The coefficients (2.9) obey the identities:
b
k[qf ] = q( X)b
k[f ] (q an arbitrary polynomial), b
k[U f ] = − Db
k[f ], Db e
k[∇f ] = λ
kb
k[f ], b
k[V f ] = − e Db
k[f ], Db
k[∆f ] = λ
kb
k[f ],
b
k[Lf ] = −λ
kb
k[f ].
3. Main result
3.1. Fourth-order difference equation for the product P
iP
j. Using def- initions (2.13) and (2.14), equation (2.3) can be written in the following equivalent form:
(3.1) A(x)y(x + 1) + B
n(x)y(x) + C(x)y(x − 1) = 0, with y = P
n, and
(3.2) A := σ + τ, B
n:= λ
n− 2σ − τ, C := σ.
In the sequel, we adopt the notation
(3.3) f
(m)(x) := E
mf (x) = f (x + m) (m ∈ Z).
The following theorem is a slightly improved version of a result of [7].
Theorem 3.1. The product w := P
iP
j(i, j ≥ 0, i 6= j) satisfies the following difference equation of the fourth order :
(3.4) Q
4w ≡
C
(1)C
(2)R
2w B
i1 C
(2)R
3w −B
j(1)1 R
4w B
(2)i1
= 0, where
R
2:= A
2E − B
iB
jI − C
2E
−1, (3.5)
R
3:= AER
2+ F I, (3.6)
R
4:= AER
3− GI.
(3.7)
Here the notation used is in agreement with (3.3), and
(3.8) F := C
(1)(B
iB
i(1)+ B
jB
j(1)), G := C
(1)C
(2)(B
iB
j(2)+ B
jB
(2)i).
P r o o f. We have
AP
i(1)+ B
iP
i(0)+ CP
i(−1)= 0, (3.9)
AP
j(1)+ B
jP
j(0)+ CP
j(−1)= 0.
(3.10)
Multiplying (3.9) by AP
j(1), and making use of (3.10), we obtain (3.11) R
2w = C[B
iP
i(0)P
j(−1)+ B
jP
j(0)P
i(−1)]
with the operator R
2given by (3.5).
Applying the operator AE to both sides of Eq. (3.11), and making use of (3.9) and (3.10), we get
(3.12) R
3w = −CC
(1)[B
j(1)P
i(0)P
j(−1)+ B
i(1)P
j(0)P
i(−1)] with the operator R
3given by (3.6).
Repeating the above process for Eq. (3.12), we obtain (3.13) R
4w = CC
(1)C
(2)[B
i(2)P
i(0)P
j(−1)+ B
j(2)P
j(0)P
i(−1)], where the operator R
4is given by (3.7).
Eqs. (3.11), (3.12) and (3.13) imply
(3.14)
R
2w B
iB
jR
3w −C
(1)B
j(1)−C
(1)B
i(1)R
4w C
(1)C
(2)B
i(2)C
(1)C
(2)B
j(2)= 0;
as B
j(m)= (λ
j− λ
i) + B
(m)i(cf. (3.2)), this is equivalent to (3.4).
Corollary 3.2. An equivalent form of the difference equation (3.4) is
(3.15) (S
2R
2+ T
1)w = 0,
where the difference operator R
2is given in (3.5), and
S
2:= AA
(1)W
1E
2+ AC
(2)W
2E + C
(1)C
(2)W
3I, (3.16)
T
1:= AF
(1)W
1E + HI.
(3.17)
Here we use the notation
W
1:= B
i+ B
j(1), W
2:= B
i(2)− B
i, W
3:= −B
i(2)− B
j(1), H := C
(2)F W
2− GW
1.
P r o o f. Expanding the determinant (3.4) with respect to the first col- umn, we obtain
Q
4= C
(1)C
(2)W
3R
2+ C
(2)W
2R
3+ W
1R
4.
On using (3.6) and (3.7), and rearranging terms, the result follows.
If i = j, a slight modification of the argument given in the proof of Theorem 3.1 and Corollary 3.2 leads to the following result.
Theorem 3.3. The square w := P
i2(i ∈ N) obeys the third-order differ- ence equation
(3.18) Q
3w ≡
C
(1)R
2w B
iR
3w −B
i(1)= 0,
notation used being that of (3.5) and (3.6) (with i = j). An equivalent form of this equation is
(3.19) (S
1R
2+ T
0)w = 0,
where
R
2:= A
2E − B
i2I − C
2E
−1, (3.20)
S
1:= AB
iE + B
i(1)C
(1)I, (3.21)
T
0:= 2B
i2B
i(1)C
(1)I.
(3.22)
In the next theorem, we give an alternative derivation of the fourth-order difference equation for P
iP
j. It should be stressed that this time the case of i = j is not excluded.
Theorem 3.4. For any i, j ≥ 0, the product w = P
iP
jsatisfies the fourth-order difference equation
(3.23) Q e
4w = 0
with
(3.24) Q e
4= N
2M
2− λ
iλ
jK
2, where
N
2:= α(x)[ϕ
0(x)V + ϕ
1(x)I] − β(x)[ψ
0(x)U + ψ
1(x)I], (3.25)
M
2:= L + (λ
i+ λ
j)I, (3.26)
K
2:= α(x)[V + η(x)I] − β(x)[U + ϑ(x)I], (3.27)
and where
(3.28)
α := A
(−1)[B
i+ B
j+ ∇(A + C)], ψ
0:= C
(−1),
β := C
(1)[B
i+ B
j− ∆(A + C)], ψ
1:= −A[A
(−1)+ C
(−1)] −
12α,
ϕ
0:= A
(1)η := C + C
(1),
ϕ
1:= [A
(1)+ C
(1)]C +
12β, ϑ := −A − A
(−1). P r o o f. Let w := P
iP
j. Using Leibniz’ rules
(3.29)
∆(f g) = f ∆g + g
(1)∆f,
∇(f g) = f ∇g + g
(−1)∇f,
and the difference equations satisfied by P
iand P
j(cf. (2.3)), it can be checked that
(3.30) M
2w = A∆P
i∆P
j+ C∇P
i∇P
j,
where we use the notation (3.26) and (3.2). Using this result and the identity
C[λ
iP
i∇P
j+ λ
jP
j∇P
i] − A[λ
iP
i∆P
j+ λ
jP
j∆P
i] = 2λ
iλ
jw,
we obtain
A∆(AM
2w) = − (A
2+ CC
(1))M
2w (3.31)
+ λ
iλ
j[A∆ + (A + C
(1))I]w − βA∆P
i∆P
j, C∇(CM
2w) = (C
2+ AA
(−1))M
2w
(3.32)
+ λ
iλ
j[C∇ − (C + A
(−1))I]w + αC∇P
i∇P
j. On subtracting the equations (3.31) and (3.32), multiplied by α and β, respectively, and making use of (3.29) and (3.30), the result follows.
3.2. Recurrence relation for the linearization coefficients. For some technical reasons, it is easier to construct a recurrence
(3.33) Ls
ijk≡
r
X
h=0
A
h(k)s
ijk+h= 0 for
(3.34) s
ijk:=
B−1
X
x=0
%(x)P
i(x)P
j(x)P
k(x), obviously equivalent to (1.2), in view of
(3.35) s
ijk= h
kc
ijk. Now, we prove
Theorem 3.5. For arbitrary i, j ≥ 0, the recurrence relation
(3.36) Ls
ijk= 0
holds, where
L := α(X){[ϕ
1( X) − ϕ
0( X) e D](ω
kI) − λ
iλ
j[η( X) − e D]}
(3.37)
− β( X){[ψ
1( X) − ψ
0( X)D](ω
kI) − λ
iλ
j[ϑ( X) − D]}, with ω
k:= λ
i+ λ
j− λ
k, notation being that of (2.10)–(2.12), (3.28).
P r o o f. Let w := P
iP
j. Obviously,
s
ijk= b
k[w], c
ijk= a
k[w].
By virtue of Theorem 3.4,
b
k[ e Q
4w] = 0.
It suffices to show that the identity
b
k[ e Q
4w] = Lb
k[w]
holds. Now, observe that by Lemma 2.1, we have the following identities:
b
k[N
2z] = {α( X)[ϕ
1( X) − ϕ
0( X) e D] − β(X)[ψ
1( X) − ψ
0( X)D]}b
k[z],
b
k[M
2w] = (λ
i+ λ
j− λ
k)b
k[w],
b
k[K
2w] = {α( X)[η(X) − e D] − β(X)[ϑ(X) − D]}b
k[w].
From (3.24)–(3.27), applying again Lemma 2.1, we obtain (3.38).
Obviously, we have the following.
Corollary 3.6. The linearization coefficients c
ijkin (1.1) obey the re- currence relation
(3.39) L
∗c
ijk= 0
with L
∗:= L(h
kI), L being the difference operator given in (3.37).
Example 3.7. The coefficients {c
ijk} in C
i(x; a)C
j(x; a) =
i+j
X
k=|i−j|
c
ijkC
k(x; a) (x ∈ N
0),
where C
m(x; a) is the mth monic Charlier polynomial (see Appendix, Ta- ble 1), satisfy the sixth-order recurrence relation
3
X
h=−3
B
h(k)c
ijk+h= 0 (|i − j| + 3 ≤ k ≤ i + j + 2), with
B
−3(k) = 2(k − s − 3),
B
−2(k) = (k − s − 2)(6k + 8a − s + 1) + 2ij,
B
−1(k) = (k − s − 1)[6k
2+ 2(11a − s + 4)k − s + 1 + 2a(4a + 7)]
+ ij(4k + 12a − s + 5), B
0(k) = (k − s){2k
3+ (7 − s + 20a)k
2+ 2(11a
2+ 23a + 3 − s)k + 2a
2(3s + 13) − a(s
2− 25)}
+ ij[2k
2+ (7 − s + 22a)k + 6(a + 1)(4a + 1) − 2s(2a + 1)], B
1(k) = a(k − s + 1){6k
3+ 10(2a + 3)k
2+ [49 − s
2+ a(9s + 67) + 4a
2]k
+ 4(s + 1)a
2+ (58 + 15s − s
2)a − 2s
2+ 26}
+ 2aij[5k
2+ 2(9 + 10a − s)k + 2(a + 2)(4a − s + 8) − 16], B
2(k) = a
2(k + 2){(k − s + 2)[3(k + 3)(2k + 3) + 3(s + 2a)(k + 1)
− (s − 6a − 4)(s + 1)] + 4ij(4k − s + 6a + 8)}, B
3(k) = 2a
3(k + 2)
2(k + i − j + 3)(k − i + j + 3),
where s := i + j. The initial conditions are c
iji+j= 1, and c
ijm= 0 for
m > i + j. Actual forms for B
h’s were obtained using the computer algebra
system Maple [3].
Example 3.8. The coefficients {c
ijk} in K
i(x; 1/2, N )K
j(x; 1/2, N ) =
i+j
X
k=|i−j|