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Meixner–Pollaczek polynomials

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

They are defined by

P n ( λ ) ( x ; ϕ ) = ( 2 λ ) n n ! e i n ϕ 2 F 1 ( n ,   λ + i x 2 λ ; 1 e 2 i ϕ ) {\displaystyle P_{n}^{(\lambda )}(x;\phi )={\frac {(2\lambda )_{n}}{n!}}e^{in\phi }{}_{2}F_{1}\left({\begin{array}{c}-n,~\lambda +ix\\2\lambda \end{array}};1-e^{-2i\phi }\right)}
P n λ ( cos ϕ ; a , b ) = ( 2 λ ) n n ! e i n ϕ 2 F 1 ( n ,   λ + i ( a cos ϕ + b ) / sin ϕ 2 λ ; 1 e 2 i ϕ ) {\displaystyle P_{n}^{\lambda }(\cos \phi ;a,b)={\frac {(2\lambda )_{n}}{n!}}e^{in\phi }{}_{2}F_{1}\left({\begin{array}{c}-n,~\lambda +i(a\cos \phi +b)/\sin \phi \\2\lambda \end{array}};1-e^{-2i\phi }\right)}

Examples

The first few Meixner–Pollaczek polynomials are

P 0 ( λ ) ( x ; ϕ ) = 1 {\displaystyle P_{0}^{(\lambda )}(x;\phi )=1}
P 1 ( λ ) ( x ; ϕ ) = 2 ( λ cos ϕ + x sin ϕ ) {\displaystyle P_{1}^{(\lambda )}(x;\phi )=2(\lambda \cos \phi +x\sin \phi )}
P 2 ( λ ) ( x ; ϕ ) = x 2 + λ 2 + ( λ 2 + λ x 2 ) cos ( 2 ϕ ) + ( 1 + 2 λ ) x sin ( 2 ϕ ) . {\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 ).}

Properties

Orthogonality

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

w ( x ; λ , ϕ ) = | Γ ( λ + i x ) | 2 e ( 2 ϕ π ) x {\displaystyle w(x;\lambda ,\phi )=|\Gamma (\lambda +ix)|^{2}e^{(2\phi -\pi )x}}

and the orthogonality relation is given by

P n ( λ ) ( x ; ϕ ) P m ( λ ) ( x ; ϕ ) w ( x ; λ , ϕ ) d x = 2 π Γ ( n + 2 λ ) ( 2 sin ϕ ) 2 λ n ! δ m n , λ > 0 , 0 < ϕ < π . {\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 >0,\quad 0<\phi <\pi .}

Recurrence relation

The sequence of Meixner–Pollaczek polynomials satisfies the recurrence relation

( n + 1 ) P n + 1 ( λ ) ( x ; ϕ ) = 2 ( x sin ϕ + ( n + λ ) cos ϕ ) P n ( λ ) ( x ; ϕ ) ( n + 2 λ 1 ) P n 1 ( x ; ϕ ) . {\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 ).}

Rodrigues formula

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

P n ( λ ) ( x ; ϕ ) = ( 1 ) n n ! w ( x ; λ , ϕ ) d n d x n w ( x ; λ + 1 2 n , ϕ ) , {\displaystyle P_{n}^{(\lambda )}(x;\phi )={\frac {(-1)^{n}}{n!\,w(x;\lambda ,\phi )}}{\frac {d^{n}}{dx^{n}}}w\left(x;\lambda +{\tfrac {1}{2}}n,\phi \right),}

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

Generating function

The Meixner–Pollaczek polynomials have the generating function

n = 0 t n P n ( λ ) ( x ; ϕ ) = ( 1 e i ϕ t ) λ + i x ( 1 e i ϕ t ) λ i x . {\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}.}

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.
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