In mathematics, the multiple orthogonal polynomials (MOPs) are orthogonal polynomials in one variable that are orthogonal with respect to a finite family of measures. The polynomials are divided into two classes named type 1 and type 2. In the literature, MOPs are also called d {\displaystyle d} -orthogonal polynomials, Hermite-Padé polynomials or polyorthogonal polynomials. MOPs should not be confused with multivariate orthogonal polynomials.
Multiple orthogonal polynomials Consider a multiindex n → = ( n 1 , … , n r ) ∈ N r {\displaystyle {\vec {n}}=(n_{1},\dots ,n_{r})\in \mathbb {N} ^{r}} and r {\displaystyle r} positive measures μ 1 , … , μ r {\displaystyle \mu _{1},\dots ,\mu _{r}} over the reals. As usual | n → | := n 1 + n 2 + ⋯ + n r {\displaystyle |{\vec {n}}|:=n_{1}+n_{2}+\cdots +n_{r}} .
MOP of type 1 Polynomials A n → , j {\displaystyle A_{{\vec {n}},j}} for j = 1 , 2 , … , r {\displaystyle j=1,2,\dots ,r} are of type 1 if the j {\displaystyle j} -th polynomial A n → , j {\displaystyle A_{{\vec {n}},j}} has at most degree n j − 1 {\displaystyle n_{j}-1} such that
∑ j = 1 r ∫ R x k A n → , j d μ j ( x ) = 0 , k = 0 , 1 , 2 , … , | n → | − 2 , {\displaystyle \sum \limits _{j=1}^{r}\int _{\mathbb {R} }x^{k}A_{{\vec {n}},j}d\mu _{j}(x)=0,\qquad k=0,1,2,\dots ,|{\vec {n}}|-2,}
and
∑ j = 1 r ∫ R x | n → | − 1 A n → , j d μ j ( x ) = 1. {\displaystyle \sum \limits _{j=1}^{r}\int _{\mathbb {R} }x^{|{\vec {n}}|-1}A_{{\vec {n}},j}d\mu _{j}(x)=1.}
Explanation This defines a system of | n → | {\displaystyle |{\vec {n}}|} equations for the | n → | {\displaystyle |{\vec {n}}|} coefficients of the polynomials A n → , 1 , A n → , 2 , … , A n → , r {\displaystyle A_{{\vec {n}},1},A_{{\vec {n}},2},\dots ,A_{{\vec {n}},r}} .
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