Multiple orthogonal polynomials

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 $d$-orthogonal polynomials, Hermite-Padé polynomials or polyorthogonal polynomials. MOPs should not be confused with multivariate orthogonal polynomials.

Multiple orthogonal polynomials

Consider a multiindex ${\vec {n}}=(n_{1},\dots ,n_{r})\in \mathbb {N} ^{r}$ and $r$ positive measures $\mu _{1},\dots ,\mu _{r}$ over the reals. As usual $|{\vec {n}}|:=n_{1}+n_{2}+\cdots +n_{r}$.

MOP of type 1

Polynomials $A_{{\vec {n}},j}$ for $j=1,2,\dots ,r$ are of type 1 if the $j$-th polynomial $A_{{\vec {n}},j}$ has at most degree $n_{j}-1$ such that

$\sum \limits _{j=1}^{r}\int _{\mathbb {R} }x^{k}A_{{\vec {n}},j}d\mu _{j}(x)=0,\qquad k=0,1,2,\dots ,|{\vec {n}}|-2,$

and

$\sum \limits _{j=1}^{r}\int _{\mathbb {R} }x^{|{\vec {n}}|-1}A_{{\vec {n}},j}d\mu _{j}(x)=1.$

Explanation

This defines a system of $|{\vec {n}}|$ equations for the $|{\vec {n}}|$ coefficients of the polynomials $A_{{\vec {n}},1},A_{{\vec {n}},2},\dots ,A_{{\vec {n}},r}$.

MOP of type 2

A monic polynomial $P_{\vec {n}}(x)$ is of type 2 if it has degree $|{\vec {n}}|$ such that

$\int _{\mathbb {R} }P_{\vec {n}}(x)x^{k}d\mu _{j}(x)=0,\qquad k=0,1,2,\dots ,n_{j}-1,\qquad j=1,\dots ,r.$

Explanation

If we write $j=1,\dots ,r$ out, we get the following definition

$\int _{\mathbb {R} }P_{\vec {n}}(x)x^{k}d\mu _{1}(x)=0,\qquad k=0,1,2,\dots ,n_{1}-1$

$\int _{\mathbb {R} }P_{\vec {n}}(x)x^{k}d\mu _{2}(x)=0,\qquad k=0,1,2,\dots ,n_{2}-1$

$\vdots$

$\int _{\mathbb {R} }P_{\vec {n}}(x)x^{k}d\mu _{r}(x)=0,\qquad k=0,1,2,\dots ,n_{r}-1$

Literature

• Ismail, Mourad E. H. (2005). Classical and Quantum Orthogonal Polynomials in One Variable. Cambridge University Press. pp. 607–647. ISBN 9781107325982.
• López-Lagomasino, G. (2021). An Introduction to Multiple Orthogonal Polynomials and Hermite-Padé Approximation. In: Marcellán, F., Huertas, E.J. (eds) Orthogonal Polynomials: Current Trends and Applications. SEMA SIMAI Springer Series, vol 22. Springer, Cham. https://doi.org/10.1007/978-3-030-56190-1_9