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18 Orthogonal PolynomialsClassical Orthogonal Polynomials

§18.12 Generating Functions

The z-radii of convergence will depend on x, and in first instance we will assume x∈[−1,1] for Jacobi, ultraspherical, Chebyshev and Legendre, x∈[0,∞) for Laguerre, and x∈ℝ for Hermite. With the notation of §§10.2(ii), 10.25(ii), 15.2, and 16.2,

Jacobi

18.12.1 2α+βR⁢(1+R−z)α⁢(1+R+z)β=∑n=0∞Pn(α,β)⁡(x)⁢zn,
R=1−2⁢x⁢z+z2, |z|<1,
18.12.2 𝐅10⁡(−α+1;(x−1)⁢z2)⁢𝐅10⁡(−β+1;(x+1)⁢z2)=(12⁢(1−x)⁢z)−12⁢α⁢Jα⁡(2⁢(1−x)⁢z)⁢(12⁢(1+x)⁢z)−12⁢β⁢Iβ⁡(2⁢(1+x)⁢z)=∑n=0∞Pn(α,β)⁡(x)Γ⁡(n+α+1)⁢Γ⁡(n+β+1)⁢zn,
18.12.2_5 F12⁡(γ,α+β+1−γα+1;1−R−z2)⁢F12⁡(γ,α+β+1−γβ+1;1−R+z2)=∑n=0∞(γ)n⁢(α+β+1−γ)n(α+1)n⁢(β+1)n⁢Pn(α,β)⁡(x)⁢zn,
R=1−2⁢x⁢z+z2, |z|<1,

with γ arbitrary. Note that (18.12.2_5) yields (18.12.1) by putting γ=0 and (18.12.2) by replacing z by −γ−2⁢z and next letting γ→∞.

18.12.3 (1+z)−α−β−1⁢F12⁡(12⁢(α+β+1),12⁢(α+β+2)β+1;2⁢(x+1)⁢z(1+z)2)=∑n=0∞(α+β+1)n(β+1)n⁢Pn(α,β)⁡(x)⁢zn,
|z|<1,
18.12.3_5 1+z(1−2⁢x⁢z+z2)β+32=∑n=0∞(2⁢β+2)n(β+1)n⁢Pn(β+1,β)⁡(x)⁢zn,
|z|<1,

and similar formulas as (18.12.3) and (18.12.3_5) by symmetry; compare the second row in Table 18.6.1. See Ismail (2009, (4.3.2)) for another variant of (18.12.3).

Ultraspherical

18.12.4 (1−2⁢x⁢z+z2)−λ=∑n=0∞Cn(λ)⁡(x)⁢zn=∑n=0∞(2⁢λ)n(λ+12)n⁢Pn(λ−12,λ−12)⁡(x)⁢zn,
|z|<1.
18.12.5 1−x⁢z(1−2⁢x⁢z+z2)λ+1=∑n=0∞n+2⁢λ2⁢λ⁢Cn(λ)⁡(x)⁢zn,
|z|<1.

Chebyshev

18.12.7 1−z21−2⁢x⁢z+z2 =1+2⁢∑n=1∞Tn⁡(x)⁢zn,
|z|<1.
18.12.8 1−x⁢z1−2⁢x⁢z+z2 =∑n=0∞Tn⁡(x)⁢zn,
|z|<1.
18.12.9 −ln⁡(1−2⁢x⁢z+z2)=2⁢∑n=1∞Tn⁡(x)n⁢zn,
|z|<1.
18.12.10 11−2⁢x⁢z+z2=∑n=0∞Un⁡(x)⁢zn,
|z|<1.

Legendre

18.12.11 11−2⁢x⁢z+z2=∑n=0∞Pn⁡(x)⁢zn,
|z|<1.
18.12.12 ex⁢z⁢J0⁡(z⁢1−x2)=∑n=0∞Pn⁡(x)n!⁢zn.

Laguerre

18.12.13 (1−z)−α−1⁢exp⁡(x⁢zz−1)=∑n=0∞Ln(α)⁡(x)⁢zn,
|z|<1.
18.12.14 Γ⁡(α+1)⁢(x⁢z)−12⁢α⁢ez⁢Jα⁡(2⁢x⁢z)=∑n=0∞Ln(α)⁡(x)(α+1)n⁢zn.

Hermite

18.12.15 e2⁢x⁢z−z2=∑n=0∞Hn⁡(x)n!⁢zn,
18.12.16 ex⁢z−12⁢z2=∑n=0∞𝐻𝑒n⁡(x)n!⁢zn,
18.12.17 1+2⁢x⁢z+4⁢z2(1+4⁢z2)32⁢exp⁡(4⁢x2⁢z21+4⁢z2)=∑n=0∞Hn⁡(x)⌊n/2⌋!⁢zn,
|z|<1.

See §18.18(vii) for Poisson kernels; these are special cases of bilateral generating functions.