Two-dimensional diffusion orthogonal polynomials ordered by a weighted degree

Abstract

We study the following problem: describe the triplets $(\Omega,g,\mu)$, $\mu=\rho\,dx$, where $g= (g^{ij}(x))$ is the (co)metric associated with the symmetric second order differential operator $L (f) = \frac{1}{\rho}\sum_{ij} \partial_i (g^{ij} \rho \partial_j f)$ defined on a domain $\Omega$ of $\mathbb R^d$ and such that there exists an orthonormal basis of $\mathcal L^2(\mu)$ made of polynomials which are eigenvectors of $L$, where the polynomials are ranked according to some weighted degree. In a joint paper with D. Bakry and M. Zani this problem was solved in dimension 2 for the usual degree. In the present paper we solve it still in dimension 2, but for a weighted degree with arbitrary positive weights.