Some classical multiple orthogonal polynomials
Walter Van Assche, Els Coussement
Abstract
Recently there has been a renewed interest in an extension of the notion of orthogonal polynomials known as multiple orthogonal polynomials. This notion comes from simultaneous rational approximation (Hermite-Pade approximation) of a system of several functions. We describe seven families of multiple orthogonal polynomials which have he same flavor as the very classical orthogonal polynomials of Jacobi, Laguerre and Hermite. We also mention some open research problems and some applications.
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