Bilinear semi-classical moment functionals and their integral representation

Abstract

We introduce the notion of bilinear moment functional and study their general properties. The analogue of Favard's theorem for moment functionals is proven. The notion of semi-classical bilinear functionals is introduced as a generalization of the corresponding notion for moment functionals and motivated by the applications to multi-matrix random models. Integral representations of such functionals are derived and shown to be linearly independent.