Upward extension of the Jacobi matrix for orthogonal polynomials

Abstract

Orthogonal polynomials on the real line always satisfy a three-term recurrence relation. The recurrence coefficients determine a tridiagonal semi-infinite matrix (Jacobi matrix) which uniquely characterizes the orthogonal polynomials. We investigate new orthogonal polynomials by adding to the Jacobi matrix $r$ new rows and columns, so that the original Jacobi matrix is shifted downward. The $r$ new rows and columns contain $2r$ new parameters and the newly obtained orthogonal polynomials thus correspond to an upward extension of the Jacobi matrix. We give an explicit expression of the new orthogonal polynomials in terms of the original orthogonal polynomials, their associated polynomials and the $2r$ new parameters, and we give a fourth order differential equation for these new polynomials when the original orthogonal polynomials are classical. Furthermore we show how the orthogonalizing measure for these new orthogonal polynomials can be obtained and work out the details for a one-parameter family of Jacobi polynomials for which the associated polynomials are again Jacobi polynomials.