In this paper, we extend the theory of discrete orthogonal polynomials (on a linear lattice) to polynomials satisfying orthogonality conditions with respect to r positive discrete measures. First we recall the known
Abstract. We establish the asymptotic zero distribution for polynomials generated by a four-term recurrence relation with varying recurrence coefficients having a particular limiting behavior. The proof is based on ratio asymptotics for these polynomials. We can apply this result to three examples of multiple orthogonal polynomials, in particular Jacobi-Piñeiro, Laguerre I and the example associated with modified Bessel functions. We also discuss an application to Toeplitz matrices.
We study multiple orthogonal polynomials of type I and type II which have orthogonality conditions with respect to r measures. These polynomials are connected by their recurrence relation of order r + 1. First we show a relation with the eigenvalue problem of a banded lower Hessenberg matrix L n , containing the recurrence coefficients. As a consequence, we easily find that the multiple orthogonal polynomials of type I and type II satisfy a generalized Christoffel-Darboux identity. Furthermore, we explain the notion of multiple Gaussian quadrature (for proper multi-indices), which is an extension of the theory of Gaussian quadrature for orthogonal polynomials and was introduced by C. F. Borges. In particular we show that the quadrature points and quadrature weights can be expressed in terms of the eigenvalue problem of L n .
We introduce multiple Wilson polynomials, which give a new example of multiple orthogonal polynomials (Hermite-Padé polynomials) of type II. These polynomials can be written as a Jacobi-Piñeiro transform, which is a generalization of the Jacobi transform for Wilson polynomials, found by Koornwinder. Here we need to introduce Jacobi and Jacobi-Piñeiro polynomials with complex parameters. Some explicit formulas are provided for both Jacobi-Piñeiro and multiple Wilson polynomials, one of them in terms of Kampé de Fériet series. Finally, we look at some limiting relations and construct a part of a multiple AT-Askey table.
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