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The evaluation of an integral of the product of Laguerre polynomials was discussed recently in
this Jownal by Mavromatis [12] (1990) and Lee [9] (1997) [see also Ong and ke [1a] (2000)1.
The main object of the present sequel to these earlier works is to consider a family of such
integrals of the products of Laguerre, Hermite, and other classical orthogonal polynomials in a
systernatic and unified manner. Relevant connections of some of these integral formulas with
various known integrals, as well as the computational and numerical aspects of the results
presented here, are also pointed out.
*e-mail: palee@mmu.edu.my
re-mail: ong@omega.math.um.edu.my
rCorresponding author. e-mail: harimsri@math.uvic.ca
P.-A.LEE et al.
1. INTRODUCTION
are orthogonal over the semi-infinite interval (0, m) with respect to the
weight function xoe-'; in fact, we have its well-known orthogonality
property (cf., e.9., Szegd l24l)z
fo*
*""-,Lg)1,1rf,)6ya* : (.:").,, + t)6m,n (2)
where (and elsewhere in this paper) it is tacitly assumed that the various
parameters involved are so constrained that no zeros appear in the
denominator on the right-hand side.
Subsequently, Lee [9] deduced the integral formula (3) as an easy
consequence when
fo*
*o-t
"-,*z[1,)(rrx)
.. . y@)
e,,x)* : (", :r*) . (" :,*)Y
..
in which we have made use of the Pochhammer symbol (or the shifted
factorial) (.\)" given, in terms of Gamma functions, bV (lL::l()+n)/I()).
A probabilistic derivation of the integral formula (4), which is based mainly
upon the moments of certain non-central Gamma distributions, is contained
in the work of Ong and Lee [14].
In the present sequel to the aforementioned works of Mavromatis [2],
ke [9] and Ong and Lee [14], the first two of which appeared fairly
recently it this Journal, our main object here is to consider a family of
such integrals as in (3) and (4) involving products of Laguerre, Hermite,
and other classical orthogonal polynomials. We also point out relevant
connections of some of these integral formulas with various known
integrals, as well as the computational and numerical aspects of the results
presented here.
P.-A.LEE et al.
2. A I'AMILY OF INTEGRALS
We begin by recalling the fact that Erd6lyi [4] actually gave a more general
result than the integral formula (4) in the form:
:ffrytlo,tr,...,b,ict,...,r,,+,,*] (6)
In its special case when r:2,the integral formula (7) immediately yields
/a*m\ /B-a*n-m
I-,,(a;a,p): I\ m /\l{ ' n-m
-l\
/
lr(a + 1) (9)
which was proven earlier, in a markedly different way, by Feldheim 16, p.2(1,
Eq. (1.12)1, but was stated there without the factor l@+A+ 1). It is thl,s
error in Feldheim's formula (10) that seems to have been carried over in
Erd6lyi et al. 15, Vol. II, p. 293, Entry 16.6(4)1, but (fortunately) not ia
Gradshteyn and Ryzhik 17, p. 845, Entry 7 .414.81.
Carlitz's formula (3) was applied by Srivastava [19, p. 211] with a view to
evaluating a certain integral involving the product of two Bessel pol1-
nomials y"(x;a,b).
Next, by applying a familiar generating function 123, p. 84. Equation
1.ll(14)l in conjunction with the multinomial expansion [18, p. 329t,
Eq. 9.aQ20)1, we can easily derive the following alternative form of the
308 p.-A.LEE et al.
: o-pr(p* nt + . * ",)il{rY}
ag' - et - ft;t..., -dr - nr,-k1,...,-nri
[
rr:;'''tigl
l-p-nt- ...-n,,!. (ll)
(m(p)>0; ffi(a)>0; n,€N6; j:1,...,r),
where rf;) denotes the second one of the four Lauricella's hypergeometric
functions of r variables (cf., e.g.,l2l, p.33, Eq. 1.4 (2))).
By setting l,: o in (l l) and appealing once again to the aforementioned
chu-vandermonde theorem, we obtain the following arternatiye form of the
integral formula (7):
At ')', |I
? ,....o ,t'
(12)
;J
(n(p) > 0; ft(o) > 0; z7 € Ns; j:1,...,r),
where, for convenien@, N, ::D=tnj.
For r:2, the integral formula (12) reduces at once to the form:
lo*
*o't
"-,, $t 1x1$t 1ox) dx
: ("-*:u- e)t(e+m)
-'(-:)^
.
rFr(- ffi,-e - m,l - p+ p + n - m;l - p - m,l - e+ p - m;1)
(D(p) > 0; ffi(o) > 0; rn,z€ Ns).
( 13)
INTEGRALS OF POLYNOMIAL PRODUCTS
The integral formulas (11), (12) and (13) can indeed be deduced also
from (4), (7) and (8), respectively, by reversing the order of terms of the
finite hypergeometric series occurring on the right-hand sides.
Yet another interesting expression for the integrals in (8) and (13)
can be found by appealing directly to the known generating function
V3, p.84, Eq. 1.11 (14)l and the case r:2 of the multinomial expan-
sion [2], p. 329, F,q. 9.4 (220)), each of which was applied in our
derivation of the integral formula (11) above. We thus obtain the integrzrl
formula:
to*
*-"-*ra)6xyrf)loxro*: (*.;- ,)(". u,- ,)Y
-mrPi-i -n;
,\ (14)
.?fl , -;, :l
l, -a-mt-i p-0-n;
(S(p) > 0; ffi(o) > 0; z, z € N6)
in terms of Kamp6 de Fdriet's function (cf. [2], p. 27, Eq. 1.3(28) et seq.7),
which is the case r:2 of the (Srivastava-Daoust) generalized Lauricella
function occurring in (7) and (12).
In its special case when p:p+l and o:), the integral formula (14)
reduces obviously to the following symmetrical form lcf. Eq. (3)l:
and
The integral formulas (15) and (17) were given earlier by Carlilz
[3, p. 340]; only the special case (17) was recorded by Prudnikov et al.
ll7, p. 479, Entry 2.19.14.171. The following combinatorial series repre-
sentation for the integral l*,,(p;o, B) was given by Rassias and Srivastava
[18, p. 171, Eq. (19)]:
lnlzl /
H,(x):[f-,1- (;r)+(2*)" 'o : (2x)n2F()
lo,r,-,,,-'-11],
(1e)
)+j-l
t*,n(p;a,B) :: fo*
o***" exp(*)n^@)H,(x)dx (20)
4 lor, .. ., apl bt, .. ., b, : xf :: 7,1a0 rq [A(N; -n), ar, .. ., ap', b1, . . ., bo; xf
(Ne N; r,p,{€ Ne),
(21)
so that, obviously,
For r:2, the general integral formula (23) readily yields the following
unification of the above-discussed numerous integrals of products of
Laguerre, Hermite, and other polynomials:
[* *o-t r-o' BXlrr, . . ., api bl, . . ., bn : )x) BI[rr, .. ., c,', d;, .. ., d, : pxldx
Jo
l(P) d,u+p;N+,
- ,o ' lt l, r
f p, A'(M;-m), a1,...1apt A(N; -n), cl,...,cr1
I
I
I
)u]
f-: b1,...,bq; dr,...,dr;
(n(p)>0; W(o)>0; M,Ne N; ffi,n,p,4,r,s€Ns)
(24)
In terms of the Appell function r'2 which is simply ff) defined by (5), a
special case of the integral formula (4) when r:2 yields
:\
:(^+0\f,?+0\r(p)
m i \ , ) "'
'rrlp,_-m1-ni(t - 1,0* r, l,4l (25)
L o o)
(m(p) > 0; ft(") > 0; m,n 6 No),
(a or beZ[;ceZ;;Zo :: {0,-1,-2,...}),
assumes the equivalenl form (cf.l5,Vo1. I, p. 175. Entry 4.11 (35)l; see also
17, p. 844, Entry 7.414.41 and [7, p. 477, Entry 2.19.14.6]):
t$,;),D 1a t| ; a, *1 :19ffi]J!#9#
.rF,l -m,-ni-m- o(o-\-/')
n-"tffi1 I
L (2e)
where Fa denotes the Appell function of the fourth kind [2], p.23,Eq.1.3
(5)1, yet another special case of (25) when p: a+ {3+l and m: n yields the
integral formula:
tf,;^,\(zr,1 l;o,o)
: (":")'\P*!,r,1-n,o+l;o * r'? (, -])] (33)
/1\
(of"l ,-ri W(")>0; re No/
or, equivalently,
,tor\.x)12a+ llo,o)
_22"r(d+ (tlV))t(n+ (tl2)) r(a * n1_ t)
r(nt)2 62o+t
,.,
[-
n,o +],L-,,(, - ?)'] Q4)
For ,l:l (and ov---+p\, the integral formula (34) would provide
the corrected version of a known result. (cf [5, Vol. l, p. 174, Entry
a.11(30)l; see also 17, p.845,Fntry 7.414.101). Moreover, in view of the
aforementioned Chu-Vandermonde theorem, it is not difficult to deduce
from (34) that
tlr;t'r) 1za* I ; a, a) = Ir,n(2a; a, a)
_ z2"l(a + (t l2)) {r(a
t^' * n + t)}2
- 1nt12r/ir1o + l)
(3s)
(o(,), \
\ '-'i ' reNo)'
which indeed is an obvious special case of the familiar result (10) when
m:n and a:0.
In view of a known generating function 123, p. 109, Eq. 2.3 (20)) for the
classical Jacobi polynomials pf'a) (*) of indices a and B (and of degree n
in x), defined by
r)
P@,p, @),:
x (,:7) (' ; (+)' (=)-"
tf;^,d1a+gtt;a,A)
_ r(o +n + l).\f, +0\ r(a+B+t + r)
nlo"-B+t fu\"-t ) f(of k+ l)
(*)r,tt',('^r(;y;:)") r,,r
(ft(a+ 0)> -r; ft(")>0; neN6).
This last integral formula (37) is obviously not convenient to use in the
case when ): p. With a view to overcoming this difficulty, we first rewrite
(25) in the form:
79,:)'D(p;", P)
_ (m+a\(n+B-p\r(p)
-\ m i \ n )"'
INTEGRALS OF POLYNOMIAL PRODUCTS 31s
pi -m,p- P; -n;
"ffi$
I
o'
, -*l,)
[ p-0-n: o*l;
-;
(mk) > 0; W(o)> 0; rz, r € Ng),
(38)
where we have made use of the polynomial identity (28). Now we shall make
use of a (presumably new)hyperyeometric transformation analogous to (30)
above:
I
*(r-y),ytr-,).l, (3s)
I a+b: c; c'; l
which holds true, by the principle of analytic continuation, whenever each
double hypergeometric series converges absolutely. In its special case when
c+c':a+b-t 1, the hypergeometric transformation (39) reduces immedi-
ately to a well-known reduction formula l2l, p. 304, Eq. 9.4(100)l for
the Appell function -E4 occurring in (30) above. Furthermore, a limit case
of (39) when a --+ oo is precisely the known hypergeometric transformeL-
tion (30).
Our proof of the hypergeometric transformation (39) is based largely
upon Appell's formula [8, p. 304, Eq. 9.4(99)], and also upon the Pfaft-
Saalschiitz theorem 120, p.95, Problem 25(i)l; we choose to omit the detaiis
involved.
In its special case when a: -n (n e Ne), c: a* l, and b: C : 0+1, the
hypergeometric transformation (39) assumes the terminating form:
rf,;t'il1r,l- B*t;a,a)
_ ( "+ "\ ( n - 0 - 1\ r(a+0+ l)
-\
" )\ " )---drd+t
f-n,o+p+1,0+1,
ri;?;il g+t;
#,('-) (, -#)
I
I B-n*t: a*1; I
(n(o+0)>-l ft(")>0; ne Ns).
(4r)
By means of a known result [23, p. 145, Eq. 2.6(31)], which provides a
generalization of the generating function used in our derivation of (37)
above, we can rewrite the integral formula (41) as follows:
tfl'il1a* B + t;a,a)
:(_l),(n+a\r(o+0+t1
- r-,r \ n ) -- n, t.-,
n("u- r) (r
*
i*
u)
(o r)' (* - r)-
Py(*##r) ro,r
(ft(a+0)>-r ft(")>0; ne N6)
in terms of the Jacobi polynomials defined by (36).
Since
a further special case of this last integral formula (42) when s: B readily
yields
zfl,d1za11;a,o)
: ( n+ a\ r(2a + l)
\ " )--F-
tr-,r* (;
X' - ry)*r ri+['l
/z)
(L#Wal
(o,",, -1, ft(,)>o; nervo)
(44)
INTEGRALS OF POLYNOMIAL PRODUCTS 317
P;"'\__ffi),
(; -
o6.0, 2)P\ (^ + 7r)a F
(4()
so that the integral formula (42) can be rewritten in yet another form (c1.,
e.g., Gradshteyn and Ryzhik l7 , p. 845, Entry
7 .414.121and Prudnikov el a/.
tf;^,u) 1a -t B + t; a, a)
-\ /n+a\f(o+B+l)
, ) nl
O(r):-
"+ry (48)
The integral formulas (33) and (34) provide remarkably simplified versions
of (4Q with \: p.
with, of course,
r(n;o):W#(:u)H# (s1)
Acknowledgments
Many parts of the present investigation were finalized during the third-
named author's visits to Multimedia University at Cyberjaya (Selangor) and
the University of Malaya at Kuala Lumpur in March 2000 and July 2000.
This work was supported, in part, by the Natural Sciences and Engineering
Research Council of Canada under Grant OGP0007353.
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INTEGRALS OF POLYNOMIAL PRODUCTS 3?.1