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Untitled - Cdm.unimo.it

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Orthogonal<strong>it</strong>y 25<br />

As we promised, we give the proof of theorem 1.1.1.<br />

Proof - For n = 2 we have to determine three degrees of freedom ρ2, σ2, τ2, in order<br />

to evaluate a second degree polynomial. Therefore, (1.1.2) is trivially satisfied. If n > 2,<br />

we wr<strong>it</strong>e p := un − ρnxun−1, where ρn is such that p is a polynomial whose degree is<br />

at most n − 1. Thus, due to the orthogonal<strong>it</strong>y cond<strong>it</strong>ion<br />

<br />

I<br />

pumw dx =<br />

<br />

I<br />

unumw dx − ρn<br />

<br />

I<br />

un−1(xum)w dx = 0, ∀m < n − 2<br />

(note that the degree of xum is less than n − 1). This implies that p is only a linear<br />

combination of the terms un−1 and un−2, i.e., p = σnun−1 + τnun−2. The proof is<br />

concluded.<br />

Finally, norms can be also evaluated.<br />

Theorem 2.2.2 - For any n ∈ N, we have<br />

(2.2.10) (Jacobi)<br />

(2.2.11) (Legendre)<br />

(2.2.12) (Chebyshev)<br />

=<br />

⎧<br />

⎨<br />

⎩<br />

1<br />

−1<br />

<br />

P (α,β)<br />

n<br />

2 (x)<br />

2 α+β+1 Γ(α+1) Γ(β+1)<br />

Γ(α+β+2)<br />

2 α+β+1<br />

(2n+α+β+1) n!<br />

1<br />

−1<br />

1<br />

−1<br />

T 2 n(x)<br />

(1 − x) α (1 + x) β dx<br />

Γ(n+α+1) Γ(n+β+1)<br />

Γ(n+α+β+1)<br />

P 2 n(x) dx =<br />

dx<br />

√ 1 − x 2 =<br />

2<br />

2n + 1 ,<br />

if n = 0,<br />

if n > 0,<br />

⎧<br />

⎨π<br />

if n = 0,<br />

⎩<br />

π<br />

2 if n > 0,

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