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Inzell Lectures on Orthogonal Polynomials

W. zu Castell, F. Filbir, B. Forster (eds.)


Advances in the Theory of Special
Functions and Orthogonal Polynomials
Nova Science Publishers
Volume 2, 2004, Pages 135188
Lecture notes on orthogonal polynomials of sev-
eral variables
Yuan Xu
Department of Mathematics, University of Oregon
Eugene, Oregon 97403-1222, U.S.A.
yuan@math.uoregon.edu
Summary: These lecture notes provide an introduction to orthogonal polynomials of several
variables. It will cover the basic theory but deal mostly with examples, paying special attention
to those orthogonal polynomials associated with classical type weight functions supported on
the standard domains, for which fairly explicit formulae exist. There is little prerequisites for
these lecture notes, a working knowledge of classical orthogonal polynomials of one variable
satises.
Contents
1. Introduction 136
1.1 Denition: one variable vs several variables 136
1.2 Example: orthogonal polynomials on the unit disc 138
1.3 Orthogonal polynomials for classical type weight functions 140
1.4 Harmonic and h-harmonic polynomials 141
1.5 Fourier orthogonal expansion 142
1.6 Literature 143
2. General properties 143
2.1 Three-term relations 143
2.2 Common zeros of orthogonal polynomials 146
3. h-harmonics and orthogonal polynomials on the sphere 148
3.1 Orthogonal polynomials on the unit ball and on the unit sphere 149
3.2 Orthogonal polynomials for the product weight functions 150
3.3 h-harmonics for a general reection group 157
4. Orthogonal polynomials on the unit ball 158
135
136 Yuan Xu
4.1 Dierential-dierence equation 159
4.2 Orthogonal bases and reproducing kernels 160
4.3 Rotation invariant weight function 164
5. Orthogonal polynomials on the simplex 165
6. Classical type product orthogonal polynomials 169
6.1 Multiple Jacobi polynomials 169
6.2 Multiple Laguerre polynomials 172
6.3 Multiple generalized Hermite polynomials 174
7. Fourier orthogonal expansions 176
7.1 h-harmonic expansions 176
7.2 Orthogonal expansions on B
d
and on T
d
180
7.3 Product type weight functions 182
8. Notes and Literature 185
References 186
1. Introduction
1.1. Denition: one variable vs several variables. Let be a positive Borel
measure on R with nite moments. For n N
0
, a nonnegative integer, the number

n
=
_
R
t
n
d is the n-th moment of d. The standard Gram-Schmidt process
applied to the sequence
n
with respect to the inner product
f, g) =
_
R
f(t)g(t)d(t)
of L
2
(d) gives a sequence of orthogonal polynomials p
n

n=0
, which satises
p
n
, p
m
) = 0, if n ,= m, and p
n
is a polynomial of degree exactly n. The orthogonal
polynomials are unique up to a constant multiple. They are called orthonormal
if, in addition, p
n
, p
n
) = 1, and we assume that the measure is normalized by
_
R
d = 1 when dealing with orthonormality. If d = w(t)dt, we say that p
n
are associated with the weight function w. The orthogonal polynomials enjoy
many properties, which make them a useful tool in various applications and a
rich source of research problems. A starting point of orthogonal polynomials of
several variables is to extend those properties from one to several variables.
Orthogonal polynomials of several variables 137
To deal with polynomials in several variables we use the standard multi-index
notation. A multi-index is denoted by = (
1
, . . . ,
d
) N
d
0
. For N
d
0
and
x R
d
a monomial in variables x
1
, . . . , x
d
of index is dened by
x

= x

1
1
. . . x

d
d
.
The number [[ =
1
+ +
d
is called the total degree of x

. We denote
by T
d
n
:= spanx

: [[ = n, N
d
0
the space of homogeneous polynomials of
degree n, by
d
n
:= spanx

: [[ n, N
d
0
the space of polynomials of (total)
degree at most n, and we write
d
= R[x
1
, . . . , x
d
] for the space of all polynomials
of d variables. It is well known that
r
d
n
:= dimP
d
n
=
_
n +d 1
n
_
and dim
d
n
=
_
n +d
n
_
.
Let be a positive Borel measure on R
d
with nite moments. For N
d
0
, denote
by

=
_
R
d
x

d(x) the moments of . We can apply the Gram-Schmidt process


to the monomials with respect to the inner product
f, g)

=
_
R
d
f(x)g(x)d(x)
of L
2
(d) to produce a sequence of orthogonal polynomials of several variables.
One problem, however, appears immediately: orthogonal polynomials of several
variables are not unique. In order to apply the Gram-Schmidt process, we need
to give a linear order to the moments

which means an order amongst the


multi-indices of N
d
0
. There are many choices of well-dened total order (for ex-
ample, the lexicographic order or the graded lexicographic order); but there is
no natural choice and dierent orders will give dierent sequences of orthogonal
polynomials. Instead of xing a total order, we shall say that P
d
n
is an
orthogonal polynomial of degree n with respect to d if
P, Q) = 0, Q
d
with deg Q < deg P.
This means that P is orthogonal to all polynomials of lower degrees, but it may
not be orthogonal to other orthogonal polynomials of the same degree. We denote
by 1
d
n
the space of orthogonal polynomials of degree exactly n; that is,
1
d
n
= P
d
n
: P, Q) = 0, Q
d
n1
. (1.1)
If is supported on a set that has nonempty interior, then the dimension of
1
d
n
is the same as that of T
d
n
. Hence, it is natural to use a multi-index to index
the elements of an orthogonal basis of 1
d
n
. A sequence of orthogonal polynomials
P

1
d
n
are called orthonormal, if P

, P

) =
,
. The space 1
d
n
can have many
dierent bases and the bases do not have to be orthonormal. This non-uniqueness
is at the root of the diculties that we encounter in several variables.
Since the orthogonality is dened with respect to polynomials of dierent degrees,
certain results can be stated in terms of 1
d
0
, 1
d
1
, . . . , 1
d
n
, . . . rather than in terms of
a particular basis in each 1
d
n
. For such results, a degree of uniqueness is restored.
138 Yuan Xu
For example, this allows us to derive a proper analogy of the three-term relation
for orthogonal polynomials in several variables and proves a Favards theorem.
We adopt this point of view and discuss results of this nature in Section 2.
1.2. Example: orthogonal polynomials on the unit disc. Before we go on
with the general theory, let us consider an example of orthogonal polynomials
with respect to the weight function
W

(x, y) =
2 + 1
2
(1 x
2
y
2
)
1/2
, > 1/2, (x, y) B
2
,
on the unit disc B
2
= (x, y) : x
2
+ y
2
1. The weight function is normalized
so that its integral over B
2
is 1. Among all possible choices of orthogonal bases
for 1
d
n
, we are interested in those for which fairly explicit formulae exist. Several
families of such bases are given below.
For polynomials of two variables, the monomials of degree n can be ordered by
x
n
, x
n1
y, . . . , xy
n1
, y
n
. Instead of using the notation P

, [[ = [
1
+
2
[ = n,
to denote a basis for 1
2
n
, we sometimes use the notation P
n
k
with k = 0, 1, . . . , n.
The orthonormal bases given below are in terms of the classical Jacobi and Gegen-
bauer polynomials. The Jacobi polynomials are denoted by P
(a,b)
n
, which are or-
thogonal polynomials with respect to (1 x)
a
(1 +x)
b
on [1, 1] and normalized
by P
(a,b)
n
(1) =
_
n+a
n
_
, and the Gegenbauer polynomials are denoted by C

n
, which
are orthogonal with respect to (1 x
2
)
1/2
on [1, 1], and
C

n
(x) = ((2)
n
/( + 1/2)
n
)P
(1/2,1/2)
n
(x),
where (c)
n
= c(c + 1) . . . (c +n 1) is the Pochhammer symbol.
1.2.1. First orthonormal basis. Consider the family
P
n
k
(x, y) = h
k,n
C
k++
1
2
nk
(x)(1 x
2
)
k
2
C

k
_
y

1 x
2
_
, 0 k n,
where h
k,n
are the normalization constants.
Since C

k
(x) is an even function if k is even and is an odd function if k is odd,
P
n
k
are indeed polynomials in
2
n
. The orthogonality of these polynomials can be
veried using the formula
_
B
2
f(x, y)dxdy =
_
1
1
_

1x
2

1x
2
f(x, y)dxdy
=
_
1
1
_
1
1
f(x,

1 x
2
t)

1 x
2
dxdt.
Orthogonal polynomials of several variables 139
1.2.2. Second orthonormal basis. Using polar coordinates x = r cos , y = r sin ,
we dene
h
n
j,1
P
(
1
2
,n2j+
d2
2
)
j
(2r
2
1)r
n2j
cos(n 2j), 0 2j n,
h
n
j,2
P
(
1
2
,n2j+
d2
2
)
j
(2r
2
1)r
n2j
sin(n 2j), 0 2j n 1,
where h
n
j,i
are the normalization constants.
For each n these give exactly n+1 polynomials. That they are indeed polynomials
in (x, y) of degree n can be veried using the relations r = |x|,
cos m = T
m
(x/|x|), and sin m/ sin = U
m1
(x/|x|),
where T
m
and U
m
are the Chebyshev polynomials of the rst and the second
kind. The orthogonality of these polynomials can be veried using the formula
_
B
2
f(x, y)dxdy =
_
1
0
_
2
0
f(r cos , r sin )d r dr.
1.2.3. An orthogonal basis. A third set is given by
P
n
k
(x, y) = C
+1/2
n
_
x cos
k
n + 1
+y sin
k
n + 1
_
, 0 k n.
In particular, if = 1/2, then the polynomials
P
n
k
(x, y) =
1

U
n
_
x cos
k
n + 1
+y sin
k
n + 1
_
, 0 k n,
form an orthonormal basis with respect to the Lebesgue measure on B
2
. The
case = 1/2 rst appeared in [22] in connection with a problem in computer
tomography.
1.2.4. Appells monomial and biorthogonal bases. The polynomials in these bases
are denoted by V
n
k
and U
n
k
for 0 k n (cf. [2]). The polynomials V
n
k
are dened
by the generating function
(1 2(b
1
x +b
2
y) +|b|
2
)
1/2
=

n=0
n

k=0
b
k
1
b
nk
2
V
n
k
(x, y), b = (b
1
, b
2
),
and they are called the monomial orthogonal polynomials since
V
n
k
(x, y) = x
k
y
nk
+q(x, y),
where q
2
n1
. The polynomials U
n
k
are dened by
U
n
k
(x, y) = (1 x
2
y
2
)
+
1
2

k
x
k

nk
y
nk
(1 x
2
y
2
)
n+1/2
.
140 Yuan Xu
Both V
n
k
and U
n
k
belong to 1
2
n
, and they are biorthogonal in the sense that
_
B
2
V
n
k
(x, y)U
n
j
(x, y)W

(x, y) = 0, k ,= j.
The orthogonality follows from a straightforward computation of integration by
parts.
1.3. Orthogonal polynomials for classical type weight functions. In the
ideal situation, one would like to have fairly explicit formulae for orthogonal poly-
nomials and their various structural constants (such as L
2
-norm). The classical
orthogonal polynomials of one variable are good examples. These polynomials
include the Hermite polynomials H
n
(t) associated with the weight function e
t
2
on R, the Laguerre polynomials L
a
n
(t) associated with t
a
e
t
on R
+
= [0, ), and
the Jacobi polynomials P
(a,b)
n
(t) associated with (1 t)
a
(1 + t)
b
on [1, 1]. Up
to an ane linear transformation, they are the only families of orthogonal poly-
nomials (with respect to a positive measure) that are eigenfunctions of a second
order dierential operator.
One obvious extension to several variables is using tensor product. For 1 j d
let w
j
be the weight function on the interval I
j
R and denote by p
n,j
orthogonal
polynomials of degree n with respect to w
j
. Then for the product weight function
W(x) = w
1
(x
1
) . . . w
d
(x
d
), x I
1
. . . I
d
,
the product polynomials P

(x) =

d
j=1
p

j
,j
(x
j
) are orthogonal with respect to
W. Hence, as extensions of the classical orthogonal polynomials, we can have
product Hermite polynomials associated with
W
H
(x) = e
x
2
, x R
d
,
product Laguerre polynomials associated with
W
L

(x) = x

e
|x|
, x R
d
+
,
i
> 1,
the product Jacobi polynomials associated with
W
a,b
(x) =
d

i=1
(1 x
i
)
a
i
(1 +x
i
)
b
i
, x [1, 1]
d
, a
i
, b
i
> 1,
as well as the mixed product of these polynomials. Throughout this lecture, the
notation |x| stands for the Euclidean norm and [x[ stands for the
1
-norm of
x R
d
. The product basis in this case is also the monomial basis. There are
other interesting orthogonal bases; for example, for the product Hermite weight
function, another orthonormal basis can be given in polar coordinates.
More interesting, however, are extensions that are not of product type. The
geometry of R
d
is rich, i.e., there are other attractive regular domains; the unit
ball B
d
= x : |x| 1 and the simplex T
d
= x R
d
: x
1
0, . . . , x
d

Orthogonal polynomials of several variables 141
0, 1 [x[ 0 are two examples. There are orthogonal polynomials on B
d
and
on T
d
for which explicit formulae exist, and their study goes back at least as far
as Hermite (cf. [2] and [11, Vol. 2, Chapt. 12]). The weight functions are
W
B

(x) = (1 |x|
2
)
1/2
, x B
d
, > 1/2,
and
W
T

(x) =
d

i=1
[x
i
[

i
1/2
(1 [x[)

d+1
1/2
, x T
d
,
i
> 1/2.
In both cases, there are explicit orthonormal bases that can be given in terms
of Jacobi polynomials. In Section 4 and 5 we discuss these two cases and their
extensions.
There is no general agreement on what should be called classical orthogonal poly-
nomials of several variables. For d = 2 Krall and Sheer [18] gave a classica-
tion of orthogonal polynomials that are eigenfunctions of a second order partial
dierential operator, which shows that only ve such families are orthogonal
with respect to a positive measure: product Hermite, product Laguerre, product
Hermite-Laguerre, orthogonal polynomials with respect to W
B

on the disc and


with respect to W
T

on the triangle T
2
. Clearly these families should be called
classical, but perhaps equally entitled are product Jacobi polynomials and a score
of others.
1.4. Harmonic and h-harmonic polynomials. Another classical example of
orthogonal polynomials of several variables is the spherical harmonics. The
Laplace operator on R
d
is dened by
=
2
1
+ +
2
d
,
where
i
= /x
i
. Harmonic polynomials are polynomials that satisfy P = 0,
and spherical harmonics are the restriction of homogeneous harmonic polynomials
on the sphere S
d1
. Let H
d
n
be the set of homogeneous harmonic polynomials of
degree n; H
d
n
= T
d
n
ker . It is known that
P H
d
n
if and only if
_
S
d1
PQd = 0, Q
d
, deg Q < n,
where d is the surface measure of S
d1
. An orthonormal basis for spherical
harmonics can also be given in terms of Jacobi polynomials. The fact that the
Lebesgue measure d is invariant under the orthogonal group O(d) plays an
important role in the theory of spherical harmonics.
An important extension of harmonic polynomials are the h-harmonics introduced
by Dunkl [7], in which the role of the rotation group is replaced by a reection
group. The h-harmonics are homogeneous polynomials that satisfy
h
P = 0,
142 Yuan Xu
where
h
is a second order dierential-dierence operator. This h-Laplacian can
be decomposed as

h
= T
2
1
+. . . +T
2
d
,
where T
i
are the rst order dierential-dierence operators (Dunkls operators)
which commute, that is, T
i
T
j
= T
j
T
i
. The h-harmonics are orthogonal with
respect to h
2
d where h is a weight function invariant under the underlying
reection group. Examples include h(x) =

d
i=1
[x
i
[

i
invariant under Z
d
2
and
h(x) =

i<j
[x
i
x
j
[

invariant under the symmetric group.


It turns out that there is a close relation between orthogonal polynomials on the
sphere and those on the simplex and the ball. The classical examples of orthog-
onal polynomials on these two domains can be derived from the corresponding
results for h-harmonics associated to the product weight function

d
i=1
[x
i
[

i
. We
discuss h-harmonics in Section 3, giving special emphasis to the case of prod-
uct weight function since it can be developed without prerequisites of reection
groups.
1.5. Fourier orthogonal expansion. Let be a positive measure with nite
moments such that the space of polynomials is dense in L
2
(d). Let P

be a
sequence of orthonormal polynomials with respect to d. Then the standard
Hilbert space theory shows that every f L
2
(d) can be expanded in terms of
P

as
f(x) =

N
d
0
a

(f)P

(x) with a

(f) =
_
R
d
f(x)P

(x)d(x). (1.2)
This is the Fourier orthogonal expansion. Just as the case of the classical Fourier
series, the expansion does not hold pointwisely in general if f is merely a contin-
uous function. We dene the n-th partial sum of the expansion by
S
n
(f; x) :=
n

k=0

||=k
a

(f)P

(x) =
_
R
d
f(y)K
n
(x, y)d(y),
where the rst equation is the denition and the second equation follows from
the formula for a

(f), where
K
n
(x, y) =
n

k=0
P
k
(x, y) with P
k
(x, y) =

||=k
P

(x)P

(y);
the function K
n
(x, y) is the reproducing kernel of the space
d
n
in the sense that
_
K
n
(x, y)P(y)d(y) = P(x) for all P
d
n
, and the function P
n
(x, y) is the
reproducing kernel of the space 1
d
n
. In particular, the denition of the kernels
and thus S
n
(f) are independent of the choices of particular orthonormal bases.
As an application, we discuss the convergence of Fourier orthogonal expansions
for the classical type weight functions in Section 7.
Orthogonal polynomials of several variables 143
1.6. Literature. The main early references of orthogonal polynomials of several
variables are Appell and de Feriet [2], and Chapter 12 of Erdelyi et. al. [11],
as well as the inuential survey of Koornwinder on orthogonal polynomials of
two variables [15]. There is also a more recent book of Suetin [30] on orthogonal
polynomials of two variables, which is in the spirit of the above references. We
follow the presentation in the recent book of Dunkl and Xu [10]. However, our
main development for orthogonal polynomials with respect to the classical type
weight functions follows a line that does not require background in reection
groups, and we also include some more recent results. We will not give references
to every single result in the main body of the text; the main references and the
historical notes will appear at the end of the lecture notes.
2. General properties
By general properties we mean those properties that hold for orthogonal polyno-
mials associated with weight functions that satisfy some mild conditions but are
not any more specic.
2.1. Three-term relations. For orthogonal polynomials of one variable, one
important property is the three-term relation, which states that every system
of orthogonal polynomials p
n

n=0
with respect to a positive measure satises a
three-term relation
xp
n
(x) = a
n
p
n+1
(x) +b
n
p
n
(x) +c
n
p
n1
(x), n 0, (2.1)
where p
1
(x) = 0 by denition, a
n
, b
n
, c
n
R and a
n
c
n+1
> 0; if p
n
are orthonor-
mal polynomials, then c
n
= a
n1
. Furthermore, Favards theorem states that
every sequence of polynomials that satises such a relation must be orthogonal.
Let P

: N
d
0
be a sequence of orthogonal polynomials in d variables and
assume that P

: [[ = n is a basis of 1
d
n
. The orthogonality clearly implies
that x
i
P

(x) is orthogonal to all polynomials of degree at most n 2 and at


least n + 2, so that it can be written as a linear combination of orthogonal
polynomials of degree n 1, n, n + 1, although there are many terms for each of
these three degrees. Clearly this can be viewed as a three-term relation in terms
of 1
d
n1
, 1
d
n
, 1
d
n+1
. This suggests to introduce the following vector notation:
P
n
(x) = (P
n

(x))
||=n
= (P

(1) (x), . . . , P

(r
d
n
)
(x))
T
= G
n
x
n
+. . . ,
where
(1)
, . . . ,
(rn)
is the arrangement of elements in N
d
0
: [[ = n
according to the lexicographical order (or any other xed order), and x
n
=
(x

(1)
, . . . , x

(r
d
n
)
)
T
is the vector of the monomials of degree n; the matrix G
n
of size r
d
n
r
d
n
is called the leading coecient of P
n
, and it is invertible. We note
that if S is a nonsingular matrix of size [[, then the components of SP
n
are also
a basis for 1
d
n
. In terms of P
n
, we have the three-term relation:
144 Yuan Xu
Theorem 2.1. Let P

be orthogonal polynomials. For n 0, there exist unique


matrices A
n,i
: r
d
n
r
d
n+1
, B
n,i
: r
d
n
r
d
n
, and C
T
n,i
: r
d
n
r
d
n1
, such that
x
i
P
n
= A
n,i
P
n+1
+B
n,i
P
n
+C
n,i
P
n1
, 1 i d, (2.2)
where we dene P
1
= 0 and C
1,i
= 0. If P

are orthonormal polynomials, then


C
n,i
= A
T
n1,i
.
Proof. Looking at the components, the three-term relation is evident. The co-
ecient matrices satisfy A
n,i
H
n+1
=
_
x
i
P
n
P
T
n+1
d, B
n,i
H
n
=
_
x
i
P
n
P
T
n
d, and
A
n,i
H
n+1
= H
n
C
T
n+1,i
, where H
n
=
_
P
n
P
T
n
d is an invertible matrix. Hence the
coecient matrices are unique. If P

are orthonormal, then H


n
is an identity
matrix and C
n,i
= A
T
n1,i
.
For orthonormal polynomials, A
n,i
=
_
x
i
P
n
P
T
n+1
d and B
n,i
=
_
x
i
P
n
P
T
n
d,
which can be used to compute the coecient matrices.
Example. For the rst orthonormal basis on the unit disc in the previous section,
we have
B
n,1
= B
n,2
= 0, A
n,1
=
_

_
a
0,n
_ 0
a
1,n
0
.
.
.
.
.
.
_ a
n,n
0
_

_
,
and
A
n,2
=
_

_
e
0,n
d
0,n
_ 0
c
1,n
e
1,n
d
1,n
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
c
n1,n
d
n1,n
0
_ c
n,n
e
n,n
d
n,n
_

_
,
where the coecients can all be computed explicitly.
For d = 1 the relation reduces to the classical three-term relation. Moreover, let
A
n
= (A
T
n,1
[ . . . [A
T
n,d
)
T
denote the joint matrix of A
n,1
, . . . , A
n,d
, then the following
is an analog of the condition a
n
c
n+1
> 0:
Theorem 2.2. For n 0 and 1 i d, rank A
n,i
= rank C
n+1,i
= r
d
n
. Moreover,
for the joint matrix A
n
of A
n,i
and the joint matrix C
T
n
of C
T
n,i
,
rank A
n
= r
d
n+1
and rank C
T
n+1
= r
d
n+1
.
Proof. Comparing the leading coecients of the both sides of (2.2) shows that
A
n,i
G
n+1
= G
n
L
n,i
, where L
n,i
is the transformation matrix dened by L
n,i
x
n+1
=
x
i
x
n
, which implies that rank L
n,i
= r
d
n
. Hence, rank A
n,i
= r
d
n
as G
n
is in-
vertible. Furthermore, let L
n
be the joint matrix of L
n,1
, . . . , L
n,d
. Then the
Orthogonal polynomials of several variables 145
components of L
n
x
n+1
contain every x

, [[ = n + 1. Hence L
n
has full rank,
rank L
n
= r
d
n+1
. Furthermore, A
n
G
n+1
= diagG
n
, . . . , G
n
L
n
from which follows
that rank A
n
= r
d
n+1
. The statement on C
T
n,i
and C
T
n
follows from the relation
A
n,i
H
n+1
= H
n
C
T
n+1,i
.
Just as in the one variable case, the three-term relation and the rank conditions of
the coecients characterize the orthogonality. A linear functional L is said to be
positive denite if L(p
2
) > 0 for all nonzero polynomials p
d
n
. The following is
the analog of Favards theorem, which we only state for the case of C
n,i
= A
T
n1,i
and P

orthonormal.
Theorem 2.3. Let P
n

n=0
= P
n

: [[ = n, n N
0
, P
0
= 1, be an arbitrary
sequence in
d
. Then the following statements are equivalent.
(1). There exists a linear function L which denes a positive denite linear
functional on
d
and which makes P
n

n=0
an orthogonal basis in
d
.
(2). For n 0, 1 i d, there exist matrices A
n,i
and B
n,i
such that
(a) the polynomials P
n
satisfy the three-term relation (2.2) with C
n,i
= A
T
n1,i
,
(b) the matrices in the relation satisfy the rank condition in Theorem 2.2.
The proof follows roughly the line that one uses to prove Favards theorem of
one variable. The orthogonality in the theorem is given with respect to a positive
denite linear functional. Further conditions are needed in order to show that the
linear functional is given by a nonnegative Borel measure with nite moments.
For example, if Lf =
_
fd for a measure with compact support in (1) of
Theorem 2.3, then the theorem holds with one more condition
sup
k0
|A
k,i
|
2
< and sup
k0
|B
k,i
|
2
< , 1 i d
in (2). The known proof of such rened results uses the spectral theory of self-
adjoint operators.
Although Favards theorem shows that the three-term relation characterizes or-
thogonality, it should be pointed out that the relation is not as strong as in the
case of one variable. In one variable, the coecients of the three-term relation
(2.1) can be any real numbers satisfying a
n
> 0 (in the case of orthonormal
polynomials c
n
= a
n1
). In several variables, however, the coecients of the
three-term relations have to satisfy additional conditions.
146 Yuan Xu
Theorem 2.4. The coecients of the three-term relation of a sequence of or-
thonormal polynomials satisfy
A
k,i
A
k+1,j
= A
k,j
A
k+1,i
,
A
k,i
B
k+1,j
+B
k,i
A
k,j
= B
k,j
A
k,i
+A
k,j
B
k+1,i
,
A
T
k1,i
A
k1,j
+B
k,i
B
k,j
+A
k,i
A
T
k,j
= A
T
k1,j
A
k1,i
+B
k,j
B
k,i
+A
k,j
A
T
k,i
,
for i ,= j, 1 i, j d, and k 0, where A
1,i
= 0.
Proof. The relations are obtained from computing the matrices L(x
i
x
j
P
k
P
T
k+2
),
L(x
i
x
j
P
k
P
T
k
), and L(x
i
x
j
P
k
P
T
k+1
) in two dierent ways, using the three-term re-
lation (2.2) to replace x
i
P
n
and x
j
P
n
, respectively.
These equations are called the commuting conditions. Since they are necessary
for polynomials to be orthogonal, we cannot choose arbitrary matrices to gen-
erate a family of polynomials satisfying the three-term relation and hope to get
orthogonal polynomials.
As an application, let us mention that the three-term relation implies a Christoel-
Darboux formula. Recall that reproducing kernel K
n
(x, y) is dened in Section
1.5.
Theorem 2.5. (The Christoel-Darboux formula) For n 0,
K
n
(x, y) =
_
A
n,i
P
n+1
(x)

T
P
n
(y) P
T
n
(x)A
n,i
P
n+1
(y)
x
i
y
i
, 1 i d,
for x ,= y and
K
n
(x, x) = P
T
n
(x)A
n,i

i
P
n+1
(x) [A
n,i
P
n+1
(x)]
T
P
n
(x).
The proof follows just as in the case of one variable. Note, that the right hand
side depends on i, but the left hand side is independent of i.
2.2. Common zeros of orthogonal polynomials. If p
n
is a sequence of
orthogonal polynomials of one variable, then all zeros of p
n
are real and distinct,
and these zeros are the eigenvalues of the truncated Jacobi matrix J
n
.
J
n
=
_

_
b
0
a
0
_
a
0
b
1
a
1
.
.
.
.
.
.
.
.
.
a
n2
b
n1
a
n1
_ a
n1
b
n
_

_
,
where a
n
and b
n
are coecients of the three-term relation satised by the or-
thonormal polynomials. This fact has important applications in a number of
problems.
Orthogonal polynomials of several variables 147
The zero set for a polynomial in several variables can be a point, a curve, and
an algebraic variety in general a dicult object to study. However, using the
three-term relation, it is possible to study the common zeros of P
n
(x); that is, the
common zeros of all P

, [[ = n. Note, that this means the common zeros of all


polynomials in 1
d
n
, which are independent of the choice of the bases. Throughout
this subsection we assume that P

is a sequence of orthonormal polynomials


with respect to a positive measure .
Using the coecient matrices of the three-term relation (2.2), we dene the trun-
cated block Jacobi matrices J
n,i
as follows:
J
n,i
=
_

_
B
0,i
A
0,i
_
A
T
0,i
B
1,i
A
1,i
.
.
.
.
.
.
.
.
.
A
T
n3,i
B
n2,i
A
n2,i
_ A
T
n2,i
B
n1,i
_

_
, 1 i d.
Then J
n,i
is a square matrix of size N N with N = dim
d
n1
. We say that
= (
1
, . . . ,
d
)
T
R
d
is a joint eigenvalue of J
n,1
, . . . , J
n,d
, if there is a ,= 0,
R
N
, such that J
n,i
=
i
for i = 1, . . . , d; the vector is called a joint
eigenvector associated to .
Theorem 2.6. A point = (
1
, . . . ,
d
)
T
R
d
is a common zero of P
n
if and
only if it is a joint eigenvalue of J
n,1
, . . . , J
n,d
; moreover, a joint eigenvector of
is (P
T
0
(), . . . , P
T
n1
())
T
.
Proof. If P
n
() = 0, then the three-term relation for P
k
, 0 k n 1, is
the same as J
n,i
=
i
with = (P
T
0
(), . . . , P
T
n1
())
T
. On the other hand,
suppose = (
1
, . . . ,
d
) is an eigenvalue of J
n,1
, . . . , J
n,d
with a joint eigenvector
= (x
T
0
, . . . , x
T
n1
)
T
, x
j
R
r
d
j
. Let us dene x
n
= 0. Then J
n,i
=
i
implies
that x
k

n
k=0
satises the same (rst n1 equations of the) three-term relation as
P
k
()
n
k=0
does. The rank condition on A
n,i
shows inductively that x
0
,= 0 unless
is zero. But ,= 0 as an eigenvector and we can assume that x
0
= 1 = P
0
. Then
y
k

n
k=0
with y
k
= x
k
P
k
satises the same three-term relation. But y
0
= 0,
it follows from the rank condition that y
k
= 0 for all 1 k n. In particular,
y
n
= P
n
() = 0.
The main properties of the common zeros of P
n
are as follows:
Corollary 2.1. All common zeros of P
n
are real distinct points and they are
simple. The polynomials in P
n
have at most N = dim
d
n1
common zeros and
P
n
has N zeros if and only if
A
n1,i
A
T
n1,j
= A
n1,j
A
T
n1,i
, 1 i, j d. (2.3)
148 Yuan Xu
Proof. Since the matrices J
n,i
are symmetric, the joint eigenvalues are real. If x
is a common zero, then the Christoel-Darboux formula shows that
P
T
n
(x)A
n,i

i
P
n+1
(x) = K
n
(x, x) > 0,
so that at least one of the partial derivatives of P
n
is not zero at x; that is, the
common zero is simple. Since J
n,i
is an NN square matrix, there are at most N
eigenvalues, and P
n
has at most N common zeros. Moreover, P
n
has N distinct
zeros if and only if J
n,1
, . . . , J
n,d
can be simultaneously diagonalized, which holds
if and only if J
n,1
, . . . , J
n,d
commute,
J
n,i
J
n,j
= J
n,j
J
n,i
, 1 i, j d.
From the denition of J
n,i
and the commuting conditions in Theorem 2.4, the
above equation is equivalent to the condition
A
T
n2,i
A
n2,j
+B
n1,i
B
n1,j
= A
T
n2,j
A
n2,i
+B
n1,j
B
n1,i
.
The third equation of the commuting condition leads to the desired result.
The zeros of orthogonal polynomials of one variable are nodes of the Gaussian
quadrature formula. A similar result can be stated in several variables for the
common zeros of P
n
. However, it turns out that the condition (2.3) holds rarely;
for example, it does not hold for those weight functions that are centrally sym-
metric (the support set of W is symmetric with respect to the origin and
W(x) = W(x) for all x in ). Consequently, P
n
does not have N common
zeros in general and the straightforward generalization of Gaussian quadrature
usually does not exist. The relation between common zeros of orthogonal poly-
nomials and quadrature formulae in several variables is quite complicated. One
needs to study common zeros of subsets of (quasi-)orthogonal polynomials, and
the main problem is to characterize or identify subsets that have a large number
of common zeros. In the language of polynomial ideals and varieties, the prob-
lem essentially comes down to characterize or identify those polynomial ideals
generated by (quasi)-orthogonal polynomials whose varieties are large subsets of
points, and the size of the variety should equal to the codimension of the ideal.
Although some progress has been made in this area, the problem remains open
for the most part.
3. h-harmonics and orthogonal polynomials on the sphere
After the rst subsection on the relation between orthogonal polynomials on the
sphere and those on the ball, we discuss h-harmonics in two steps. The main
eort is in a long subsection devoted to the case of the product weight function,
which can be developed without any background in reection groups, and it is
this case that oers most explicit formulae. The theory of h-harmonics associated
to general reection groups is summarized in the third subsection.
Orthogonal polynomials of several variables 149
3.1. Orthogonal polynomials on the unit ball and on the unit sphere.
If a measure is supported on the unit sphere S
d1
= x R
d
: |x| = 1 of R
d
,
then the integrals of the positive polynomials (1 |x|
2
)
2n
over S
d1
are zero, so
that the general properties of orthogonal polynomials in the previous section no
longer hold. There is, however, a close relation between orthogonal structure on
the sphere and that on the ball, which can be used to study the general properties
for orthogonal polynomials on the sphere.
As a motivating example, recall that in polar coordinates y
1
= r cos and y
2
=
r sin , the spherical harmonics of degree n on S
1
are given by
Y
(1)
n
(y) = r
n
cos n = r
n
T
n
(y
1
/r), Y
(2)
n
(y) = r
n
sin n = r
n
y
2
U
n1
(y
1
/r),
where T
n
and U
n
are the Chebyshev polynomials, which are orthogonal with
respect to 1/

1 x
2
and

1 x
2
on B
1
= [1, 1], respectively. This relation
can be extended to higher dimension. In the following we work with S
d
instead
of S
d1
.
Let H be a weight function dened on R
d+1
and assume that H is nonzero
almost everywhere when restricted to S
d
, even with respect to y
d+1
, and centrally
symmetric with respect to the variables y

= (y
1
, . . . , y
d
); for example, H is even
in each of its variables, H(y) = W(y
2
1
, . . . , y
2
d+1
). Associated with H dene a
weight function W
B
H
on B
d
by
W
B
H
(x) = H(x,
_
1 |x|
2
), x B
d
. (3.1)
We use the notation 1
d
n
(W) to denote the space of orthogonal polynomials of
degree n with respect to W. Let P

and Q

denote systems of orthonormal


polynomials with respect to the weight functions
W
B
1
(x) = 2W
B
H
(x)/
_
1 |x|
2
and W
B
2
(x) = 2W
B
H
(x)
_
1 |x|
2
,
respectively. We adopt the following notation for polar coordinates: for y R
d+1
write y = (y
1
, . . . , y
d
, y
d+1
) = (y

, y
d+1
) and
y = r(x, x
d+1
), where r = |y|, (x, x
d+1
) S
d
.
For [[ = n and [[ = n 1 we dene the following polynomials
Y
(1)

(y) = r
n
P

(x) and Y
(2)

(y) = r
n
x
d+1
Q

(x), (3.2)
and dene Y
(2)
,0
(y) = 0. These are in fact homogeneous orthogonal polynomials
with respect to Hd on S
d
:
Theorem 3.1. Let H(x) = W(x
2
1
, . . . , x
2
d+1
) be dened as above. Then Y
(1)

and
Y
(2)

in (3.2) are homogeneous polynomials of degree [[ on R


d+1
and they satisfy
_
S
d
Y
(i)

(y)Y
(j)

(y)H(y)d
d
(y) =
,

i,j
, i, j = 1, 2.
150 Yuan Xu
Proof. Since both weight functions W
B
1
and W
B
2
are even in each of its variables,
it follows that P

and Q

are sums of monomials of even degree if [[ is even and


sums of monomials of odd degree if [[ is odd. This is used to show that Y
(i)

(y)
are homogeneous polynomials of degree n in y. Since Y
(1)

, when restricted to S
d
,
is independent of x
d+1
and Y
(2)

contains a single factor x


d+1
, it follows that Y
(1)

and Y
(2)

are orthogonal with respect to H d


d
on S
d
for any and . Since H
is even with respect to its last variable, the elementary formula
_
S
d
f(x)d
d
(x) = 2
_
B
d
f(x,
_
1 |x|
2
)dx/
_
1 |x|
2
shows that the orthogonality of Y
(i)

follows from that of the polynomials P

(for i = 1) or Q

(for i = 2), respectively.


Let us denote by H
d+1
n
(H) the space of homogeneous orthogonal polynomials of
degree n with respect to Hd on S
d
. Then the relation (3.2) denes a one-to-one
correspondence between an orthonormal basis of H
d+1
n
(H) and an orthonormal
basis of 1
d
n
(W
B
1
) x
d+1
1
d
n1
(W
B
2
). Therefore, we can derive certain properties
of orthogonal polynomials on the spheres from those on the balls. An immediate
consequence is
dimH
d+1
n
(H) =
_
n +d
d
_

_
n +d 2
d
_
= dimT
d+1
n
dimT
d+1
n2
.
Furthermore, we also have the following orthogonal decomposition:
Theorem 3.2. For each n N
0
and P P
d+1
n
, there is a unique decomposition
P(y) =
[n/2]

k=0
|y|
2k
P
n2k
(y), P
n2k
H
d+1
n2k
(H).
The classical example is the Lebesgue measure H(x) = 1 on the sphere, which
gives the ordinary spherical harmonics. We discuss a family of more general
weight functions in detail in the following section.
3.2. Orthogonal polynomials for the product weight functions. We con-
sider orthogonal polynomials in H
d+1
n
(h
2

) with h

being the product weight func-


tion
h

(x) =
d+1

i=1
[x
i
[

i
,
i
> 1, x R
d+1
.
Because of the previous subsection, we consider S
d
instead of S
d1
. The elements
of H
d+1
n
(h
2

) are called the h-harmonics, which is a special case of Dunkls h-


harmonics for reection groups. The function h

is invariant under the group


Z
d+1
2
, which simply means that it is invariant under the sign changes of each
Orthogonal polynomials of several variables 151
variable. We shall work with this case rst without referring to general reection
groups. An expository of the theory of h-harmonics is given in the next section.
3.2.1. An orthonormal basis. Since the weight function h

is of product type, an
orthonormal basis with respect to h
2

can be given using the spherical coordinates


x
1
= r cos
d
,
x
2
= r sin
d
cos
d1
,
. . .
x
d
= r sin
d
. . . sin
2
cos
1
,
x
d+1
= r sin
d
. . . sin
2
sin
1
,
with r 0, 0
1
< 2, 0
i
for i 2. In polar coordinates the surface
measure on S
d
is
d = (sin
d
)
d1
(sin
d1
)
d2
sin
2
d
d
d
d1
. . . d
1
.
Whenever we speak of orthonormal basis, we mean that the measure is normalized
to have integral 1. The normalization constant for h

is

d
_
S
d
h
2

(x)d(x) =
(
d+1
2
)

d
2
(
1
+
1
2
) . . . (
d+1
+
1
2
)
([[ +
d+1
2
)
,
where
1
d
=
_
S
d
d = 2
(d+1)/2
/((d + 1)/2). The orthonormal basis is given in
terms of the generalized Gegenbauer polynomials C
(,)
n
dened by
C
(,)
2n
(x) =
( +)
n
_
+
1
2
_
n
P
(1/2,1/2)
n
(2x
2
1),
C
(,)
2n+1
(x) =
( +)
n+1
_
+
1
2
_
n+1
xP
(1/2,+1/2)
n
(2x
2
1),
which are orthogonal with respect to the weight function [x[
2
(1 x
2
)
1/2
on
[1, 1]. It follows that C
(,0)
n
= C

n
, the usual Gegenbauer polynomial. Let

C
(,)
n
denote the corresponding orthonormal polynomial. For d = 1 and h

(x) =
[x
1
[

1
[x
2
[

2
an orthonormal basis for H
2
n
(h
2

) is given by
Y
1
n
(x) = r
n

C
(
2
,
1
)
n
(cos ), Y
2
n
(x) = r
n

1
+
2
+ 1

2
+
1
2
sin

C
(
2
+1,
1
)
n1
(cos ).
For d > 1, we use the following notation: associated to = (
1
, . . . ,
d+1
), dene

j
= (
j
, . . . ,
d+1
), 1 j d + 1.
Since
d+1
consists of only the last element of , write
d+1
=
d+1
. Similarly
dene
j
for N
d
0
.
152 Yuan Xu
Theorem 3.3. Let d 1. In spherical coordinates an orthonormal basis of
H
d+1
n
(h
2

) is given by
Y
n,i

(x) = [A
n

]
1
r
n
d1

j=1
_

C
(a
j
,
j
)

j
(cos
dj+1
)(sin
dj+1
)
|
j+1
|
_
Y
i

d
(cos
1
, sin
1
),
where N
d+1
0
, [[ = n, a
j
= [
j+1
[ + [
j+1
[ +
dj
2
, Y
i

d
with i = 1, 2 are
two-dimensional h-harmonics with parameters (
d1
,
d
) and
[A
n

]
2
=
1
_
[[ +
d+1
2
_
n
d

j=1
_
[
j+1
[ +[
j
[ +
d j + 2
2
_

j
.
This can be veried by straightforward computation, using the integral
_
S
d
f(x)d
d
(x) =
_

0
_
S
d1
f(cos , sin x

)d
d1
(x

) sin
d1
d
inductively and the orthogonality of C
(,)
n
.
3.2.2. h-harmonics. There is another way of describing the space H
d+1
n
(h
2

) using
a second order dierential-dierence operator that plays the role of the Laplace
operator for the ordinary harmonics. For
i
0, dene Dunkls operators T
j
by
T
j
f(x) =
j
f(x) +
j
f(x) f(x
1
, . . . , x
j
, . . . , x
d+1
)
x
j
, 1 j d + 1.
It is easy to see that these rst order dierential-dierence operators map T
d
n
into
T
d
n1
. A remarkable fact is that these operators commute, which can be veried
by an easy computation.
Theorem 3.4. The operators T
i
commute: T
i
T
j
= T
j
T
i
, 1 i, j d + 1.
Proof. Let x
j
= (x
1
, . . . , x
j
, . . . , x
d+1
). A simple computation shows that
T
i
T
j
f(x) =
i

j
f(x) +

i
x
i
(
j
f(x)
j
f(x
j
)) +

j
x
j
(
i
f(x)
i
f(x
i
))
+

i

j
x
i
x
j
(f(x) f(x
j
) f(x
i
) f(x
j

i
)),
from which T
i
T
j
= T
j
T
i
is evident.
The operator T
i
plays the role of
i
. The h-Laplacian is dened by

h
= T
2
1
+ +T
2
d+1
.
Orthogonal polynomials of several variables 153
Its a second order dierential-dierence operator. If all
i
= 0 then
h
becomes
the classical Laplacian . A quick computation shows that

h
f(x) = f(x) + 2
d+1

j=1

j
x
j

j
f(x)
d+1

j=1

j
f(x) f(x
1
, . . . , x
j
, . . . , x
d
)
x
2
j
.
Let us write
h
= L
h
+ D
h
, where L
h
is the dierential part and D
h
is the
dierence part of the above equation. The following theorem shows that h-
harmonics are homogeneous polynomials P satisfying
h
P = 0.
Theorem 3.5. Suppose f and g are homogeneous polynomials of dierent degrees
satisfying
h
f = 0 and
h
g = 0, then
_
S
d
f(x)g(x)h
2

(x)d = 0.
Proof. Assume
i
1 and use analytic continuation to extend the range of
validity to 0. The following formula can be proved using Greens identity:
_
S
d
f
n
gh
2

d =
_
B
d+1
(gL
h
f +f, g))h
2

dx,
where f/n denotes the normal derivative of f. If f is homogeneous, then
Eulers equation shows that f/n = (deg f)f. Hence,
(deg f deg g)
_
S
d
fgh
2

d =
_
B
d+1
(gL
h
f fL
h
g)h
2

dx
=
_
B
d+1
(gD
h
f fD
h
g)h
2

dx = 0,
since the explicit formula of D
h
shows that it is a symmetric operator.
There is a linear operator V

, called the intertwining operator, which acts between


ordinary harmonics and h-harmonics. It is dened by the properties
T
i
V

= V

i
, V 1 = 1, V T
n
T
n
.
It follows that
h
V

= V

so that if P is an ordinary harmonic polynomial,


then V

P is an h-harmonic. In the case Z


d+1
2
, V

is given by an integral operator:


Theorem 3.6. For
i
0,
V

f(x) =
_
[1,1]
d+1
f(x
1
t
1
, . . . , x
d+1
t
d+1
)
d+1

i=1
c

i
(1 +t
i
)(1 t
2
i
)

i
1
dt,
where c

= ( + 1/2)/(

()) and if any one of


i
= 0, the formula holds
under the limit
lim
0
c

_
1
1
f(t)(1 t
2
)
1
d(t) = [f(1) +f(1)]/2.
154 Yuan Xu
Proof. Denote the dierence part of T
i
as

T
i
so that T
i
=
i
+

T
i
. Clearly,

j
V

f(x) =
_
[1,1]
d+1

j
f(x
1
t
1
, . . . , x
d+1
t
d+1
)t
j
d+1

i=1
c

i
(1 +t
i
)(1 t
2
i
)

i
1
dt.
Taking into account the parity of the integrand, an integration by parts shows

T
j
V

f(x) =
_
[1,1]
d+1

j
f(x
1
t
1
, . . . , x
d+1
t
d+1
)(1 t
j
)
d+1

i=1
c

i
(1 +t
i
)(1 t
2
i
)

i
1
dt.
Adding the last two equations gives T
i
V

= V

i
.
As one important application, a compact formula of the reproducing kernel can be
given in terms of V

. The reproducing kernel P


n
(h
2

; x, y) of H
d+1
n
(h
2

) is dened
uniquely by the property
_
S
d
P
n
(h
2

; x, y)Q(y)h
2

(y)d(y) = Q(x), Q H
d+1
n
(h
2

).
If Y

is an orthonormal basis of H
d+1
n
(h
2

), then P
n
(h
2

; x, y) =

(x)Y

(y).
Theorem 3.7. For
i
0, and |y| |x| = 1,
P
n
(h
2

; x, y) =
n +[[ +
d1
2
[[ +
d1
2
V

_
C
||+
d1
2
n
__
,
y
|y|
___
(x)|y|
n
.
Proof. Let K
n
(x, y) = V
(x)

(x, y)
n
)/n!. Using the dening property of V

,
it is easy to see that K
n
(x, T
(y)
)f(y) = f(x) for f T
d+1
n
. Fixing y let
p(x) = K
n
(x, y); then P
n
(h
2

; x, y) = 2
n
([[ + d/2)
n
proj
n
p(x), where proj
n
is
the projection operator from T
d+1
n
onto H
d+1
n
(h
2

). The projection operator can


be computed explicitly, which gives
P
n
(h
2

; x, y) =

0jn/2
_

+
d
2
_
n
2
n2j
_
2 n

d/2)
j
j!
|x|
2j
|y|
2j
K
n2j
(x, y).
When |x| = 1, we can write the right hand side as V

(L
n
(, y/|y|)))(x), where
the polynomial L
n
is a constant multiple of the Gegenbauer polynomial.
For the classical harmonics ( = 0), these are the so-called zonal harmonics,
P
n
(x, y) =
n +
d1
2
d1
2
C
d1
2
n
(x, y)), x, y S
d
.
As one more application of the intertwining operator, we mention an analogue of
the Funk-Hecke formula for ordinary harmonics. Denote by w

the normalized
weight function
w

(t) =
( + 1)

( + 1/2)
(1 t
2
)
1/2
, t [1, 1],
Orthogonal polynomials of several variables 155
whose corresponding orthogonal polynomials are the Gegenbauer polynomials.
Theorem 3.8. Let f be a continuous function on [1, 1]. Let Y
h
n
H
d
n
(h
2

).
Then
_
S
d
V

f(x, ))(y)Y
h
n
(y)h
2

(y)d(y) =
n
(f)Y
h
n
(x), x S
d
,
where
n
(f) is a constant dened by

n
(f) =
1
C
||+(d1)/2
n
(1)
_
1
1
f(t)C
||+
d1
2
n
(t)w
||+(d1)/2
(t)dt.
The case = 0 is the classical Funk-Hecke formula.
3.2.3. Monomial basis. Another interesting orthogonal basis of H
d+1
n
(h
2

) can be
given explicitly. Let V

be the intertwining operator.


Denition 3.1. Let P

be polynomials dened by
V

_
(1 2b, ) +|b|
2
)
||
d1
2
_
(x) =

N
d+1
0
b

(x), b R
d+1
.
The polynomials P

are indeed homogeneous polynomials and they can be given


explicitly in terms of the Lauricella function of type B which is dened by
F
B
(, ; c; x) =

()

()

(c)
||
!
x

, , N
d+1
0
, c R,
where the summation is taken over N
d+1
0
. For N
d+1
0
, let [/2] denote
the multi-index whose elements are [
i
/2] where [a] denotes the integer part of
a. The notation ()

abbreviates the product (


0
)

0
(
d+1
)

d+1
.
Theorem 3.9. For N
d+1
0
,
P

(x) =
2
||
([[ +
d1
2
)

!
(
1
2
)
[
+1
2
]
( +
1
2
)
[
+1
2
]
Y

(x),
where Y

are given by
Y

(x) = x

F
B
_
+
_
+1
2
_
,
_
+1
2
_
+
1
2
; [[ [[
d3
2
;
1
x
2
1
, . . . ,
1
x
2
d+1
_
.
Proof. Let = [[ +
d1
2
. The multinomial and binomial formulae show that
(1 2b, x) +|b|
2
)

2
||

()
||||
( +)

( )!!
2
2||
x
2
.
156 Yuan Xu
Applying the intertwining operator and using the formula
V

x
2
=
(
1
2
)
[
+1
2
]
( +
1
2
)
[
+1
2
]
_

_
+1
2
_
+
1
2
_

_
+1
2
_
+
1
2
_

x
2
completes the proof.
Since (a)
k
= 0 if a < k, Y

(x) is a homogeneous polynomial of degree [[. Fur-


thermore, when restricted to S
d
, Y

(x) = x

+ lower order terms. The following


theorem says that we can call Y

monomial orthogonal polynomials.


Theorem 3.10. For N
d+1
0
, Y

are elements of H
d+1
||
(h
2

).
Proof. We show that Y

are orthogonal to x

for N
d+1
0
and [[ n 1.
If one of the components of is odd, then the orthogonality follows from
changing sign of that component in the integral. Hence, we can assume that
all components of are even and we only have to work with x

for [[ =
[[ 2, since every polynomial of degree n on the sphere is the restriction of a
homogeneous polynomial of degree n. Using the beta integral on the sphere, a
tedious computation shows that
_
S
d
P

(x)x

h
2

(x)d(x) =
( +
1
2
)+
2
([[ +
d+1
2
)
||

( + [
+1
2
])

([
+1
2
] +
1
2
)

(
+
2
+
1
2
)

!
=
( +
1
2
)+
2
([[ +
d+1
2
)
||
d+1

i=1
2
F
1
_

i
+ [

i
+1
2
], [

i
+1
2
]
i
+
1
2

i
+
i
2

i
+
1
2
; 1
_
.
Since at least one
i
<
i
, this last term is zero using the Chu-Vandermonde
identity for
2
F
1
.
A standard Hilbert space argument shows that among all polynomials of the
form x

+ polynomials of lower degrees, Y

has the smallest L


2
(h
2

d)-norm and
Y

is the orthogonal projection of x

onto H
d+1
n
(h
2

). Let us mention another


expression of Y

. For any N
d
, dene homogeneous polynomials H

(cf. [44])
H

(x) = |x|
2||+d2+2||
T

_
|x|
2||d+2
_
,
where T

= T

1
1
. . . T

d
d
.
Theorem 3.11. For N
d+1
0
and [[ = n,
H

(x) = (1)
n
2
n
_
[[ +
d 1
2
_
n
Y

(x).
For = 0, the polynomials H

are called Maxwells representation. That they are


constant multiples of monomial polynomials follows from the recursive relation
H
+
i
(x) = (2[[ +d 2 + 2[[)x
i
H

(x) +|x|
2
T
i
H

,
Orthogonal polynomials of several variables 157
where
i
= (0, . . . , 1, . . . , 0) is the i-th standard unit vector in R
d+1
.
3.3. h-harmonics for a general reection group. The theory of h-harmonics
is established for a general reection group ([6, 7, 8]). For a nonzero vector
v R
d+1
dene the reection
v
by x
v
:= x 2x, v)v/|v|
2
, x R
d+1
, where
x, y) denotes the usual Euclidean inner product. A nite reection group G is
described by its root system R, which is a nite set of nonzero vectors in R
d+1
such
that u, v R implies u
v
R, and G is the subgroup of the orthogonal group
generated by the reections
u
: u R. If R is not the union of two nonempty
orthogonal subsets, the corresponding reection group is called irreducible. Note,
that Z
d+1
2
is reducible, a product of d + 1 copies of the irreducible group Z
2
.
There is a complete classication of irreducible nite reection groups. The
list consists of root systems of innite families A
d1
with G being the symmetric
group of d objects, B
d
with G being the symmetry group of the hyper-octahedron

1
, . . . ,
d+1
of R
d+1
, D
d
with G being a subgroup of the hyper-octahedral
group for d 4, the dihedral systems I
2
(m) with G being the symmetric group of
regular m-gons in R
2
for m 3, and several other individual systems H
3
, H
4
, F
4
and E
6
, E
7
, E
8
.
Fix u
0
R
d+1
such that u, u
0
) ,= 0. The set of positive roots R
+
with respect
to u
0
is dened by R
+
= u R : u, u
0
) > 0 so that R = R
+
(R
+
). A
multiplicity function v
v
of R
+
R is a function dened on R
+
with the
property that
u
=
v
if
u
is conjugate to
v
; in other words, the function is
G-invariant. Fix a positive root system R
+
. Then the function h

dened by
h

(x) =

vR
+
[x, v)[
v
, x R
d+1
,
is a positive homogeneous function of degree

:=

vR
+

v
and h

(x) is invari-
ant under G. The h-harmonics are homogeneous orthogonal polynomials on S
d
with respect to h
2

d. Beside the product weight function h

d+1
i=1
[x
i
[

i
, the
most interesting to us are the case A
d
for which R
+
=
i

j
: i > j and
h

(x) =

1i,jd+1
[x
i
x
j
[

, 0,
which is invariant under the symmetric group S
d
, and the case B
d+1
for which
R
+
=
i

j
,
i
+
j
: i < j : 1 i d + 1 and
h

(x) =
d+1

i=1
[x
i
[

1i,jd+1
[x
2
i
x
2
j
[

1
,
0
,
1
0,
which is invariant under the hyper-octahedral group.
158 Yuan Xu
For a nite reection group G with positive roots R
+
and a multiplicity function,
Dunkls operators are dened by
T
i
f(x) :=
i
f(x) +

vR
+
(v)
f(x) f(x
v
)
x, v)
v,
i
), 1 i d + 1,
where
1
, . . . ,
d+1
are the standard unit vectors of R
d+1
. The remarkable fact
that these are commuting operators, T
i
T
j
= T
j
T
i
, holds for every reection
group. The h-Laplacian is dened again by
h
= T
2
1
+ + T
2
d+1
, which plays
the role of the Laplacian in the theory of ordinary harmonics. The h-harmonics
are the homogeneous polynomials satisfying the equation
h
P = 0 and Theorem
3.5 holds also for a general reection group.
There again exists an intertwining operator V

between the algebra of dierential


operators and the commuting algebra of Dunkls operators, and it is the unique
linear operator dened by
V

T
n
T
n
, V 1 = 1, T
i
V

= V

i
, 1 i d.
The representation of the reproducing kernel in Theorem 3.7 in terms of the
intertwining operator holds for a general reection group. It was proved by
Rosler [27] that V

is a nonnegative operator; that is, V

p 0 if p 0.
However, unlike the case of G = Z
d+1
2
, there are few explicit formulae known
for h-harmonics with respect to a general reection group. In fact, there is no
orthonormal basis of H
d+1
n
(h
2

) known for d > 0. Recall, that the basis given in


Theorem 3.3 depends on the product nature of the weight function there. For the
orthogonal basis, one can still show that H

dened in the previous section are


h-harmonics and H

: [[ = n, N
d+1
0
,
d+1
= 0 or 1 is an orthogonal basis,
but explicit formulae for H

and its L
2
(h
2

d)-norm are unknown. Another basis


for H
d+1
n
(h
2

) consists of V

, where Y

is a basis for the space H


d+1
n
of ordinary
harmonics. However, other than Z
d+1
2
, an explicit formula of V

is known only
in the case of the symmetric group S
3
on R
3
, and the formula is complicated
and likely not in its nal form. In fact, even in the case of dihedral groups on
R
2
the formula of V

is unknown. The rst non-trivial case should be the group


I
2
(4) = B
2
for which h

(x) = [x
1
x
2
[

1
[x
2
1
x
2
2
[

2
.
4. Orthogonal polynomials on the unit ball
As we have seen in the Section 3.1, the orthogonal polynomials on the unit ball are
closely related to orthogonal polynomials on the sphere. This allows us to derive,
working with G Z
2
on R
d+1
, various properties for orthogonal polynomials
with respect to the weight function h

(x)(1 |x|)
1/2
, where h

is a reection
invariant function dened on R
d
. Again we will work with the case of h

being a
Orthogonal polynomials of several variables 159
product weight function,
W
B
,
(x) =
d+1

i=1
[x
i
[
2
i
(1 |x|)
1/2
,
i
0, > 1/2
for which various explicit formulae can be derived from the results in Section 3.2.
In the case = 0, W
B

= W
B
0,
is the classical weight function on B
d
, which is
invariant under rotations.
4.1. Dierential-dierence equation. For y R
d+1
we use the polar coordi-
nates y = r(x, x
d+1
), where r = |y| and (x, x
d+1
) S
d
. The relation in Sec-
tion 3.1 states that if P

are orthogonal polynomials with respect to W


B
,
, then
Y

(y) = r
n
P

(x) are h-harmonics with respect to h


,
(y) =

d
i=1
[y
i
[

i
[y
d+1
[

.
Since the polynomials Y

dened above are even in y


d+1
, we only need to deal
with the upper half space y R
d+1
: y
d+1
0. In order to write the operator
for P
n

in terms of x B
d
, we choose the following mapping:
y (r, x) : y
1
= rx
1
, . . . , y
d
= rx
d
, y
d+1
= r
_
1 x
2
1
x
2
d
,
which is one-to-one from y R
d+1
: y
d+1
0 to itself. We rewrite the h-
Laplacian in terms of the new coordinates (r, x). Let
,
h
denote the h-Laplacian
associated with the weight function h
,
, and preserve the notation h

for the h-
Laplacian associated with the weight function h

(x) =

d
i=1
[x
i
[

i
for x R
d
.
Proposition 4.1. Acting on functions on R
d+1
that are even in y
d+1
, the operator

,
h
takes the form

,
h
=

2
r
2
+
d + 2[[ + 2
r

r
+
1
r
2

,
h,0
in terms of the coordinates (r, x) in y R
d+1
: y
d+1
0, where the spherical
part
,
h,0
, acting on functions in the variables x, is given by

,
h,0
=
h
x, )
2
(2[[ + 2 +d 1)x, ),
in which the operators
h
and = (
1
, . . . ,
d
) are all acting on x variables.
Proof. Since
,
h
is just
(y)
h
acting on functions dened on R
d+1
for h

(y) =

d+1
i=1
[y
i
[

i
(with
d+1
= ), its formula is given in Section 3.2. Writing r and x
i
in terms of y under the change of variables y (r, x) and computing the partial
derivatives x
i
/y
i
, the chain rule implies that

y
i
= x
i

r
+
1
r
_

x
i
x
i
x,
(x)
)
_
, 1 i d + 1,
160 Yuan Xu
where for i = d + 1 we use the convention that x
d+1
=
_
1 |x|
2
2
and dene
/x
d+1
= 0. A tedious computation gives the second order derivatives

2
y
2
i
=x
2
i

2
r
2
+
1 x
2
i
r

r
+
1
r
2
_

2
x
2
i
(1 x
2
i
)x,
(x)
) x
i
x,
(x)
)

x
i
_
+
_
x
i

x
i
x
2
i
x,
(x)
)
__
1
r

r

1
r
2
_

_
x
i

x
i
x
2
i
x,
(x)
)
_
x,
(x)
).
Using these formulae and the fact that f(y
1
, . . . , y
d+1
) f(y
1
, . . . , y
d+1
) = 0 for
f even in y
d+1
, the stated equation follows from a straightforward computation.

We use the notation 1


d
n
(W) to denote the space of orthogonal polynomials of
degree exactly n with respect to the weight function W.
Theorem 4.1. The orthogonal polynomials in 1
d
n
(W
B
,
) satisfy the dierential
dierence equation
_

h
x, )
2
(2[[ + 2 +d 1)x, )
_
P = n(n +d + 2[[ + 2 1)P.
Proof. Let P 1
d
n
(W
B
,
). The formula in the Proposition 4.1 applied to the
homogeneous polynomial Y

(y) = r
n
P

(x) gives
0 =
,
h
Y

(y) = r
n2
[n(n +d + 2[[ + 2 1)P

(x) +
,
h,0
P

(x)].
The stated result follows from the formula for
,
h,0
.
For = 0,
h
becomes the ordinary Laplacian and the equation becomes a
dierential equation, which is the classical dierential equation in [2]; note, that
in this case the weight function W
B

is rotation invariant. A similar dierential-


dierence equation holds for the weight functions of the form h
2

(x)(1|x|
2
)
1/2
for h

associated with a general reection group.


4.2. Orthogonal bases and reproducing kernels. From the correspondence
Y

(y) = r
n
P

(x), y = r(x, x
d+1
) R
d
and x B
d
, several orthogonal bases
for 1
d
n
(W
B
,
) follow from the bases for the h-harmonics in Section 3.2. All or-
thonormal bases are with respect to the weight function normalized to have unit
integral. Associated with x = (x
1
, . . . , x
d
) R
d
, dene x
j
= (x
1
, . . . , x
j
) for
1 j d and x
0
= 0.
Theorem 4.2. An orthonormal basis of 1
d
n
(W
B
,
) is given by P

: N
d
0
, [[ =
n dened by
P

(x) = [h
B

]
1
d

j=1
(1 |x
j1
|
2
)

j
2

C
(a
j
,
j
)

j
_
x
j
_
1 |x
j1
|
2
_
,
Orthogonal polynomials of several variables 161
where a
j
= +[
j+1
[ +[
j
[ +
dj
2
and h
B

are given by
[h
B

]
2
=
1
([[ + +
d+1
2
)
n
d

j=1
_
+[
j+1
[ +[
j
[ +
d j + 2
2
_

j
.
Proof. In the spherical coordinates of (x, x
d+1
) S
d
, cos
dj
= x
j+1
/
_
1 |x
j
|
2
and sin
dj
=
_
1 |x
j+1
|
2
/
_
1 |x
j
|
2
. Hence, this basis is obtained from the
h-harmonic basis in Theorem 3.3 using the correspondence.
Another orthonormal basis can be given in the polar coordinates. Using
_
B
d
f(x)dx =
_
1
0
r
d1
_
S
d1
f(rx

)d(x

)dr,
the verication is a straightforward computation.
Theorem 4.3. For 0 j n/2 let S
h
n2j,
denote an orthonormal basis of
H
d
n2j
(h
2

); then the polynomials


P
,j
(x) = [c
B
j,n
]
1

C
(,n2j+||+
d1
2
)
2j
(|x|)S
h
,n2j
(x)
form an orthonormal basis of 1
d
n
(W
B
,
), in which the constants are given by
[c
B
j,n
]
2
=
([[ + +
d+1
2
)(n 2j +[[ +
d
2
)
([[ +
d
2
)(n 2j +[[ + +
d+1
2
)
.
Another interesting basis, the monomial basis, can be derived from the monomial
h-harmonics in Section 3.2.3. This is a basis for which P

(x) = c

+ . . .,
corresponding to
d+1
= 0 of the basis in Denition 3.1. We denote this basis by
P
B

, they are dened by the generating function


_
[1,1]
d
1
(1 2(b
1
x
1
t
1
+. . . +b
d
x
d
t
d
) +|b|
2
)

i=1
c

i
(1 +t
i
)(1 t
2
i
)

i
1
dt
=

N
d
0
b

P
B

(x),
where = [[ + +
d1
2
. This corresponds to the case of b
d+1
= 0 in Denition
3.1. The explicit formulae of these polynomials follow from Theorem 3.9,
P
B

(x) =
2
||
([[ + +
d1
2
)

!
(
1
2
)
[
+1
2
]
( +
1
2
)
[
+1
2
]
x

F
B
_
+
_
+ 1
2
_
,
_
+ 1
2
_
+
1
2
; [[ [[
d 3
2
;
1
x
2
1
, . . . ,
1
x
2
d+1
_
.
162 Yuan Xu
Clearly the highest degree of P
B

(x) is a multiple of x

, and these are monomial


polynomials. In the case of the classical weight function W
B

, = 0, and using
the fact that
_
+
_
+ 1
2
__

_
+ 1
2
_
+
1
2
_

=
_


2
_


2
+
1
2
_

,
the formula of P
B

can be rewritten as
V

(x) = P
B

(x) =
2
||
( +
d1
2
)
||
!
x

F
B
_


2
,
+ 1
2
; [[
d 3
2
;
1
x
2
1
, . . . ,
1
x
2
d+1
_
,
which are Appells monomial orthogonal polynomials. In this case, there is an-
other basis dened by
U

(x) =
(1)
||
(2)
||
2
||
( +
1
2
)
||
!
(1 |x|
2
)
+
1
2

||
x

1
1
. . . x

d
d
(1 |x|
2
)
||+
1
2
,
which is biorthogonal to the monomial basis in the following sense:
Theorem 4.4. The polynomials U

and V

are biorthogonal,
w
B

_
B
d
V

(x)U

(x)W
B

(x)dx =
+
d1
2
[[ + +
d1
2

(2)
||
!

,
.
Proof. Since V

form an orthogonal basis, we only need to consider the case


[[ [[. Using the Rodrigues formula and integration by parts yields
w
B

_
B
d
V

(x)U

(x)W
B

(x)dx
= w
B

(2)
||
2
||
( +
1
2
)
||
!
_
B
d
_

||
x

1
1
. . . x

d
d
V

(x)
_
(1 |x|
2
)
||+
1
2
dx.
However, since V

is a constant multiple of a monomial orthogonal polynomial,

||
x

(x) = 0 for [[ > [[, which proves the orthogonality. A simple computation
gives the constant for the case [[ = [[.
Among other explicit formulae that we get, the compact formula for the repro-
ducing kernel is of particular interest. Let us denote the reproducing kernel of
1
d
n
(W) by P
n
(W; x, y) as dened in Section 1.5.
Orthogonal polynomials of several variables 163
Theorem 4.5. For x, y B
d
, the reproducing kernel can be written as an integral
P
n
(W
B
,
; x, y) =
n +[[ + +
d1
2
[[ + +
d1
2

_
1
1
_
[1,1]
d
C
||++
d1
2
n
_
t
1
x
1
y
1
+ +t
d
x
d
y
d
+s
_
1 |x|
2
_
1 |y|
2
_

i=1
c

i
(1 +t
i
)(1 t
2
i
)

i
1
dt c

(1 s
2
)
1
ds.
Proof. Let h

(y) =

d+1
i=1
[y
i
[

i
with
d+1
= . Then the correspondence in
Section 3.1 can be used to show that
P
n
(W
B
,
; x, y) =
1
2
_
P
n
(h
2

; x, (y,
_
1 [y[
2
)) +P
n
(h
2

; x, (y,
_
1 [y[
2
))
_
,
from which the stated formula follows from Theorem 3.6.
In particular, taking the limit
i
0 for i = 1, . . . , d, we conclude that for the
classical weight function W
B

,
P
n
(W
B

; x, y) = c

n + +
d1
2
+
d1
2
(4.1)

_
1
1
C
+
d1
2
n
_
x, y) +t
_
1 |x|
2
_
1 |y|
2
_
(1 t
2
)
1
dt.
Even in this case the formula has been discovered only recently. For d = 1, this
reduces to the classical product formula of the Gegenbauer polynomials:
C

n
(x)C

n
(y)
C

n
(1)
= c

_
1
1
C

n
(xy +t

1 x
2
_
1 y
2
)(1 t
2
)
1
dt.
There is also an analogue of the Funk-Hecke formula for orthogonal polynomials
on B
d
. The most interesting case is the formula for the classical weight function:
Theorem 4.6. Let f be a continuous function on [1, 1]. Let P 1
d
n
(W
B

).
Then
_
B
d
f(x, y))P(y)W
B

(y)dy =
n
(f)P(x), |x| = 1,
where
n
(f) is the same as in Theorem 3.8 with [[ replaced by .
As a consequence, it follows that the polynomial C
(+(d1)/2)
n
(x, )) with satis-
fying || = 1 is an element of 1
d
n
(W
B

). Furthermore, if also satises || = 1,


then
_
B
d
C
+
d1
2
n
(x, ))C
+
d1
2
n
(x, ))W
B

(x)dx =
n
C
+
d1
2
n
(, )),
164 Yuan Xu
where
n
= ( +(d 1)/2)/(n + +(d 1)/2). The basis in Subsection 1.2.3 is
derived from this integral.
Several results given above hold for the weight functions h
2

(x)(1 |x|
2
)
1/2
,
where h

is one of the weight functions in Section 3.3 that are invariant under
reection groups. Most notably is Theorem 4.2, which holds with [[ replaced by

vR
+

v
. Analogous of Theorems 4.4 and 4.5, in which the intertwining
operator is used, also hold, but the formulae are not really explicit since neither
an explicit basis for H
d
n
(h
2

) nor the formula for V

are known for h


2

associated
with the general reection groups.
4.3. Rotation invariant weight function. If (t) is a nonnegative even func-
tion on R with nite moments, then the weight function W(x) = (|x|) is a
rotation invariant weight function on R
d
. Such a function is call a radial func-
tion. The classical weight function W
B

(x) corresponds to (t) = (1 t


2
)
1/2
for
[t[ < 1 and (t) = 0 for [t[ > 1. The orthonormal basis in Theorem 4.3 can be
extended to such a weight function.
Theorem 4.7. For 0 j n/2 let S
n2j,
denote an orthonormal basis for
H
d
n2j
of ordinary spherical harmonics. Let p
(2n4j+d1)
2n
denote the orthonormal
polynomials with respect to the weight function [t[
2n4j+d1
(t). Then the poly-
nomials
P
,j
(x) = p
(2n4j+d1)
2j
(|x|)S
,n2j
(x)
form an orthonormal basis of 1
d
n
(W) with W(x) = (|x|).
Since [t[
2n4j+d1
(t) is an even function, the polynomials p
(2n4j+d1)
2j
(t) are even
with respect to W. Hence, P
,j
(x) are indeed polynomials of degree n in x. The
proof is an simple verication upon writing the integral in polar coordinates.
As one application, we consider the partial sums of the Fourier orthogonal expan-
sion S
n
(W; f) dened in Section 1.5. Let s
n
(w, g) denote the n-th partial sum
of the Fourier orthogonal expansion with respect to the weight function w(t) on
R. The following theorem states that the partial sum of a radial function with
respect to a radial weight function is also a radial function.
Theorem 4.8. Let W(x) = (|x|) be as above and w(t) = [t[
d1
(t). If g : R
R and f(x) = g(|x|), then
S
n
(W; f, x) = s
n
(w; f, |x|), x R
d
.
Orthogonal polynomials of several variables 165
Proof. The orthonormal basis in the previous theorem gives a formula for the
reproducing kernel,
P
n
(x, y) =

02jn
p
(2n4j+d1)
2j
(|x|)p
(2n4j+d1)
2j
(|y|)

n +
d1
2
d1
2
|x|
n2j
|y|
n2j
C
d1
2
n2j
(x, y)),
where we have used the fact that S
n2j,
are homogeneous and

S
m,
(x)S
m,
(y)
for x, y S
d1
is a zonal polynomial. Using polar coordinates,
S
n
(W; f, x) =
_

0
g(r)
_
S
d1
P
n
(x, ry

)d(y

)r
d1
(r)dr.
Since C
d1
2
n
(x, y)) is a zonal harmonic, its integral over S
d1
is zero for n > 0
and is equal to the surface measure
d1
of S
d1
if n = 0. Hence, we get
S
n
(W; f, x) =
d1
_

0
g(r)p
(d1)
n
(r)w(r)dr p
(d1)
n
(|x|).
Since orthonormal bases are assumed to be with respect to the normalized weight
function, setting g = 1 shows that there is no constant in front of s
n
(w; g).
5. Orthogonal polynomials on the simplex
Orthogonal polynomials on the simplex T
d
= x R
d
: x
1
0, . . . , x
d
0, 1
[x[ > 0 are closely related to those on the unit ball. The relation depends on
the basic formula
_
B
d
f(y
2
1
, . . . , y
2
d
)dy =
_
T
d
f(x
1
, . . . , x
d
)
dx

x
1
. . . x
d
.
Let W
B
(x) = W(x
2
1
, . . . , x
2
d
) be a weight function dened on B
d
. Associated with
W
B
dene a weight function W
T
on T
d
by
W
T
(y) = W(y
1
, . . . , y
d
)
_

y
1
. . . y
d
, y = (y
1
, . . . , y
d
) T
d
.
Let 1
d
2n
(W
B
; Z
d
2
) denote the subspace of orthogonal polynomials in 1
d
2n
(W
B
) that
are even in each of its variables (that is, invariant under Z
d
2
). If P

1
d
2n
(W
B
; Z
d
2
),
then there is a polynomial R


d
n
such that P

(x) = R

(x
2
1
, . . . , x
2
d
). The
polynomial R

is in fact an element of 1
d
n
(W
T
).
Theorem 5.1. The relation P

(x) = R

(x
2
1
, . . . , x
2
d
) denes a one-to-one cor-
respondence between an orthonormal basis of 1
2n
(W
B
, Z
d
2
) and an orthonormal
basis of 1
d
n
(W
T
).
166 Yuan Xu
Proof. Assume that R

||=n
is an orthonormal polynomial in 1
d
n
(W
T
). If
N
d
0
has one odd component, then the integral of P

(x)x

with respect to W
B
over B
d
is zero. If all components of are even and [[ < 2n, then it can be
written as = 2 with N
d
0
and [[ n 1. The basic integral can be used
to convert the integral of P

(x)x
2
over B
d
to the integral over T
d
, so that the
orthogonality of R

implies that P

is orthogonal to x

.
The classical weight function W
T

on the simplex T
d
is dened by
W
T

(x) =
d

i=1
[x
i
[

i
1/2
(1 [x[)

d+1
1/2
, x T
d
,
i
> 1.
Sometimes we write W
T

as W
T
,
with =
d+1
, as the orthogonal polynomi-
als with respect to W
T
,
on T
d
are related to the orthogonal polynomials with
with respect to W
B
,
on B
d
. Below we give explicit formulas for these classical
orthogonal polynomials on the simplex.
Theorem 5.2. The orthogonal polynomials in 1
d
n
(W
T

) satisfy the partial dier-


ential equation
d

i=1
x
i
(1 x
i
)

2
P
x
2
i
2

1i<jd
x
i
x
j

2
P
x
i
x
j
+
d

i=1
_
_

i
+
1
2
_

_
[[ +
d 1
2
_
x
i
_
P
x
i
= n
_
n +[[ +
d 1
2
_
P.
Proof. For functions that are even in each of its variables, the h-Laplacian
h
for
the product weight function becomes a dierential operator (see the formula in
Section 3.2.2). Consequently, for the orthogonal polynomials P

1
d
2n
(W
B
,
; Z
d
2
),
the dierential-dierence equation in Theorem 4.1 become a dierential equation.
Changing variables x
i

z
i
gives

x
i
= 2

z
i

z
i
and

2
x
2
i
= 2
_

z
i
+ 2z
i

2
z
2
i
_
,
from which the equation for P

(x) = R

(x
2
1
, . . . , x
2
d
) translates into an equation
satised by R

1
d
n
(W
T
,
).
The theorem and its proof can be extended to the case of the weight function
d

i=1
x

0
1/2
i

1i<jd
[x
i
x
j
[

1
(1 [x[)
1/2
,
and the dierential equation becomes a dierential-dierence equation.
Next we give explicit formulae for orthogonal bases. Let P

be the orthonormal
basis with respect to W
B
,
given in Theorem 4.2; then it is easy to check that
Orthogonal polynomials of several variables 167
P
2
: N
d
0
, [[ = n forms an orthonormal basis for 1
d
2n
(W
B
,
; Z
d
2
). Hence,
using the fact that C
(,)
2n
is given in terms of Jacobi polynomial, we get
Theorem 5.3. With respect to W
T

, the polynomials
P

(x) = [h
T

]
1
d

j=1
_
1 [x
j
[
1 [x
j1
[
_
|
j+1
|
p
(a
j
,b
j
)

j
_
2x
j
1 [x
j1
[
1
_
,
where a
j
= 2[
j+1
[ + [
j+1
[ +
dj1
2
and b
j
=
j

1
2
, are orthonormal and the
normalization constants h
T

are given by
[h
T

]
2
=
([[ +
d+1
2
)
2||

d
j=1
(2[
j+1
[ +[
j
[ +
dj+2
2
)
2
j
.
On the simplex T
d
, it is often convenient to dene x
d+1
= 1[x[ and work with the
homogeneous coordinates (x
1
, . . . , x
d+1
). One can also derive a basis of orthogonal
polynomials that are homogeneous in the homogeneous coordinates. In fact, the
relation between orthogonal polynomials on B
d
and S
d
allows us to work with
h-harmonics. Let us denote by H
d+1
2n
(h
2

, Z
d+1
2
) the subspace of h-harmonics in
H
d+1
2n
(h
2

) that are even in each of its variables. Let S


n

(x
2
1
, . . . , x
2
d+1
) : [[ =
n, N
d
0
be an orthonormal basis of H
d
2n
(h
2

, Z
d+1
2
). Then S
n

(x
1
, . . . , x
d+1
) :
[[ = n, N
d
0
forms an orthonormal homogeneous basis of 1
d
n
(W
T

).
For x T
d
let X = (x
1
, . . . , x
d
, x
d+1
) denote the homogeneous coordinates. Let
Y

be the monomial basis of h-harmonics in Section 3.2.3. Then Y


2
are even in
each of their variables, which gives monomial orthogonal polynomials in 1
d
n
(W
T

)
in the homogeneous coordinates X := (x
1
, . . . , x
d+1
) with x
d+1
= 1 [x[,
P

(x) = X

F
B
_
, +
1
2
; 2[[ [[
d 3
2
;
1
x
1
, . . . ,
1
x
d+1
_
.
Furthermore, changing summation index shows that the above Lauricella function
of type B can be written as a constant multiple of the Lauricella function of type
A dened by
F
A
(c, ; ; x) =

(c)
||
()

()

!
x

, , N
d+1
0
, c R,
where the summation is taken over N
d+1
0
. This gives the following:
Theorem 5.4. For each N
d+1
0
with [[ = n, the polynomials
R

(x) = F
A
([[ +[[ +d, ; +1; X), x T
d
are orthogonal polynomials in 1
d
n
(W
T

) and
R

= (1)
n
(n +[[ +d)
n
( +1)

+p

, p


d
n1
,
168 Yuan Xu
where 1 = (1, . . . , 1) R
d+1
.
The polynomial R

is a polynomial whose leading coecient is a constant multiple


of X

for N
d+1
0
. The set R

: N
d+1
0
, [[ = n clearly has more elements
than it is necessary for a basis of 1
d
n
(W
T

); its subset with


d+1
= 0 forms a basis
of 1
d
n
(W
T

). Let us write V
T

(x) = R
(,0)
(x). Then V
T

: N
d
0
, [[ = n is
the monomial basis of 1
d
n
(W
T

). The notation V

goes back to [2], we write a


superscript T to distinguish it from the notation for the intertwining operator.
Associated with V
T

is its biorthogonal basis, usually denoted by U

.
Theorem 5.5. For N
d
, [[ = n, the polynomials U

dened by
U

(x) = x

1
+1/2
1
. . . x

d
+1/2
d
(1 [x[)

d+1
+1/2


||
x

1
1
. . . x

d
d
x

1
+
1
1/2
1
. . . x

d
+
d
1/2
d
(1 [x[)
||+
d+1
1/2
.
are polynomials in 1
d
n
(W
T

) and they are biorthogonal to polynomials V

,
_
T
d
V

(x)U

(x)W
T

(x)dx =
( + 1/2)

(
d+1
+ 1/2)
||
([[ + (d + 1)/2)
2||
!
,
.
Proof. It follows from the denition that U

is a polynomial of degree n. Inte-


grating by parts leads to
w
T

_
T
d
V

(x)U

(x)W
T

(x)dx
= w
T

_
T
d
_

||
x

1
1
. . . x

d
d
V

(x)
_
d

i=1
x

i
+
i

1
2
i
(1 [x[)
||+
d+1

1
2
dx.
Since V

is an orthogonal polynomial with respect to W


T

, the left integral is zero


for [[ > [[. For [[ [[ the fact that V

is a monomial orthogonal polynomial


gives

||
x

1
1
. . . x

d
d
V

(x) = !
,
,
from which the stated formula follows. The fact that U

are biorthogonal to V

also shows that they are orthogonal polynomials with respect to W


T

.
The correspondence between orthogonal polynomials in Theorem 5.1 also gives
an explicit formula for the reproducing kernel associated with W
T

.
Orthogonal polynomials of several variables 169
Theorem 5.6. Let = [[ + (d 1)/2. Then
P
n
(W
T
,
, x, y) =
2n +

_
[1,1]
d+1
C

2n
_

x
1
y
1
t
1
+ +

x
d+1
y
d+1
t
d+1
_

d+1

i=1
c

i
(1 +t
i
)(1 t
2
i
)

i
1
dt,
where x
d+1
= 1 [x[ and y
d+1
= 1 [y[.
Proof. Recall that we write W
T
,
for W
T

with
d+1
= . Using the correspondence
in Theorem 5.1, it can be veried that
P
n
(W
T
,
; x, y) =
1
2
d

Z
d
2
P
2n
_
W
B
,
; (
1

x
1
, . . . ,
d

x
d
), (

y
1
, . . . ,

y
d
)
_
.
Hence the stated formula follows from Theorem 4.5.
6. Classical type product orthogonal polynomials
As mentioned in the introduction, if W(x) is a product weight function
W(x) = w
1
(x
1
) . . . w
d
(x
d
), x R
d
,
then an orthonormal basis with respect to W is given by the product orthogonal
polynomials P

(x) = p

1
,1
(x
1
) . . . p

d
,d
(x
d
), where p
m,i
is the orthogonal polyno-
mial of degree m with respect to the weight function w
i
. In this section we discuss
the product classical polynomials and some of their extensions.
6.1. Multiple Jacobi polynomials. Recall that the product Jacobi weight
functions is denoted by W
a,b
in Section 1.3. One orthonormal basis is given
by
P

(x) = p
(a
1
,b
1
)

1
(x
1
) . . . p
(a
d
,b
d
)

d
(x
d
),
where p
(a,b)
m
is the m-th orthonormal Jacobi polynomial. Although this basis of
multiple Jacobi polynomials are simple, there is no close formula for the repro-
ducing kernel P
n
(W
a,b
; x, y) in general. There is, however, a generating function
for P
n
(W
a,b
; x, 1), where 1 = (1, 1, . . . , 1) [1, 1]
d
. It is based on the generating
function (Poisson formula) of the Jacobi polynomials,
G
(a,b)
(r; x) :=

k=0
p
(a,b)
k
(1)p
(a,b)
k
(x)r
n
=
1 r
(1 +r)
a+b+2
2
F
1
_a+b+2
2
,
a+b+3
2
b + 1
;
2r(1 +x)
(1 +r)
2
_
, 0 r < 1,
170 Yuan Xu
which gives a generating function for the multiple Jacobi polynomials that can
be written in term of the reproducing kernel P
n
(W
a,b
) as

n=0
P

(W
a,b
; x, y)r
n
=
d

i=1
G
(a
i
,b
i
)
(r; x
i
) := G
(a,b)
d
(r; x).
Moreover, in some special cases, we can derive an explicit formula for P
n
(W; x, 1).
Let us consider the reproducing kernel for the case that a = b and a
i
are half-
integers. This corresponds to the multiple Gegenbauer polynomials with respect
to the weight function
W

(x) =
d

i=1
(1 x
i
)

i
1/2
,
i
> 1/2, x [1, 1]
d
,
Recall that the generating function of the Gegenbauer polynomials is given by
1 r
2
(1 2rx +r
2
)
+1
=

n=0
+n

n
(x)r
n
.
Since
+n

n
(x) =

C

n
(1)

n
(x), it follows that P
n
(W; x, 1) satises a generating
function relation
(1 r
2
)
d

d
i=1
(1 2rx
i
+r
2
)

i
+1
=

n=0
P
n
(W

; x, 1)r
n
.
If N
0
, then the reproducing kernel can be given in terms of the divided
dierence, dened inductively by
[x
0
]f = f(x
0
), [x
0
, . . . x
m
]f =
[x
1
, . . . x
m
]f [x
0
, . . . x
m1
]f
x
m
x
0
.
The divided dierence [x
1
, . . . , x
d
]f is a symmetric function of x
1
, . . . , x
d
.
Theorem 6.1. Let
i
N
d
0
. Then
P
n
(W

; x, 1) = [

1
+1
..
x
1
, . . . , x
1
, . . . ,

d
+1
..
x
d
, . . . , x
d
]G
n
,
with
G
n
(t) = (1)
[
d+1
2
]
2(1 t
2
)
d1
2
_
T
n
(t) for d even,
U
n1
(t) for d odd.
Proof. In the case of
i
= 0, the left hand side of the generating function for
P
n
(W
0
; x, 1) can be expanded as a power series using the formula
[x
1
, . . . , x
d
]
1
a b()
=
b
d1

d
i=1
(a bx
i
)
,
Orthogonal polynomials of several variables 171
which can be proved by induction on the number of variables; the result is
(1 r
2
)
d

d
i=1
(1 2rx
i
+r
2
)
=
(1 r
2
)
d
(2r)
d1
[x
1
, . . . , x
d
]
1
1 2r() +r
2
=
(1 r
2
)
d
(2r)
d1
[x
1
, . . . , x
d
]

n=d1
U
n
()r
n
using the generating function of the Chebyshev polynomials of the second kind.
Using the binomial theorem to expand (1 r
2
)
d
and the fact that U
m+1
(t) =
sin m/ sin and sin m = (e
im
e
im
)/(2i) with t = cos , the last term can
be shown to be equal to

r=0
[x
1
, . . . , x
d
]G
n
r
n
.
For
i
> 1, we use the fact that (d
k
/dx
k
)C

n
(x) = 2
k
()
k
C
+k
nk
(x) and + n =
( +k) + (n k), which implies
d
k
dx
k
P
n
(W

; x, 1) = 2
k
( + 1)
k
P
nk
(W
+k
; x, 1),
so that the formula
d
dx
1
[x
1
, x
2
, . . . , x
d
]g = [x
1
, x
1
, x
2
, x
3
, . . . , x
d
]g
and the fact that the divided dierence is a symmetric function of its knots can
be used to nish the proof.
For multiple Jacobi polynomials, there is a relation between P
n
(W
a,b
; x, y) and
P
n
(W
a,b
; x, 1). This follows from the product formula of the Jacobi polynomials,
P
(,)
n
(x
1
)P
(,)
n
(x
2
)
P
(,)
n
(1)
=
_

0
_
1
0
P
(,)
n
(2A
2
(x
1
, x
2
, r, ) 1)dm
,
(r, ),
where > > 1/2,
A(x
1
, x
2
, r, )
=
1
2
_
(1 +x
1
)(1 +x
2
) + (1 x
1
)(1 x
2
)r
2
+ 2
_
1 x
2
1
_
1 x
2
2
r cos
_
1/2
and
dm
,
(r, ) = c
,
(1 r
2
)
1
r
2+1
(sin )
2
drd,
in which c
,
is a constant so that the integral of dm
,
over [0, 1] [0, ] is 1.
Sometimes the precise meaning of the formula is not essential, and the following
theorem of [12] is useful.
Theorem 6.2. Let a, b > 1. There is an integral representation of the form
p
(a,b)
n
(x)p
(a,b)
n
(y) = p
(a,b)
n
(1)
_
1
1
p
(a,b)
n
(t)d
(a,b)
x,y
(t), n 0,
172 Yuan Xu
with the real Borel measures d
(a,b)
x,y
on [1, 1] satisfying
_
1
1
[d
(a,b)
x,y
(t)[dt M, 1 < x, y < 1,
for some constant M independent of x, y, if and only if a b and a + b 1.
Moreover, the measures are nonnegative, i.e., d
(a,b)
x,y
(t) 0, if and only if b
1/2 or a +b 0.
The formula can be extended to the multiple Jacobi polynomials in an obvious
way, which gives a relation between P
n
(W
a,b
; x, y) and P
n
(W
a,b
; x, 1). Hence the
previous theorem can be used to give a formula of P
n
(W

, x, y). In the simplest


case of
i
= 0, 1 i d, we have [5]
P
n
(W
0
; x, y) =

Z
d
2
P
n
(W
0
; cos( +), 1),
where x = cos = (cos
1
, . . . , cos
d
) and y = cos = (cos
1
, . . . , cos
d
). The
vector + has components
i
+
i

i
.
6.2. Multiple Laguerre polynomials. The multiple Laguerre polynomials are
orthogonal with respect to W
L

(x) = x

e
|x|
with x R
d
+
. One orthonormal basis
is given by the multiple Laguerre polynomials P

(x) = L

1
. . . L

d
. Let us denote
this basis by P

(W
L

; x) to emphasis the weight function. Recall the classical


relation
lim
b
P
(a,b)
n
(1 2x/b) = L
b
n
(x);
there is an extension of this relation to several variables. Let us denote the
orthogonal basis with respect to the weight function W
T
,
in Theorem 5.3 by
P
n

(W
T
,
; x) (set
d+1
= ).
Theorem 6.3. The multiple Laguerre polynomials associated to W
L

are the limit


of the product type polynomials in Theorem 5.3,
lim

P
n

(W
T
+1/2,
; x/) =

L

1
(x
1
) . . .

L

d
(x
d
),
where

L

denotes the normalized Laguerre polynomials.


Proof. As , 1 [x
j
[/ 1 so that the orthogonal polynomials in The-
orem 5.3 converge to the multiple Laguerre polynomials, and the normalization
constants also carry over under the limit.
As a consequence of this limit relation, the dierential equation for the classi-
cal polynomials on the simplex leads to a dierential equation for the multiple
Laguerre polynomials.
Orthogonal polynomials of several variables 173
Theorem 6.4. The multiple Laguerre polynomials associated to W
L

satisfy the
partial dierential equation
d

i=1
x
i

2
P
x
2
i
+
d

i=1
_
(
i
+ 1) x
i
_
P
x
i
_
= nP.
Proof. We make a change of variables x x/ in the equation satised by the
orthogonal polynomials with respect to W
T
,
and then divide by and take the
limit .
The limit relation, however, does not give an explicit formula for the reproducing
kernel. Just as in the case of multiple Jacobi polynomials, there is no explicit for-
mula for the kernel P
n
(W
L

; x, y) in general. There is, however, a simple formula


if one of the arguments is 0.
Theorem 6.5. The reproducing kernel for 1
d
n
(W
L

) satises
P
n
(W
L

; x, 0) = L
||+d1
n
([x[), x R
d
+
.
Proof. The generating function of the Laguerre polynomials is
(1 r)
a1
exp
_
xr
1 r
_
=

n=0
L
a
n
(x)r
n
, [r[ < 1.
Since L
a
n
(0) = (a + 1)
n
/n! = |L
a
n
|
2
2
, where the norm is taken with respect to
the normalized weight function x
a
e
x
, multiplying the formula gives a generating
function for P
n
(W
L

; x, 0),

n=0
P
n
(W
L

; x, 0)r
n
=

n=0

||=n

(0)

(x)r
n
= (1 r)
||d
e
|x|r/(1r)
,
which gives the stated formula.
There is also a product formula for the multiple Laguerre polynomials which gives
a relation between P
n
(W
L

; x, y) and P
n
(W
L

; x, 0). The relation follows from the


product formula
L

n
(x)L

n
(y) =
(n + + 1)2

(n + 1)

2
_

0
L

n
(x +y + 2

xy cos )e

xy cos
j

1
2
(

xy sin ) sin
2
d,
where j

is the Bessel function of fractional order.


More interesting, however, is the fact that the limiting relation in Theorem 6.3
and the dierential equations can be extended to hold for orthogonal polynomials
174 Yuan Xu
with respect to the weight functions
d

i=1
x

0
i

1i<jd
[x
i
x
j
[

1
e
|x|
, x R
d
+
.
6.3. Multiple generalized Hermite polynomials. By generalized Hermite
polynomials we mean orthogonal polynomials with respect to the weight function
[x[

e
x
2
on R. For 0 the generalized Hermite polynomial H

n
(x) is dened
by
H

2n
(x) = (1)
n
2
2n
n!L
1/2
n
(x
2
),
H

2n+1
(x) = (1)
n
2
2n+1
n!xL
+1/2
n
(x
2
).
The normalization is chosen such that the leading coecient of H

n
is 2
n
. For
several variables, we consider the multiple generalized Hermite polynomials with
respect to W
H

(x) =

d
i=1
[x
i
[

i
e
x
2
,
i
0; evidently an orthogonal basis is
given by H

1
(x
1
) . . . H

d
(x
d
), and another basis can be given in polar coordinates
in terms of h-spherical harmonics associated with h

(x) =

d
i=1
[x
i
[

i
. One can
also dene analogous of Appells biorthogonal bases.
Much of the information about these polynomials can be derived from the or-
thogonal polynomials on the unit ball, since
lim

n/2
C

n
_
x

_
=
1
n!
H
n
(x).
Indeed, denote the orthonormal polynomials with respect to W
B
,
on B
d
in The-
orem 4.2 by P
n

(W
B
,
; x), then it is easy to see the following:
Theorem 6.6. Let

H

n
denote the orthonormal generalized Hermite polynomials.
Then
lim

P
n

(W
B
,
; x/

) =

H

1
(x
1
) . . .

H

d
(x
d
).
Using this limit relation, it follows from the equation in Theorem 4.1 that the
polynomials in 1
d
n
(W
H

) satisfy the dierential equation


(2x, ))P = 2nP.
There is, however, no explicit formula for the reproducing kernel P
n
(W
H

; x, y),
not even when y takes a special value. In fact, there is no special point to be
taken for R
d
and no convolution structure. What can be proved is a generating
function for the reproducing kernel (Mehler type formula):
Orthogonal polynomials of several variables 175
Theorem 6.7. For 0 < z < 1 and x, y R
d

n=0
P
n
(W
H

; x, y)z
n
=
1
(1 z
2
)
+d/2

exp
_

z
2
(|x|
2
+|y|
2
)
1 z
2
_
V

_
exp
_
2zx, )
1 z
2
__
(y),
where V

is the formula given in Theorem 3.6 with d + 1 there replaced by d.


We should also mention the relation between the multiple generalized Hermite
and the multiple Laguerre polynomials, dened by P

(x) = R

(x
2
1
, . . . , x
2
d
), just
as the relation between the orthogonal polynomials on B
d
and those on T
d
. Much
of the properties for the multiple Laguerre polynomials can be derived from this
relation and properties of the multiple Hermite polynomials. For example, there
is a counterpart of Mehlers formula for the multiple Laguerre polynomials.
The limiting relation similar to that in Theorem 6.6 holds for the orthogonal
basis in polar coordinates, which implies that the dierential equations also hold
for orthogonal polynomials with respect to the weight functions h
2

(x)e
x
2
. For
example, it holds for the type A weight functions

1i<jd
[x
i
x
j
[
2
e
x
2
, x R
d
and the type B weight functions
d

i=1
[x
i
[
2
0

1i<jd
[x
2
i
x
2
j
[
2
e
x
2
, x R
d
.
These two cases are related to the Schrodinger equations of the Calogero-Suther-
land systems; these are exactly solvable models of quantum mechanics involving
identical particles in a one dimensional space. The eigenfunctions can be ex-
pressed in terms of a family of homogeneous polynomials, called the nonsymmet-
ric Jack polynomials, which are simultaneous eigenfunctions of a commuting set
of self-adjoint operators. Although there is no explicit orthogonal basis known for
these weight functions, there is a uniquely dened basis of orthogonal polynomials
for which the L
2
-norm of the polynomials can be computed explicitly. The ele-
ments of this remarkable family are labeled by partitions, and their normalizing
constants are proved using the recurrence relations and algebraic techniques.
176 Yuan Xu
7. Fourier orthogonal expansion
The n-th partial sums of the Fourier orthogonal expansion do not converge for
continuous functions pointwisely or uniformly. It is necessary to consider summa-
bility methods of the orthogonal expansions, such as certain means of the partial
sums. One important method are the Ces`aro (C, ) means.
Denition 7.1. Let c
n

n=0
be a given sequence. For > 0, the Ces`aro (C, )
means are dened by
s

n
=
n

k=0
(n)
k
(n )
k
c
k
.
The sequence c
n
is (C, ) summable by Ces`aros method of order to s if s

n
converges to s as n .
If = 0, then s

n
is the n-th partial sum of c
n
and we write s
0
n
as s
n
.
7.1. h-harmonic expansions. We start with the h-harmonics. Using the re-
producing kernel P
n
(h
2

; x, y), the n-th (C, ) means of the h-harmonic expansion


S

n
(h
2

; f) can be written as an integral


S

n
(h
2

; f, x) = c
h
_
S
d
f(y)K

n
(h
2

; x, y)h
2

(y)d(y),
where c
h
is the normalization constant of h
2

and K

n
(h
2

; x, y) are the Ces`aro


(C, ) means of the sequence P
n
(h
2

; x, y). If = 0, then K
n
(h
2

) is the n-th
partial sum of P
k
(h
2

).
Proposition 7.1. Let f C(S
d
). Then the (C, ) means S

n
(h
2

; f, x) converge
to f(x) if
I
n
(x) := c
h
_
S
d
[K

n
(h
2

; x, y)[h
2

(y)d < ;
the convergence is uniform if I
n
(x) is uniformly bounded.
Proof. First we show that if p is a polynomial then S

n
(h
2

; p) converge uniformly to
p. Indeed, let S
n
(h
2

; f) denote the n-th partial sum of the h-harmonic expansion


of f ( = 0 of S

n
). It follows that
S

n
(h
2

; f) =

+n
n

k=0
(n)
k
(1 n)
k
S
k
(h
2

; f).
Assume p
d
m
. By denition, S
n
(h
2

; p) = p if n m. Hence,
S

n
(h
2

; p, x) p(x) =

+n
m1

k=0
(n)
k
(1 n)
k
_
S
k
(h
2

; p, x) p(x)
_
,
Orthogonal polynomials of several variables 177
which is of size O(n
1
) and converges to zero uniformly as n . Now the
denition of I
n
(x) shows that [S

n
(h
2

; f, x)[ I
n
(x)|f|

, where |f|

is the
uniform norm of f taken over S
d
. The triangular inequality implies
[S

n
(h

; f, x) f(x)[ (1 +I(x))|f p|

+[S

n
(h

; p, x) p(x)[.
Since f C(S
d
), we can choose p such that |f p|

< .
Recall that the explicit formula of the reproducing kernel is given in terms of the
intertwining operator. Let p

n
(w

; x, y) be the (C, ) means of the reproducing


kernels of the Gegenbauer expansion with respect to w

(x) = (1x
2
)
1/2
. Then
p

n
(w

, x, 1) are the (C, ) means of


n+

n
(x). Let = [[ +(d 1)/2, it follows
from Theorem 3.7 that
K

n
(h
2

; x, y) = V

_
p

n
(w

; x, ), 1)

(y).
Theorem 7.1. If 2[[+d, then the (C, ) means of the h-harmonic expansion
with respect to h
2

dene a positive linear operator.


Proof. The (C, ) kernel of the Gegenbauer expansion with respect to w

is
positive if 2 + 1 (cf [3, p. 71]), and V

is a positive operator.
The positivity shows that I
n
(x) = 1 for all x, hence it implies that S

n
(h
2

; f)
converges uniformly to the continuous function f. For convergence, however,
positivity is not necessary. First we state an integration formula for the inter-
twining operator.
Theorem 7.2. Let V

be the intertwining operator. Then


_
S
d
V

f(x)h
2

(x)d(x) = A

_
B
d+1
f(x)(1 |x|
2
)
||1
dx,
for f L
2
(h
2

; S
d
) such that both integrals are nite. In particular, if g : R R
is a function such that all integrals below are dened, then
_
S
d
V

g(x, ))(y)h
2

(y)d(y) = B

_
1
1
g(t|x|)(1 t
2
)
||+
d2
2
dt,
where A

and B

are constants whose values can be determined by setting f(x) =


1 and g(t) = 1, respectively.
To prove this theorem, we can work with the Fourier orthogonal expansion of
V

f in terms of the orthogonal polynomials with respect to the classical weight


function W
B
||1/2
on the unit ball B
d+1
. It turns out that if P
n
1
d
n
(W
B
||1/2
),
then the normalized integral of V

P
n
with respect to h
2

over S
d
is zero for n > 0,
and 1 for n = 0, so that the integral of V

f over S
d
is equal to the constant term
in the orthogonal expansion on B
d+1
. Of particular interest to us is the second
formula, which can also be derived from the Funk-Hecke formula in Theorem
3.8. It should be mentioned that this theorem holds for the intertwining operator
178 Yuan Xu
with respect to every reection group (with [[ replaced by

), even though an
explicit formula for the intertwining operator is unknown in general. The formula
plays an essential role in the proof of the following theorem.
Theorem 7.3. Let f C(S
d
). Then the Ces`aro (C, ) means of the h-harmonic
expansion of f converge uniformly on S
d
provided > [[ + (d 1)/2.
Proof. Using the fact that V

is positive and Theorem 7.2, we conclude that


I
n
(x) c
h
_
S
d
V

_
[p

n
(w

; x, ), 1)[

(y)h
2

(y)d(y) = b

_
1
1
[p

n
(w

; 1, t)[w

(t)dt,
where b

is a constant (in fact, the normalization constant of w

). The fact that


the (C, ) means of the Gegenbauer expansion with respect to w

converge if and
only if > nishes the proof.
The above theorem and its proof in fact hold for h-harmonics with respect to
any reection group. It reduces the convergence of the h-harmonics to that of
the Gegenbauer expansion. Furthermore, since sup
x
[I
n
(x)[ is also the L
1
norm
of S

n
(h
2

; f), the Riesz interpolation theorem shows that S

n
(h
2

; f) converges in
L
p
(h
2

; S
d
), 1 p < , in norm if > [[ + (d 1)/2.
It is natural to ask if the condition on is sharp. With the help of Theorem 7.2,
the above proof is similar to the usual one for the ordinary harmonics in the sense
that the convergence is reduced to the convergence at just one point. For the
ordinary harmonics, the underlying group is the orthogonal group and S
d
is its
homogeneous space, so reduction to one point is to be expected. For the weight
function h

(x) =

d+1
i=1
[x
i
[

i
, however, the underlying group Z
d+1
2
is a subgroup
of the the orthogonal group, which no longer acts transitively on S
d
. In fact, in
this case, the condition on is not sharp. The explicit formula of the reproducing
kernel for the product weight function allows us to derive a precise estimate for
the kernel K

n
(h
2

; x, y): for x, y S
d
and > (d 2)/2,
[K

n
(h
2

; x, y)[ c
_

d+1
j=1
([x
j
y
j
[ +n
1
[ x y[ +n
2
)

j
n
(d2)/2
([ x y[ +n
1
)
+
d+1
2
+

d+1
j=1
([x
j
y
j
[ +[ x y[
2
+n
2
)

j
n([ x y[ +n
1
)
d+1
_
,
where x = ([x
1
[, . . . , [x
d+1
[) and y = ([y
1
[, . . . , [y
d+1
[). This estimate allows us to
prove the sucient part of the following theorem:
Theorem 7.4. The (C, ) means of the h-harmonic expansion of every continu-
ous function for h

(x) =

d+1
i=1
[x
i
[

i
converge uniformly to f if and only if
> (d 1)/2 +[[ min
1id+1

i
.
Orthogonal polynomials of several variables 179
The sucient part of the proof follows from the estimate, the necessary part
follows from that of the orthogonal expansion with respect to W
B
,
in Theorem
7.7, see below. For = 0, the order (d 1)/2 is the so-called classical index
for the ordinary harmonics. The proof of the theorem shows that the maximum
of I
n
(x) appears on the great circles dened by the intersection of S
d
and the
coordinate planes. An estimate that takes the relative position of x S
d
into
consideration proves the following result:
Theorem 7.5. Let f C(S
d
). If > (d 1)/2, then S

n
(h
2

, f; x) converges to
f(x) for every x S
d
int
dened by
S
d
int
= x S
d
: x
i
,= 0, 1 i d + 1.
This shows that the great circles x S
d
: x
i
= 0 are like a boundary on the
sphere for summability with respect to h
2

; concerning convergence the situation


is the same as in the classical case where we have a critical index (d 1)/2 at
those points away from the boundary.
The sequence of the partial sums S
n
(h
2

; f) does not converge to f if f is merely


continuous, since the sequence is not bounded. The sequence may converge for
smooth functions, and the necessary smoothness of the functions depends on the
order of S
n
(h
2

; f) as n .
Theorem 7.6. Let = [[ + (d 1)/2. Then as n ,
|S
n
(h
2

; )| = sup
f1
|S
n
(h
2

; f)|

= O
_
n

_
.
In particular, if f C
[]+1
(S
d
), then S
n
(h
2

; f) converge to f uniformly.
Proof. By the denition of S
n
(h
2

; f) and Theorem 7.2, we get


[S
n
(h
2

; f, x)[ b

_
1
1

k=0
k +

k
(t)

(t)dt |f|

.
The integral of the partial sum of the Gegenbauer polynomials is known to be
bounded by O(n

). The smoothness of f shows that there is a polynomial P


of degree n such that |f P|

cn
[]1
, from which the convergence follows
from the fact that S
n
(h

; P) = P.
Again, this theorem holds for h

associated with every reection group. For


the product weight function h

(x) =

d+1
i=1
[x
i
[

i
, the statement in Theorem 7.6
suggests the following conjecture:
|S
n
(h
2

; )| = O
_
n

_
with =
d 1
2
+[[ min
1id+1

i
;
furthermore, for x S
d
int
, [S
n
(h
2

; f, x)[ is of order O(n


d1
2
). If the estimate of
K

n
(h
2

; x, y) could be extended to = 0, then the conjecture would be proved.


180 Yuan Xu
However, in the proof given in [21], the restriction > (d 1)/2 seems to be
essential.
7.2. Orthogonal expansions on B
d
and on T
d
. For a weight function W on
B
d
or T
d
we denote the (C, ) means of the orthogonal expansion with respect
to W as S

n
(W; f). It follows that
S

n
(W; f, x) = c
_

n
(W; x, y)f(y)W(y)dy,
where = B
d
or T
d
, c is the constant dened by c
1
=
_

W(y)dy, and K

n
(W)
is the (C, ) means of the sequence P
n
(W). Using the correspondence in Theo-
rem 3.1, most of the results for h-harmonics can be extended to the orthogonal
expansions with respect to W
B
,
on the ball B
d
.
Theorem 7.7. The (C, ) means of the orthogonal expansion of every continuous
function with respect to W
B
,
converge uniformly to f if and only if
> (d 1)/2 +[[ + min
1
, . . . ,
d
, . (7.1)
Furthermore, for f continuous on B
d
, S

n
(W
B
,
, f; x) converges to f(x) for every
x B
d
int
, where
B
d
int
= x B
d
: |x| 1 and x
i
,= 0, 1 i d
provided > (d 1)/2.
Proof. The sucient part of the rst and the second statement follow from
Theorems 7.4 and 7.5, upon using the fact that
K

n
(W
B
,
; x, y) =
1
2
_
K

n
(h
2

; x, (y,
_
1 [y[
2
)) +K

n
(h
2

; x, (y,
_
1 [y[
2
))
_
and the elementary integration formula in the proof of Theorem 3.1. The neces-
sary part of the rst statement uses the fact that the expansion reduces to the gen-
eralized Gegenbauer expansion at certain points. Let w
,
(t) = [t[
2
(1 t
2
)
1/2
.
Denote by K

n
(w
,
; t, s) the (C, ) means of the kernel for the generalized Gegen-
bauer expansion. Let = [[ + + (d 1)/2. From the explicit formula of the
reproducing kernel, it follows that
K

n
(W
B
,
; x, 0) = K
n
(w
,
; |x|, 0) and K

n
(W
B
,
; x,
i
) = K
n
(w

i
,
i
; x
i
, 1)
for i = 1, 2, . . . , d, so that the necessary condition can be derived from the con-
vergence of the (C, ) means of the generalized Gegenbauer expansion s

n
(w
,
; f)
at 0 and 1. In fact, for continuous functions g on [1, 1], s

n
(w
,
; g) converge
uniformly to g if and only if > max, .
We can also state that the order of growth of |S
n
(W
B
,
; )|

is bounded by n

with = [[ ++(d 1)/2, just as in the Theorem 7.6, and conjecture that the
Orthogonal polynomials of several variables 181
sharp order is =
d1
2
+[[ + min
1id+1

i
with
d+1
= . For the classical
orthogonal polynomials with respect to W
B

= (1 |x|
2
)
1/2
, we have
|S
n
(W
B

; )| = sup
f1
|S
n
(W
B

; f)|

n
+
d1
2
, 0.
The operator f S
n
(W
B

; f) is a projection operator from the space of contin-


uous functions onto
d
n
. It is proved in [31] that every such projection operator
L
n
satises
|L
n
|

c n
d1
2
, d 2,
where c is a constant depending only on d. It turns out that the minimal norm
is obtained for the weight function W
B

with < 0 ([48]):


Theorem 7.8. For 1 < < 0 and d 3,
|S
n
(W
B

; )| n
d1
2
.
That is, S
n
(W
B

; ) has the smallest possible rate of growth for 0. The proof


of this theorem is quite involved, and does not follow from h-harmonics. In fact,
the explicit formula for the reproducing kernel in (4.1) holds only for 0. A
formula that works also for < 0 can be derived from it using integration by
parts and analytic continuation. Then a careful estimate of the kernel is derived
to prove the above theorem.
Similar questions can be asked for the weight function W
B
,
or h

,
i
< 0. It is
easy to conjecture, but likely hard to prove, that |S
n
(W
B
,
; )| n
d1
2
if 0
and
i
0, 1 i d.
For orthogonal expansions with respect to W
T

, we can state similar results for the


convergence of the Ces`aro means, but the results do not follow directly from those
for orthogonal expansions. In fact, from the relation between the reproducing
kernels of 1
n
(W
B
,
) and 1
n
(W
T
,
),
P
n
(W
T
,
; x, y) =
1
2
d

Z
d
2
P
2n
_
W
B
,
; (
1

x
1
, . . . ,
d

x
d
), (

y
1
, . . . ,

y
d
)
_
,
the (C, ) means of the left hand side does not relate directly to that of the
(C, ) means of the right hand side. Much of the dierence can be seen already
in the case of d = 1, for which the weight function W
B
,
(t) = [t[
2
(1 t)
1/2
for t [1, 1] and W
T
,
(t) = t
1/2
(1 t)
1/2
for t [0, 1], and the latter one
is the classical Jacobi weight function (1 + t)
1/2
(1 t)
1/2
when converting
to t [1, 1]; thus, it is the dierence between the generalized Gegenbauer
expansion and the Jacobi expansion on [1, 1].
182 Yuan Xu
Theorem 7.9. Suppose the parameters of W
T
,
satisfy the conditions
d+1

i=1
_
2
i
[
i
]
_
1 + min
1id+1

i
with =
d+1
, (7.2)
where [x] stands for the largest integer part of x. Then the (C, ) means of the
orthogonal expansion of every continuous function with respect to W
T
,
converge
uniformly to f on T
d
if and only if (7.1) holds.
The necessary part of the theorem follows from the (C, ) means of the Jacobi
expansion without the additional condition (7.2). The proof of the sucient
part uses an explicit estimate of the kernel K

n
(W
T
,
; x, y) just as in the proof
of Theorem 7.7. However, there is an additional diculty for the estimate of
K

n
(W
T
,
; x, y), and condition (7.2) is used to simplify the matter. We note, that
the condition excludes only a small range of parameters. Indeed, if one of the
parameters, say
1
or , is 1/2, or if one of the parameters is 1, then the
condition holds. In particular, it holds for the unit weight function (
1
= . . . =

d+1
= 1/2). Naturally, we expect that the theorem holds for all
i
0 without
the condition.
For pointwise convergence, a theorem similar to that of Theorem 7.7 can be stated
for the interior of the simplex, but the proof in [21] puts a stronger restriction on
the parameters. We only state the case for the unit weight function.
Theorem 7.10. If f C(T
d
), then the (C, ) means of the orthogonal expansion
of f converge to f uniformly on each compact set contained in the interior of T
d
if > (d 1)/2.
For the unit weight function, the uniform convergence of the (C, ) means on T
d
holds if and only if > d 1/2.
7.3. Product type weight functions. The Fourier expansions for the product
type weight functions are quite dierent from those on the ball and on the simplex.
As we pointed out in Section 6, there is no explicit formula for the kernel function.
In the case of multiple Jacobi polynomials and multiple Laguerre polynomials, the
product formulae of the orthogonal polynomials lead to a convolution structure
that can be used to study the Fourier expansions.
Let us consider the multiple Jacobi polynomials. Denote the kernel function of
the Ces`aro means by K

n
(W
a,b
; x, y).
Theorem 7.11. In order to prove the uniform convergence of the (C, ) means of
the multiple Jacobi expansions for a continuous function, it is sucient to prove
Orthogonal polynomials of several variables 183
that, for a
j
b
j
> 1, a
j
+b
j
> 1,
_
[1,1]
d
[K

n
(W
a,b
; 1, y)[W
a,b
(y)dy c,
where c is a constant independent of n.
Proof. We know that the convergence of the (C, ) means follows from
_
[1,1]
d
[K

n
(W
a,b
; x, y)[W
a,b
(y)dy c, x [1, 1]
d
, n 0.
The product formula in Theorem 6.2 shows that that
K

n
(W
a,b
; x, y) =
_
[1,1]
d
K

n
(W
a,b
; t, 1)d
(a,b)
x,y
(t),
where the measure
(a,b)
x,y
is the product measure given in Theorem 6.2. This leads
to a convolution structure which gives the stated result using the corresponding
result for one variable.
This shows that uniform convergence is reduced to convergence at one point.
Multiplying the generating function of the multiple Jacobi polynomials by (1
r)
1
=

n=0
_
n+
n
_
r
n
gives

n=0
_
n +
n
_
K

n
(W
a,b
; x, 1)r
n
= (1 r)
1
G
(a,b)
d
(r; x).
This is the generating function of K

n
(W
a,b
; x, 1), which does not give the explicit
formula. What can be used to study the orthogonal expansion is the following:
Theorem 7.12. For d 1 and 0 r < 1,
K

n
(W
a,b
; x, 1) =
_
n +
n
_
1
1
r
n
_

(1 re
i
)
1
G
(a,b)
d
(re
i
; x)e
in
d.
Proof. Since both sides are analytic functions of r for [r[ < 1, the generating
function for K

n
(W
a,b
; x, y) holds for r being complex numbers. Replacing r by
re
i
, we get

n=0
_
n +
n
_
K

n
(W
a,b
; x, 1)r
n
e
in
= (1 re
i
)
1
G
(a,b)
d
(re
i
; x).
Hence, we see that
_
n+
n
_
K

n
(W
a,b
; x, 1)r
n
is the n-th Fourier coecient of the
function (of ) in the right hand side.
With r = 1 n
1
, this expression allows us to derive a sharp estimate for the
kernel K

n
(W
a,b
; x, 1), which can be used to show that the integral in Theorem
7.13 is nite for larger than the critical index. One result is as follows:
184 Yuan Xu
Theorem 7.13. Let a
j
, b
j
1/2. The Ces`aro (C, ) means of the multiple
Jacobi expansion with respect to W
a,b
are uniformly convergent in the norm of
C([1, 1]
d
) provided >

d
j=1
maxa
j
, b
j
+
d
2
.
Similar results also hold for the case a
j
> 1, b
j
> 1 and a
j
+ b
j
1, 1
j d, with a properly modied condition on . In particular, if a
j
= b
j
= 1/2,
then the convergence holds for > 0.
The dierence between the Fourier expansion on [1, 1]
d
and the expansion on
B
d
or T
d
is best explained from the behavior of the multiple Fourier series on T
d
,
f

(f)e
ix
, where a

(f) =
_
T
d
f(x)e
ix
dx,
On the one hand, we have seen that the orthogonal expansion with respect to
the weight function (1 |x|
2
)
1/2
on B
d
is closely related to the spherical har-
monic expansion, which is known to behave like summability of spherical multiple
Fourier series; that is, sums are taken over the -2 ball,
S
(2)
n
(f; x) =

n
a

(f)e
ix
= (D
(2)
n
f)(x),
where f g means the convolution of f and g and the Dirichlet kernel D
(2)
n
(x) =
g
n
(|x|) is a radial function (g
n
is given in terms of the Bessel function). In this
case, it is known that the (C, ) means converge if > (d 1)/2, the so-called
critical index.
On the other hand, the usual change of variables x
i
= cos
i
shows that the
summability in the case of

d
i=1
(1x
2
i
)
1/2
on [1, 1]
d
corresponds to summability
of multiple Fourier series in the -1 sense; that is,
S
(1)
n
(f; x) =

||
1
n
a

(f)e
ix
= (D
(1)
n
f)(x),
the Dirichlet kernel D
(1)
n
is given by (recall Theorem 6.1)
D
(1)
n
(x) = [cos x
1
, . . . , cos x
d
]G
n
.
In this case, the (C, ) means converge if > 0, independent of the dimension.
For the multiple Laguerre polynomials, there is also a convolution structure which
allows us to reduce the convergence of the (C, ) means to just one point, x = 0;
the proof is more involved since the measure is not positive. The result is as
follows:
Theorem 7.14. Let
i
0, 1 i d, and 1 p . The Ces`aro (C, )
means of the multiple Laguerre expansion are uniformly convergent in the norm
of C(R
d
+
) if and only if > [[ +d 1/2.
Orthogonal polynomials of several variables 185
For both multiple Jacobi expansions and multiple Laguerre expansions, the uni-
form convergence is reduced to a single point, the corner point of the support
set of the weight function. In the case of the multiple Hermite expansions, the
support set is R
d
and there is no nite corner point. In fact, the convergence
in this case cannot be reduced to just a single point. Only the situation of the
classical Hermite expansions, that is, the case
i
= 0, is studied, see [32].
8. Notes and Literature
Earlier books on the subject are mentioned at the end of the Section 1. Many
historical notes on orthogonal polynomials of two variables can be found in Koorn-
winder [15] and in Suetin [30]. The references given below are for the results in the
text. We apologize for any possible omission and refer to [10] for more detailed
references.
Section 2: The study of the general properties of orthogonal polynomials in
several variables appeared in Jackson [14] of 1936. In the paper [18] of 1967, Krall
and Sheer suggested that some of the properties can be restored if orthogonality
is taken in terms of orthogonal subspaces instead of a particular basis. The rst
vector-matrix form of the three-term relation and Favards theorem appeared
in Kowalski [16, 17]; the present form and the theorem appeared in Xu [34,
35]. This form adopted the point of view of Krall and Sheer. Further studies
have been conducted in a series of papers; see the survey in [37] and the book
[10]. The study of Gaussian cubature formulae started with the classical paper
of Radon [26]. Signicant results on cubature formulae and common zeros of
orthogonal polynomials were obtained by Mysovskikh and his school [24] and
Moller [23]. Further study appeared in [36, 43]. The problem can be studied
using the language of polynomial ideals and varieties.
Section 3: Section 3.1 is based on [40]. Ordinary spherical harmonics appeared
in many books, for example, [1, 28, 33]. The h-harmonics are introduced and
studied by Dunkl in a number of papers; see [6, 7, 8] and the references in [10].
A good reference for reection groups is [13]. The account of the theory of h-
harmonics given in [10] is self-contained. The case of the product weight function
in Section 3.2 is studied in [38], while the monomial basis contained in Subsection
3.2.3 is new [49].
Section 4, 5 and 6: The relation between orthogonal polynomials with respect
to (1|x|
2
)
(m1)/2
on B
d
and spherical harmonics on S
d+m
can be traced back to
the work of Hermite, Didon, Appell and Kampe de Feriet; see Chapt. XII, Vol. II,
of [11]. In the general setting, the relation is studied in [40] and further properties
are given in [45, 46]. In various special cases the explicit formulae for the classical
orthogonal polynomials on B
d
and on T
d
have appeared in the literature. The
relation between orthogonal polynomials on the simplex and those on the ball
186 Yuan Xu
or on the sphere has also appeared in special cases. It is studied in the general
setting in [41]. Except for the multiple Jacobi polynomials, all other classical type
orthogonal polynomials can be studied using h-harmonics; see [47]. Apart from
some two dimensional examples (cf. [15]), classical and product type orthogonal
polynomials are the only cases for which explicit formulae are available.
The Hermite type polynomials of type A and type B are studied by Baker and
Forrester [4], Lassalle [19], Dunkl [9], and several other people. The commuting
self-adjoint operators that are used to dene the nonsymmetric Jack polynomials
are due to Cherednik. They are related to Dunkl operators. The nonsymmetric
Jack polynomials are dened by Opdam [25]. There are many other papers
studying these polynomials and Calogero-Sutherland models.
Section 7: Summability of orthogonal expansion is an old topic, but most of
the results in this section are obtained only recently. See [42] for the expansion
of classical orthogonal polynomials on the unit ball, [20] for the product Jacobi
polynomials, [46] and [21] for h-harmonics expansions and expansions on the unit
ball and on the simplex. The integration formula of the intertwining operator and
its application to summability appeared in [39]. The topic is still in its initial
stage, apart from the problems on the growth rate of the partial sums, many
questions such as those on L
p
and almost everywhere convergence have not been
studied.
Acknowledgement: I would like to thank the organizers of the workshop for inviting me
to give these lectures, and especially Wolfgang zu Castell for carefully reading through these
notes and making numerous corrections.
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