Rusev P.-Classical Orthogonal Polynomials and Their Associated Functions in Complex Domain-Sofia (2005)

CLASSICAL ORTHOGONAL POLYNOMIALS
AND THEIR ASSOCIATED FUNCTIONS

IN COMPLEX DOMAIN
Peter Rusev
CONTENTS
PREFACE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
CHAPTER I. Jacobi, Laguerre and Hermite polynomials and
associated functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1. Pearsons differential equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2. Definition of Jacobi, Laguerre and Hermite polynomials . . . . . . . . . . . . . .
3. Orthogonality. Recurrence relations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4. Jacobi, Laguerre and Hermite associated functions. ChristoffelDarboux type formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5. Relations to hypergeometric and Weber-Hermite functions . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Comments and references . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
5
5
10
12
24
31
37
42
CHAPTER II. Integral representations and generating functions

1. Integral representations and generating functions for Jacobi
polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2. Integral representations and generating functions for Laguerre
polynomials and associated functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3. Integral representations and generating functions for Hermite
polynomials and associated functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
43
CHAPTER III. Asymptotic formulas. Inequalities . . . . . . . . . . . . . . . . .

1. Asymptotic formulas for Jacobi polynomials and associated functions
2. Asymptotic formulas for Hermite and Laguerre polynomials . . . . . . . . . .
3. Asymptotic formulas for Laguerre and Hermite associated functions . .
4. Inequalities for Laguerre and Hermite polynomials . . . . . . . . . . . . . . . . . . .
5. Inequalities for Laguerre and Hermite associated functions . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
58
58
67
75
82
86
88
89
CHAPTER IV. Convergence of series in Jacobi, Laguerre and

Hermite systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1. Series in Jacobi polynomials and associated functions . . . . . . . . . . . . . . . .
2. Series in Laguerre polynomials and associated functions . . . . . . . . . . . . . .
3. Series in Hermite polynomials and associated functions . . . . . . . . . . . . . .
92
92
94
98
43
46
53
56
57
4. Theorems of Abelian type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99

5. Uniqueness of the representations by series in Jacobi, Laguerre
and Hermite polynomials and associated functions . . . . . . . . . . . . . . . . . . . 103
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
Comments and references . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
CHAPTER V. Series representation of holomorphic functions
by Jacobi, Laguerre and Hermite sysems . . . . . . . . . . . . . . . . . . . . . . 111
1. Expansions in series of Jacobi polynomials ans associated functions . . 111
2. Expansions in series of Hermite polynomials . . . . . . . . . . . . . . . . . . . . . . . . . 115
3. Expansions in series of Laguerre polynomials . . . . . . . . . . . . . . . . . . . . . . . . 129
4. Representations by series in Laguerre and Hermite associated functions 147
5. Holomorphic extension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
CHAPTER VI. The representation problem in terms of classical
integral transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
1. Hankel transform and the representation by series in Laguerre
polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
2. Meijer transform and the representation by series in Laguerre
associated functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
3. Laplace transform and the representation by series in Laguerre
associated functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
4. Fourier transform and the representation by series in Hermite
polynomials and associated functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
5. Representation of entire functions of exponential type by series in
Laguerre and Hermite polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
Comments and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
CHAPTER VII. Boundary properties of series in Jacobi, Laguerre and
Hermite systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
1. Convergence on the boundaries of convergence regions . . . . . . . . . . . . . . . 191
2. (C,)-summability on the boundaries of convergence regions . . . . . . . . . . 205
3. Fatou type theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
2
ADDENDUM. A review on singular points and analytical continuation

of series in classical orthogonal polynomials . . . . . . . . . . . . . . . . . . . 231
1. Singular points and analytical continuation of series
in Jacobi polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
in Hermite polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
in Laguerre polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
4. Gap theorems and overconvergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
APPENDIX. A short survey on special functions . . . . . . . . . . . . . . . . . . 252
1. Gamma-function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
2. Bessel functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
3. Hypergeometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
4. Weber-Hermite functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261
REFERENCES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
AUTHOR INDEX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
SUBJECT INDEX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
PREFACE
The importance of the classical orthogonal polynomials of Jacobi, Laguerre
and Hermite for the contemporary mathematics, as well as for wide range of their
applications in the physics and engineering, is beyond any doubt.
It is well-known that these polynomials play an essential role in problems of
the approximation theory. They occur in the theory of differential and integral
equation as well as in the mathematical statistics. Their applications in the quantum mechanics, scattering theory, automatic control, signal analysis and axially
symmetric potential theory are also known.
At the focus of the present book are the classical orthogonal polynomials
(, )
()
{Pn
(z)}
n=0 , {Ln (z)}n=o and {Hn (z)}n=0 of Jacobi, Laguerre and Hermite and
(, )
()
their associated functions {Qn (z)}

n=0 , {Mn (z)}n=0 and {Gn (z)}n=0 , mainly
as tools for representations of holomorphic functions. The core of the discussions
are the problems arising in expanding of holomorphic functions in series of the
Jacobi, Laguerre and Hermite systems, i.e., in series of Jacobi, Laguerre and Hermite polynomials and in their associated functions, as well as the applications of
the obtained results in the complex analysis.
Following Tricomi, in Chapter I we introduce the classical orthogonal polynomials by means of Rodrigues type formulas. This is just one possible way to define
these polynomials without any restriction on the parameters , in the case of
Jacobi, and on in the case of Laguerre polynomials.
Since the weight functions for the Jacobi, Laguerre and Hermite polynomials
satisfy differential equations of Pearsons type, it follows immediately that these
polynomials are solutions of differential equations of hypergeometric type. This
means that the classical orthogonal polynomials appear also as particular cases of
the hypergeometric functions.
The orthogonality of Jacobi, Laguerre and Hermite polynomials with respect
to corresponding weight functions on suitable rectifiable Jordan curves in the (extended) complex plane is established under the single assumption that the complex
numbers + 1, + 1 and + + 1 are not equal to 0, 1, 2, . . . . As a corollary,
(, )
( )
it is shown that each of the systems {Pn

(z)}
n=0 , {Ln (z)}n=0 and {Hn (z)}n=0
is a solution of a linear recurrence equation of second order.
The associated Jacobi, Laguerre and Hermite functions are defined, by means of
suitable Cauchy type integral transforms, as second solutions of the correspondding recurrence equations. Then, as a corollary, the existence of ChristoffelDarboux type formulas for the Jacobi, Laguerre and Hermite systems is established.
Chapter II presents various and mostly familiar integral representations of the
classical orthogonal polynomials and associated functions. Among them, e.g., are
those for the Laguerre polynomials and associated functions, which involve Bessel
1
functions of different kind. From the numerous generating functions we have

chosen only those used in the next Chapters. Some of them, and especially those
for the Jacobi polynomials, have more general form than those occasionally occur
in the literature.
The asymptotics of the classical orthogonal polynomials and associated functions is studied in Chapter III. The classical Darboux method is applied to the
(, )
Jacobi polynomials {Pn
(z)}
n=0 and, as a result, we have an asymptotic formula for these polynomials in the region C \ [1, 1], when the parameters ,
are arbitrary complex numbers. The asymptotic formula for the Jacobi associated
(, )
functions {Qn (z)}
n=0 in the same region is obtained using their expansions in
terms of the powers of the corresponding inverse of Zhukovskii function provided
+ 1, + 1 and + + 2 are not equal to 0, 1, 2, . . . .
Using Szegos asymptotic formula for the Hermite polynomials as well as Uspenskys integral representation of Laguerre polynomials in terms of the even Hermite polynomials, we derive an asymptotic formula for the Laguerre polynomials
()
{Ln (z)}
n=0 in the region C \ [0, ), with no restriction on the parameter .
In Chapter IV we use the asymptotic formulas and inequalities for the systems of classical orthogonal polynomials and their associated functions in order
to give a full description of the regions and the mode of convergence of series in
these systems. The existence of Cauchy-Hadamards formulas as well as Abels
type theorems confirms that there is a close analogy with the power series. For
example, it is proved that the regions of absolute convergence of the series under
consideration coincide with their regions of convergence.
In Chapter IV we consider also the problem of uniqueness of the representations
in Jacobi, Laguerre and Hermite series. In general, the orthogonal expansions
have the uniqueness property and we elucidate the difficulties arising when this
property has to be proved for series in Jacobi, Laguerre and Hermite polynomials.
The uniqueness of the series expansions in the corresponding systems of associated
functions follows from the asymptotic formulas for these systems only.
Chapter V is the central one in the book. The main problem we study there
is to describe the C-vector spaces of holomorphic functions possessing series representations in the Jacobi, Laguerre and Hermite systems.
Denote by E(r), 1 < r < , the interior of the ellipse e(r) with focuses at the
points 1 and 1 and with the sum of its semiaxes equal to r. Let E (r), 1 < r < ,
be the exterior of e(r) with respect to the extended complex plane C = C {},
i.e., E (r) = C \ E(r), and assume that E() = C and E (1) = C \ [1, 1].
It is a familiar fact that if 1 < r , then the system of Jacobi polynomials
{Pn
(z)}
n=0 is a basis of the space H(E(r)) of the complex-valued functions
holomorphic in E(r). Likewise, if 1 r < , then the system of Jacobi associated
(, )
functions {Qn (z)}
n=0 is a basis of the space of the complex-valued functions
holomorphic in the region E (r) and vanishing at the point of infinity. Let us note
(, )
that these properties of the Jacobi systems are established in Chapter V when the
parameters , are arbitrary complex numbers such that + 1, + 1, + + 2
are not equal to 0, 1, 2, . . . .
Let 0 < 0 < and S(0 ) be the strip defined by the inequality | Im z| < 0 ,
and assume that S() = C. Using the inequalities for the Hermite polynomials in
the complex plane, included in Chapter III, it is easy to prove that the space H(0 )
of complex-valued functions holomorphic in S(0 ) and having there representations
by (convergent) series of Hermite polynomials is a proper subspace of the space
H(S(0 )) of complex-valued functions holomorphic in the strip S(0 ).
E. Hille gave in 1940 a growth characterization of the functions in the space
H(0 ). He proved that a function f H(S(0 )) belongs to the space H(0 ) if and
only if for each [0, 0 ) there exists a positive constant K = K( ) such that
|f (z)| = |f (x + iy)| K exp{x2 /2 |x|( 2 y 2 )1/2 } whenever | Im z| . A
complete proof of Hilles theorem is included in Chapter V.
Let (0 ), 0 < 0 < , be the interior of the parabola p(0 ) with focus at
the origin and vertex at the point 20 , and assume that () = C. Denote by
L() (0 ) the space of complex-valued functions holomorphic in the region (0 )
()
and expandable in (convergent) series of the Laguerre polynomials {Ln (z)}
n=0
there.
Using partly Hilles theorem, H. Pollard solved in 1947 the problem of finding
a growth description of the functions in the space L() (0 ) when = 0. In fact,
he proved that a function f H((0 )) belongs to the space L(0) (0 ) if and
only if for each [0, 0 ) there exists a positive constant L = L() such that if
Re(z)1/2 , then f (z)| = |f (x + iy)| L exp((; x, y)), where
p
p
p 2
x2 + y 2 + x
x + y2 + x 2
x2 + y 2 x 1/2

(; x, y) =
4
2
2
The validity of Pollards theorem for every > 1 was established by O. Szasz
and N. Yeardley in 1958. Our approach to the same problem is based on the Uspenski integral transform, which in fact is a fractional operator of Riemann-Liouvilles
type. We prove that Pollards theorem is valid under the only assumption that the
complex parameter is not of the kind k+1/2+i with k Z and R = R \{0},
as well as that + 1 C \ Z . In particular, it holds for each real different from
1, 2, 3, . . . . The case = k + 1/2 + i with k Z and R is still an open
problem.
Let us note that the growth description of Hilles or Pollards type of the
holomorphic functions having representations by series in Hermite or Laguerre
associated functions, is also still open.
The last section of Chapter V is devoted to the problem of holomorphic extension of complex-valued functions defined on intervals of the real line or on smooth
Jordan curves in the extended complex plane passing trough the point at infinity.
3
The main topic in Chapter VI is the series representations of holomorphic

functions by means of Laguerre and Hermite systems in terms of classical integral
transform. First we discuss how the integral representation of Laguerre polynomials by means of Bessel functions of the first kind allows to obtain the spaces
L() (0 ), 0 < 0 as Hankels type integral transforms of suitable spaces of
entire functions of exponential type.
Let (0 ) := C \ (0 ) if 0 < 0 < and (0) := C \ [0, ). Denote
by M() (0 ) the space of complex functions holomorphic in the region (0 )
and having representations by (convergent) series in the Laguerre associated func()
tions {Mn (z)}
n=0 . Then, in Chapter VI, we prove that each of the spaces
M() (0 ), 0 0 < , is the image of a space of entire functions of exponential type under a Meijers type integral transform.
On the basis of the relations between Laguerre and Hermite systems, we obtain
further corresponding results for the Hermite series. More precisely, we emphasize
that the holomorphic functions, representable by series in Hermite polynomials or
associated functions, are Fourier transforms of suitable entire functions.
In the final part of Chapter VI we discuss the expansion in series of Laguerre
and Hermite polynomials of entire functions of exponential type in terms of their
indicator functions.
In the first two Sections of Chapter VII the main attention is paid to the
convergence and Cesaros summability of positive order of series in the Jacobi
and Laguerre polynomials on the boundaries of their regions of convergence. The
results obtained are analogous to well-known theorems for the Fourier series. A
typical one is a (C, )-version of the classical Feijers theorem for a class of series
in the Laguerre polynomials.
In the last Section of Chapter VII it is shown that a classical theorem of Fatou for the power series can be extended to series in the Laguerre and Hermite
polynomials and associated functions. Especially, in the case of series in the La()
guerre polynomials {Ln (z)}
n=0 , it is to be noted the unexpected fact that the
corresponding Fatou type condition on the growth of their coefficients involves the
parameter .
Without any pretentions for completeness, a review on singular points and
analytical continuation of holomorphic functions defined by series in the classical
orthogonal polynomials is included as a final part of the book. It is simply an
effort to make a bridge between classical theorems about power series and series
in Jacobi, Laguerre and Hermite polynomials.
The theory of the classical orthogonal polynomials and their associated functions in the complex domain is a great user of special functions. For readers,
whose familiarity with them is restricted, in the Appendix all we need in this book
from the theory of classical special functions is given.
Chapter I
JACOBI, LAGUERRE AND HERMITE POLYNOMIALS AND
ASSOCIATED FUNCTIONS
1. Pearsons differential equation
1.1 Let A and B 6 0 be polynomials with complex coefficients such that
deg A 1 and deg B 2. If deg B = 2, then B has two roots z1 and z2 in the
complex plane which may be distinct or coincident. If deg B = 1, then we still
assume that the polynomial B has two roots: one at z1 C and the other one at
the point of infinity. If B Const6= 0, then we agree that both z1 and z2 coincide
with the point . If A 6 0, then we assume the same for the polynomial A.
(I.1.1) The differential equation
(1.1)
B(z)w0 A(z)w = 0
has holomorphic nonzero solutions in each simply connected region G C \{z1 , z2 },

i.e. in each simply connected subregion of the complex plane not containing finite
roots of the polynomial B.
Proof. Since the region G is simply connected and the function A(z)/B(z) is
holomorphic there, it has a primitive in G. Such is the function
Z z
f (z) =
(A()/B()) d,
z0
where z0 is a fixed point of G, z G and the path of integration is an arbitrary

rectifiable curve lying entirely in G and connecting the points z0 and z.
A direct computation yields that the function w defined by w(z) = exp{f (z)}
for z G is a solution of the equation (1.1) in G and, moreover, w(z) 6= 0 whenever
z G.
Remark. Each holomorphic solution w of the equation (1.1) in a region not
containing the roots of the polynomial B is either nowhere zero or it is identically
zero. Indeed, if w(z0 ) = 0 at a point z0 of such a region, then successive differentiation followed by replacing z by z0 leads to w(k) (z0 ) = 0, k = 1, 2, 3, . . . and,
hence, w 0.
(I.1.2) Suppose that w(z) 6 0 is a solution of the equation (1.1) in the region
G C \ {z1 , z2 }. Then for each n = 0, 1, 2, . . . the function Wn defined by
(1.2)
Wn (z) =
1 dn
{B n (z)w(z)}
w(z) dz n
5
Jacobi, Laguerre and Hermite polynomials and. . .

is a polynomial of degree at most n.
Proof. Define A0 (z) 1 and A1 (z) = A(z). Then
(1.3)
A (z)
w(k) (z)
= kk , z G, k = 0, 1, 2, . . . ,
w(z)
B (z)
where Ak is a polynomial of deg Ak k. Indeed, (1.3) is satisfied when k = 0, 1.

Suppose that (1.3) holds for some k 2. By differentiation of (1.3) we obtain
A0 (z)B(z) kAk (z)B 0 (z)
w(k+1) (z) w(k) (z) w0 (z)
= k
w(z)
w(z)
w(z)
B k+1 (z)
Then, having in mind (1.1) and (1.3), we can write
A0 (z)B(z) kAk (z)B 0 (z) + A(z)Ak (z)
w(k+1) (z)
= k
w(z)
B k+1 (z)
Let us denote Ak+1 (z) = A0k (z)B(z) kAk (z)B 0 (z) + A(z)Ak (z). Since, by
assumption deg Ak k, we conclude that deg Ak+1 k + 1.
Likewise we prove that for each k = 0, 1, 2, . . . , n,
(1.4)
(B n (z))(nk) = B k (z)Bn,k (z),
where Bn,k is a polynomial of deg Bn,k n k.

Since
(1.5)
Wn (z) =
n
X
n
k =0
Ak (z)Bn,k (z),
the desired assertion follows from (1.3), (1.4) and the Leibniz rule.
Remark. The polynomials {Wn (z)}
n=0 , defined by the equalities (1.2) in the
region G, depend neither on G nor on the solution w(z) of the equation (1.1).
They are uniquely determined by the coefficients of the polynomials A and B.
(I.1.3) In the cases:
C1 )
C2 )
6= z1 6= z2 6= ;
z1 6= , z2 = , deg A = 1;
C3 )
z1 = z2 = , deg A = 1;
C4 )
z1 = z2 6= , A(z1 ) 6= 0,
Pirsons diferential equation

the equation (1.1) can be transformed by means of a linear substitution of the
independent variable (z 7 z + ) to exactly one of the following forms:
(C1 )
(C2 )
(C3 )
(C4 )
w0
w0
w0
w
w0
w
w0
w
+
;
1z 1+z
z
=
;
z
=
= 2z;
=
mz 1
z2
We leave the proof of the above assertion to the reader as a simple exercise.
1.2 The classical polynomials of Jacobi, Laguerre and Hermite are related to
the cases C1 ), C2 ) and C3 ), respectively. For particular choice of the region G in
each of these cases, the corresponding solutions of the equations (C1 ), (C2 ) and
(C3 ) have the form:
C1 ) G = G1 = C \ {(, 1] [1, )},
C2 ) G = G2 = C \ (, 0],
w(z) = (1 z) (1 + z) ;
w(z) = z exp(z);
w(z) = exp(z 2 ),
C3 ) G = G3 = C,
where, by definition, (1 z) (1 + z) = exp{ log(1 z) + log(1 + z)} and

z = exp( log z).
(I.1.4) (a) If + + 2
/ Z {0}, i.e. + + 2 is not equal to 0, 1, 2, . . . ,
then for each n = 0, 1, 2, . . . the polynomial (1.2) with B(z) = 1 z 2 and w(z)
= (1 z) (1 + z) , z G1 , is of degree n;
(b) for each C and n = 0, 1, 2, . . . the polynomial (1.2) with B(z) = z and
w(z) = z exp(z), z G2 , is of degree n;
(c) for each n = 0, 1, 2, . . . the polynomial (1.2) with B(z) 1 and w(z)
= exp(z 2 ) is of degree n.
Proof. (a) In this case
Wn (z) =
n
X
An,k (1 z)k (1 + z)nk , n = 0, 1, 2, . . . ,
k =0
where

n
n+
n+
An,k = (1)nk
(n k)!
k!
, k = 0, 1, 2, . . . , n.
k
nk

Therefore,
(1)n (n!)1 Wn (z)
(1.6)
X
n+ n+
k
=
(1)
(1 z)k (1 + z)nk , n = 0, 1, 2, . . . .
nk
k
k =0
From the last representation it follows that if n 1, then the coefficient of z n

in Wn (z) is equal to
(1)n n!
(1.7)
n
X
n+ n+
k
nk
k =0
Further we use the combinatorial identity
n
X
n+ n+
(1.8)
k =0
nk
2n + +
.
n
It can be obtained by multiplication of the two power series

(1 + z)n+ =

X
n+
p=0
(1 + z)n+ =
zp,

X
n+
q =0
|z| < 1,
|z| < 1.
We have
(1 + z)
2n++
X
X
n+ n+
zs,
=
p
q
s=0 p+q =s
|z| < 1.
But on the other hand

(1 + z)
2n++

X
2n + +
s=0
and, hence,
zs,
|z| < 1
X n + n + 2n + +
=
.
p
q
n
p+q =n
Then from (1.7) and (1.8) it follows that the coefficient of z n in Wn (z) is equal to
2n + +
n
(1.9)
(1) n!
, n = 1, 2, 3, . . . .
n
8
Pirsons diferential equation

Since + + 2
/ Z {0}, this coefficient is different from zero for each n =
1, 2, 3, . . . . But from W0 (z) 1 it is seen that the same holds for n = 0.
(b) The Leibniz rule gives in this case that
(1.10)
Wn (z) = n!
n
X
(1)k n +
k =0
k!
nk
z k , n = 0, 1, 3, . . . .
From the above representation it follows that the coefficient of z n is

(1)n ,
(1.11)
n = 0, 1, 2, . . . ,
i.e., it is always different from zero.

(c) Let be a positively oriented circle centered at the point z. Then
Z
n!
exp( 2 )
d, n = 0, 1, 2, . . . .
Wn (z) =
2i exp(z 2 ) ( z)n+1
After the translation
7 + z we obtain
Z
n!
exp( 2 2z)
d, n = 0, 1, 2, . . . ,
(1.12)
Wn (z) =
2i
n+1
where is a positively oriented circle with center at the origin.
Since
exp( 2 2z) = exp( 2 ) exp(2z)
/2]
[X
X
X
(1)k (2z)2k
(1k ) 2k X (1)k (2z)k
=
=
k!
k!
k!( 2k)!
=0
k =0
k =0
k =0
for each C, (1.9) yields that
[n/2]
(1.13)
Wn (z) = (1)n n!
X (1)k (2z)n2k
, n = 0, 1, 2, . . . .
k!(n k)!
k =0
Obviously, in this case the coefficient of z n in Wn is equal to

(1.14)
(1)n 2n , n = 0, 1, 2, . . . ,
and, hence, deg Wn = n, n = 0, 1, 2, . . . .

2. Definition of Jacobi, Laguerre and Hermite polynomials
2.1 In the case C1 ) the polynomilas (1)n 2n (n!)1 Wn (z), n = 0, 1, 2, . . . with
++2
/ Z {0} are called Jacobi polynomials with parameters and .
(, )
Usually, they are denoted by {Pn
(z)}
n=0 . From this definition it follows that
(, )
(2.1)
Pn
(z) =
(1)n
dn
{(1 z)n+ (1 + z)n+ },
n
n
n!2 (1 z) (1 + z) dz
z C \ {(, 0] [0, )}, n = 0, 1.2, . . . .

Then (1.6) enables to get the representation
(, )
(2.2)
Pn
n
X
n + n + 1 z k 1 + z nk
k
,
(z) =
(1)
2
2
k
nk
n=0
z C, n = 0, 1, 2, . . . .
(, )
(, )
Denote by pn , n = 0, 1, 2, . . . and qn , n = 1, 2, 3, . . . , the coefficients of

z n and z n1 , respectively, in the n-th Jacobi polynomial with parameters and
. Then (1.10) with n = (1)n 2n (n!)1 yields
2n + +
(, )
n
(2.3)
pn
=2
, n = 0, 1, 2, . . . .
n
(, )
In order to calculate qn
(, )
Pn
(, )
(z) = z n Pn
(1/z) =
, we use the polynomial
n
X
n + n + z 1 k z + 1 nk
k
.
(1)
2
2
k
nk
k =0
Obviously,
(, )
(2.4)
qn
nd
o
n(, ) (z)
P
, n = 1, 2, 3, . . . ,
dz
z =0
and as a result of (1.9) and (2.4) we obtain

(, )
(2.5) qn
2n + +
= n2n
n
2n+1
n
X
n+ n+
k =0
nk
, n = 1, 2, 3, . . . .
From the expansions

z(n + )(1 + z)n+1 =
10

X
n+
q
, |z| < 1,
q
q =0
Definition of Jacobi, Laguerre and Hermite polynomials
n X
X
n+ n+ o s
n
+1
z(n + )(1 + z) (1 + z)
=
q
z , |z| < 1,
p
q
s=0 p+q =s
z(n + )(1 + z)
2n++1
X
2n + + 1 s+1
=
(n + )
z , |z| < 1,
s
s=0
it follows
n
X
n+
2n + + 1
k
(n + k) = (n + )
, n = 1, 2, 3, . . . .
nk
n1
k =0
After some standard algebra, from (2.5) we obtain
2n + + 1
(, )
n
(2.6)
qn
= 2 ( )
, n = 1, 2, 3, . . . .
n1
2.2 In the case C2 ) the polynomials (n!)1 Wn (z), n = 0, 1, 2, . . . are
called Laguerre polynomials with parameter . Usually, they are denoted by
()
{Ln (z)}
n=0 .
The above definition yields
()
(2.7)
Ln (z) =
dn n+
1
{z
exp(z)},
n!z exp(z) dz n
z C \ (, 0], n = 0, 1, 2, . . . ,
and by means of (1.10) we arrive to the representation
()
(2.8)
Ln (z) =
n
X
(1)k n +
k =0
()
k!
nk
z k , n = 0, 1, 2, . . . .
( )
Let ln , n = 0, 1, 2, . . . , and mn , n = 1, 2, 3, . . . , be the coefficient of z n and

n
z 1 , respectively, in the n-th Laguerre polynomial with parameter . Then from
(2.8) it follows that
(1)n
, n = 0, 1, 2, . . . ,
ln =
n!
()
(2.9)
and
(2.10)
()
mn =
(1)n1 (n + )
, n = 1, 2, 3, . . . .
(n 1)!
2.3 In the case C3 ) the polynomials (1)n Wn (z), n = 0, 1, 2, . . . are called

Hermite polynomials and are denoted by {Hn (z)}
n=0 . From this definition it
11

follows that
(2.11)
Hn (z) =
(1)n dn
{exp(z 2 )}, n = 0, 1, 2, . . . ,
exp(z 2 ) dz n
and (1.13) leads to the representation

[n/2]
(2.12)
Hn (z) = n!
X (1)k (2z)n2k
, n = 0, 1, 2, . . . .
k!(n 2k)!
k =0
If we denote by hn , n = 0, 1, 2, . . . , the coefficient of z n in Hn , then from (2.12)

we obtain
hn = 2n , n = 0, 1, 2, . . . .
(2.13)
3. Orthogonality. Recurrence relations

3.1 The orthogonality of Jacobi polynomials in the classical case, i.e. when
> 1 and > 1 or, more generally, when Re > 1 and Re > 1, is given
by the following assertion:
(I.3.1) If Re > 1 and Re > 1, then
Z 1
(, )
(, )
(, )
(3.1)
(1 t) (1 + t) Pm (t)Pn
(t) dt = In mn , m, n = 0, 1, 2, . . . ,
1
where
(3.2)
+ +1
2
( + 1)( + 1)
( + + 2)
(, )
In
=
2+ +1 (n + + 1)(n + + 1)
,
n!(2n + + + 1)(n + + + 1)
if n = 0;
if n 1.
Proof. For n = 0, 1, 2, . . . and k = 0, 1, 2, . . . , n we define

Z 1
(, )
(, )
Pn,k =
(1 t) (1 + t) Pn
(t)tk dt.
1
The substitution of the n-th Jacobi polynomial in the integrand by (2.1), followed by integrating by parts leads to
Z
(1)n+k k! 1 dnk
(, )
{(1 t)n+ (1 + t)n+ } dt.
(3.3)
Pn,k =
nk
n!2n
1 dt
Since Re > 1 and Re > 1, we have
dnk1
{(1 t)n+ (1 + t)n+ } = 0, n = 1, 2, 3, . . . ,
t10 dtnk1
lim
12
Orthogonality. Recurrence relations

for each k = 0, 1, 2, . . . , n 1. Then from (1.3) it follows that
(, )
Pn,k
Z
o
(1)n+k k! 1 d n dnk1
n+ (1 + t)n+ ] dt = 0
[(1
t)
=
nk1
n!2n
1 dt dt
whenever n 1 and k = 0, 1, 2, . . . , n 1.
Since the system of monomials {1, t, t2 , . . . , tn1 }, n 1 is a basis in the space
of polynomials of degree not greater than n 1, the n-th Jacobi polynomial is
orthogonal on the interval (1, 1) to any polynomial of degree less than n with
respect to the weight function w(t) = (1 t) (1 + t) . Thus, the equalities (3.2)
are proved when m 6= n, m, n = 0, 1, 2, . . . .
From (3.3) it follows that for n = 0, 1, 2, . . .
Z
(, )
= 2n
Pn,n
(1 t)n+ (1 + t)n+ dt.
Substituting t = 2u 1, we obtain
(, )
Pn,n
= 2n++ +1
un+ (1 u)n+ du
= 2n++ +1 B(n + + 1, n + + 1) =
(, )
On the other hand, Pn
(, )
(t) = pn
2n++ +1 (n + + 1)(n + + 1)
(2n + + + 2)
(, )
(, )
tn +Rn1 (t), where Rn1 is a polynomial

(, )
of degree less than n provided n 1 and Rn1 0 when n = 0. Then, having in

mind (2.3), we find that
Z
Z
=
(, )
(1 t) (1 + t) Pn
(, )
= pn
(, )
(1 t) (1 + t) {Pn
(t)}2 dt
(, )
(t){pn
(, )
(1 t) (1 + t) Pn
(, )
tn + Rn1 (t)} dt
(, )
(t)tn dt = pn
(, )
Pn,n
2n + + 2+ +1 (n + + 1)(n + + 1)
(, )
=
= In
(2n + + + 2)
n
which confirms the validity of (3.1) also for the case m = n, m, n = 0, 1, 2, . . . .
3.2 The Jacobi polynomials have the property of orthogonality also outside
the segment [1, 1] even in the case when one of the requirements of (I.3.1) is not
satisfied. More precisely, the following assertion holds:
13

(I.3.2) Suppose that + 1, + 1 and + + 2 are not equal to 0, 1, 2, . . . .
Then there exists a complex-valued function (, ; z), holomorphic in the region
C \ [1, 1], such that
Z
(, )
(, )
(3.4)
(, ; z)Pm (z)Pn
(z) dz
(, )
= 2iIn
ind(; [1, 1])mn , m, n = 0, 1, 2, . . . .
for each closed rectifiable curve C \ [1, 1].

Proof. Let Re > 1, Re > 1 and define
Z
(3.5)
(1 t) (1 + t)
dt, z C \ [1, 1].
(, ; z) =
tz
1
1
Then, the generalized Cauchy formula yields

Z
(, )
(, )
(, ; z)Pm (z)Pn
(z) dz
Z
=
Z
=
(, )
Pm
(, )
(z)Pn
Z
(z) dz
Z
(1 t) (1 + t) dt
Z
= ind(; t)2i
(1 t) (1 + t)
dt
tz
1
1
(, )
Pm
(, )
(z)Pn
zt
(, )
(1 t) (1 + t) Pm
(z)
(, )
(t)Pn
dz
(t) dt.
Since ind(; t)=ind(; [1, 1]) when t [1, 1], the equalities (3.4) simply occur
as corollaries of (3.1) in the case under consideration.
For each = 1, 2, 3, . . . the function (, ) defined by
Z 11/
(1 t) (1 + t)
dt
(, ; z) =
tz
1+1/
Z 11/
exp{ log(1 t) + log(1 + t)}
dt
=
tz
1+1/
is holomorphic as a function of the complex variables C,
C and z
C \ [1, 1]. Moreover, lim (, ; z) = (, ; z) uniformly on each compact subset of the subregion of C3 defined by the inequalities Re > 1, Re > 1
and the requirement z C \ [1, 1]. Therefore, (, ; z) is holomorphic in this
subregion as a function of the complex variables , and z.
14

From the identity
1 n t+z
1 o
1
=
+
,
(1 t2 )(t z)
1 z 2 1 t2 t z
considered for t (1, 1) and z C \ [1, 1], we get
Z
Z 1
1 n 1
(1 t)+1 (1 + t) +1
dt =
t(1 t) (1 + t) dt
(, ; z) =
2 )(t z)
2
(1
t
1
z
1
1
Z
+z
But
Z
(1 t) (1 + t) dt
(1 t)+1 (1 + t) +1 o
dt .
tz
1
(1 t) (1 + t) dt =
2+ +1 ( + 1)( + 1)
( + + 2)
and
Z
t(1 t) (1 + t) dt =
1
(1 t) (1 + t) dt =
(1 t) (1 + t) +1 dt
1
2+ +2 ( + 1)( + 2)
( + + 3)
2+ +1 ( + 1)( + 1)
2+ +1 ( + 1)( + 1)( )
=
( + + 2)
( + + 3)
Hence,
(1 z 2 )(, ; z)
(3.6)
2+ +1 ( + 1)( + 1)
=
[ + ( + + 2)z] + ( + 1, + 1; z) .
( + + 3)
The above relation was proved for z C \ [1, 1] provided Re > 1 and
Re > 1. It gives the analytical continuation of the function (, ; z), as a
holomorphic function of the variables , and z, in the region (C \ Z ) (C \
Z ) (C \ [1, 1]). We denote this analytical continuation again by (, ; z).
If m, n are fixed, then the both sides of equality (3.4) are holomorphic functions
of the variables and in the region B = (C \ Z ) (C \ Z ). They coincide in
the subregion of B defined by the inequalities Re > 1, Re > 1. According
to the identity theorem, they coincide in the whole region B.
3.3 The orthogonality of the Laguerre polynomials when Re > 1 is given
by the following proposition:
(I.3.3). If Re > 1, then
Z
( )
()
()
(3.7)
t exp(t)Lm (t)Ln (t) dt = In mn , m, n = 0, 1, 2, . . . ,
0
15

with
(n + + 1)
, n = 0, 1, 2, . . . .
n!
( )
(3.8)
In =
Proof. Define
Z
( )
()
(3.9)
Ln,k =
t exp(t)Ln (t)tk dt, n = 0, 1, 2, . . . ; k = 0, 1, 2, . . . , n.
0
From (2.7) it follows that

(1)k k!
Ln,k =
n!
()
(3.10)
Z nk
d
{tn+ exp(t)} dt.
nk
dt
0
Since Re > 1, we have

dnk1 n+
dnk1 n+
{t
exp(t)}
dt
=
{t
exp(t)} dt = 0,
lim
t+0 dtnk1
t dtnk1
lim
n 1, k = 0, 1, 2, . . . , n 1,
and, hence,
(1)k k!
Ln,k =
n!
()
Z n nk1
o
d d
n
+
[t
exp(t)] dt = 0
dt dtnk1
0
when n 1 and k = 0, 1, 2, . . . , n 1.
Thus, the validity of equalities (3.7) is established for m 6= n since it turns out
that for each n 1 the n-th Laguerre polynomial is orthogonal on the interval
(0, ) to any polynomial of degree less than n with respect to the weight function
w(t) = t exp(t).
The representation (3.10) yields
Z
()
n
Ln,n = (1)
tn+ exp(t) dt = (1)n (n + + 1), n = 0, 1, 2, . . . .
0
()
()
()
()
Since Ln (t) = ln tn + Rn1 (t), where Rn1 is a polynomial of deg n 1 if

()
n 1 and Rn1 0 if n = 0, it follows that
Z
Z
()
()
()
2
t exp(t){ln (t)} dt = ln
t exp(t)Ln (t)tn dt
0
()
( )
= ln Ln,n =
(n + + 1)
, n = 0, 1, 2, . . . .
n!
3.4 Let L(), 0 < < , be the positively oriented loop around the nonne16

gative real semiaxis consisting of the ray l0 () : z = t + i, < t 0, of the
semicircle () : z = exp i, /2 3/2, and of the ray l00 () : z = t i,
0 t < .
(I.3.4) For C, (0, ) and m, n = 0, 1, 2, . . . ,
Z
( )
()
()
(3.11)
(z) exp(z)Lm (z)Ln (z) dz = 2i sin .In mn .
L()
Proof. If , m and n are fixed, then the integral in the left-hand side of (3.11)
does not depend on . In order to prove this assertion, we denote by L(, R),
0 < R < , the part of the loop L() located in the half-plane Re z R. If
0 < 1 < 2 and is a nonnegative integer, then by the Cauchy theorem
Z
Z
(z) exp(z)z dz
(z) exp(z)z dz
L(2 ,R)
L(1 ,R)
Z
+
Z
[Ri2 ,Ri1 ]
(z) exp(z)z dz +
Since
[R+i1 ,R+i2 ]
(z) exp(z)z dz = 0
Z
lim
R [Ri2 ,Ri1 ]
and
(z) exp(z)z dz = 0
Z
lim
R [R+i1 ,R+i2 ]
(z) exp(z)z dz = 0,
we find that
Z
Z
L(1 )
(z) exp(z)z dz =
L(2 )
(z) exp(z)z dz
If Re
Z > 1, then since lim0 (t i) = t exp(i), 0 < t < , and
lim0
(z) exp(z)z dz = 0 for = 0, 1, 2, . . . , it follows that
()
Z
lim
0 L()
()
()
(z) exp(z)Lm (z)Ln (z) dz

Z
= 2i sin
0
()
()
t exp(t)Lm (t)Ln (t) dt
()
= 2i sin .In mn , m, n = 0, 1, 2, . . . .
So far the validity of (3.11) was established only for the case Re > 1. But
if , m and n are fixed, then both sides of (3.11) are holomorphic in the whole
17

complex plane as functions of . By the identity theorem, the equalities (3.11)
hold for each C.
As a consequence of the above assertion we arrive to the following conclusions:
(a) Let be not an integer. In this case sin 6= 0 and the equalities (3.10)
constitute the orthogonality of Laguerres polynomials with parameter outside
the ray [0, ).
(b) Let k be a positive integer. Since
(z) =
(1)k n 1
+ hk,n (z), n = 0, 1, 2, . . . , k 1,
(k n 1)!(z + k n 1)
where hk,n is a function which is holomorphic in the neighbourhood of the point

(k n 1), we find that
lim sin (n + + 1) = (1)n lim sin(n + + 1)(n + + 1)
(1)n
, n = 0, 1, 2, . . . , k 1.
(k n 1)!
Therefore, for each (0, ) we have

Z
()
()
L()
(
=
2i(1)n
mn ,
n!(k n 1)!
0,
if n = 0, 1, 2, . . . , k 1;
if n = k, k + 1, k + 2, . . . .
(c) Let be a nonnegative integer, i.e. = k, k = 0, 1, 2, . . . . In this case the

equalities (3.11), i.e. the equalities
Z
( )
()
(z)k exp(z)Lm (z)Ln (z) dz = 0, m, n = 0, 1, 2, . . . ,
L()
follow immediately from the Cauchy theorem. Indeed,

Z
()
( )
(z)k exp(z)Lm (z)Ln (z) dz
L(,R)
Z
+
( )
[Ri,R+i]
and, moreover,
Z
lim
R [Ri,R+i]
18
()
(z)k exp(z)Lm (z)Ln (z) dz = 0, m, n = 0, 1, 2, . . .
()
()
(z)k Lm (z)Ln (z) dz = 0, m, n = 0, 1, 2, . . . .

()
The last cases (b) and (c) show that the Laguerre polynomials {Ln (z)}
n=0
are not orthogonal outside the ray [0, ) with respect to the weight function
(z) exp(z) when is an integer. But the next assertion shows that these
polynomials are still orthogonal, but with respect to another weight function.
(I.3.5) If k = 0, 1, 2, . . . and (0, ), then
Z
()
( )
(3.12)
(z)k exp(z) log(z)Lm (z)Ln (z) dz
L()
= 2i(1)k In (k)mn , m, n = 0, 1, 2, . . . .
The proof is analogous to that of (I.3.4). It is based on the equality
lim {log(t + i) log(t i)} = 2i, 0 < t, as well as on the fact that
Z
lim
0 ()
(z)k exp(z) log(z)z dz = 0, k, = 0, 1, 2, . . . .
3.5 For (0, ) we denote by p() the image of the line l() : =
+i, < < , by the map z = 2 . It is easy to see that p() is the parabola
with Cartesian equation y 2 = 42 (x + 2 ), i.e. the parabola with vertex at the
point (2 , 0) and focus at the origin.
(I.3.6) If (0, ) and is not an integer, then the Laguerre polynomials
with parameter are orthogonal on the parabola p() with respect to the weight
function (z) exp(z), i.e
Z
()
()
(3.13)
p()
()
= 2i sin .In mn m, n = 0, 1, 2, . . . .
In particular, for k = 0, 1, 2, . . . ,
Z
(k )
(k )
(3.14)
(z)k exp(z) log(z)Lm (z)Ln (z) dz
p()
(k )
= 2i(1)k In mn , m, n = 0, 1, 2, . . . .
Proof. Let p(, R) be the part of p() lying in the half-plane Re z R. If
0 < < 2 and R i(, R) are the points of intersection of p() and the line
Re z = R, then the Cauchy theorem gives that for = 0, 1, 2, . . . ,
Z
Z
(3.15)
(z) exp(z)z dz
(z) exp(z)z dz
p(,R)
L(,R)
19
Z
=

Z
(z) exp(z)z dz
(z) exp(z)z dz.
[Ri (,R),Ri]
[R+i,R+i (,R)]
Since (, R) = 2 R + 2 , there exist real constants A = A(, ) and a

=a(, ) such that
Z
ARa exp(R)
(z)
exp(z)z
dz
[R+i,R+i (,R)]
and
[r +i,R+i (,R)]
(z) exp(z)z dz ARa exp(R).
Then from (3.15) it follows that

Z
Z
(z) exp(z)z dz =
p()
L()
(z) exp(z)z dz
for = 0, 1, 2, . . . and in order to finish the proof, we refer to (I.3.4). In a similar

way we can prove the validity of the equalities (3.14).
3.6 The orthogonality of the Hermite polynomials is usually expressed by the
following proposition:
(I.3.7) The equalities
Z
exp(t2 )Hm (t)Hn (t) dt = In mn , m, n = 0, 1, 2, . . . ,
(3.16)
hold with
In = n!2n , n = 0, 1, 2, . . . .
(3.17)
Proof. Define
Z
Hn,k =
exp(t2 )Hn (t)tk dt, n, k = 0, 1, 2, . . . .
From [Chapter I, (2.11)] it follows that if n 1 and k = 0, 1, 2, . . . , n 1, then

Hn,k = (1)n+k k!
= (1)n+k k!
Z nk
d
{exp(t2 )} dt
nk
dt
Z n nk1
o
d d
2
[exp(t
)]
dt
nk1
dt dt
Z
d
{exp(t2 )Hnk1 (t)} dt.
= k!
dt
20

Since limt exp(t2 )t = 0 for = 0, 1, 2, . . . , we get Hn,k = 0 whenever
n 1 and k = 0, 1, 2, . . . , n 1. This confirms the equalities (3.16) when m
6= n, m, n = 0, 1, 2, . . . . In particular,
Z
Z
2
Hn,n = n!
exp(t ) dt = n!
u1/2 exp(u) du
= n!(1/2) = n! , n = 0, 1, 2, . . . ,
and, hence,
Z
In =
exp(t2 ){Hn (t)}2 dt = hn n! = n!2n , n = 0, 1, 2, . . . .
We leave the proof of the following assertion as an exercise to the reader:

(I.3.8) For m, n = 0, 1, 2, . . . , the equalities
Z
exp(z 2 )Hm (z)Hn (z) dz = n!2n mn , m, n = 0, 1, 2, . . . .

(3.18)
l( )
hold, where l( ) is the line z = t + i, < t < , R.

3.7 Denote by P(C) the set of all polynomials with complex coefficients and
suppose that B(X, Y ) is a bilinear form on P(C) P(C). A system of polynomials
{Xn (z)}
n=0 P(C) such that deg Xn = n, n = 0, 1, 2, . . . , is called orthogonal
with respect to the form B if B(Xm , Xn ) = An mn , m, n = 0, 1, 2, . . . , and An 6= 0
for each n = 0, 1, 2, . . . .
Remark. It is clear that in order to exists a polynomial system orthogonal to
a bilinear form, it is necessary this form to be nontrivial.
(I.3.9) If a system of polynomials {Xn (z)}
n=0 such that deg Xn = n, n =
0, 1, 2, . . . , is orthogonal with respect to a nontrivial bilinear form B(X, Y ) with
the property B(zX(z), Y (z)) = B(X(z), zY (z)), X, Y P(C), then it is a solution
of a second order linear recurrence equation of the kind
(3.19)
an yn+1 + (z n )yn + cn yn1 = 0,
where an 6= 0 and cn 6= 0, n = 1, 2, 3, . . . .
Proof. Since deg Xn = n, n = 0, 1, 2, . . . , the system {Xn (z)}
n=0 is linearly
independent and, hence, it is a basis of P(C) considered as a C-vector space. In
particular,
(3.20)
zXn (z) =
n+1
X
n,k Xn+1k (z), n = 0, 1, 2, . . . .
k =0
21

From the orthogonality with respect to the form B it follows that if n 2 and
n+1
X
= 0, 1, 2, . . . , n 2, then B(zXn (z), X (z)) =
n,k B(Xn+1k (z), X (z))
k =0
= n,n+1 A .
Since
(3.21)
zX (z) =
+1
X
,s Xs (z),
s=0
we obtain
B(zXn (z), X (z)) = B(Xn (z), zX (z)) =
+1
X
,s B(Xn (z), Xs (z)) = 0
s=0
for = 0, 1, 2, . . . , n 2. Therefore, n,n+1 = 0 if = 0, 1, 2, . . . , n 2, i.e., relation (3.20) has in fact the form zXn (z) = n,0 Xn+1 (z) + n,1 Xn (z) + n,2 Xn1 (z).
If we set an = n,0 , n = n,1 and cn = n,2 , n = 1, 2, 3, . . . , then the last
relation takes the form
(3.22)
an Xn+1 (z) + (z n )Xn (z) + cn Xn1 (z) = 0, n = 1, 2, 3, . . . .
All the coefficients of the polynomial in the left-hand side in (3.22) are equal
X
p,k z k , = 0, 1, 2, . . . , then, in particular, an pn+1,0
to zero. If X (z) =
k =0
+pn,0 = 0 and an pn+1,1 n pn,0 = 0. Hence,

(3.23)
an =
pn,0
,
pn+1,0
n = 1, 2, 3, . . .
and
(3.24)
n =
pn,1 pn+1,1
, n = 1, 2, 3, . . . .
pn,0 pn+1,0
From (3.21) with = n 1 it follows that n1,n = pn1,0 /pn,0 . Then (3.21)
with = n1 as well as (3.22) lead to B(zXn (z), Xn1 (z)) = B(Xn (z), zXn1 (z))
= cn An1 = n1,n An , n = 1, 2, 3, . . . , i.e.
(3.25)
cn =
pn1,0 An
, n = 1, 2, 3, . . . .
pn,0 An1
3.8 Suppose that + 1, + 1 and + + 2 are not equal to 0, 1, 2, . . . and

that C \ [1, 1] is a closed rectifiable curve with ind(; [1, 1]) = 1. Define
Z
1
(, )
(3.26)
J
(X, Y ) =
(, ; z)X(z)Y (z) dz, X, Y P(C).
2i
22

(, )
The system of the Jacobi polynomials {Pn

(z)}
n=0 is orthogonal with respect
(, )
to the bilinear form (3.26). Moreover, J
(zX(z), Y (z)) = J (, ) (X(z), zY (z))
whenever X, Y P(C) and, hence, the system of Jacobi polynomials is a solution
of a recurrence relation of the kind (3.22). The calculation of an , n and cn leads
to the following proposition:
(I.3.10) If + 1, + 1 and + + 2 are not equal to 0, 1, 2, . . . , then
(, )
the system of Jacobi polynomials {Pn
(z)}
n=0 is a solution of the recurrence
equation
(3.27)
2(n + 1)(n + + + 1)
yn+1
(2n + + + 1)(2n + + + 2)
+ z
2 2
yn
(2n + + )(2n + + + 2)
2(n + )(n + )
yn1 = 0.
(2n + + )(2n + + + 1)
Remark. If Re > 1 and Re > 1, then according to (3.5) we find that

Z
J
(, )
(X, Y ) =
(1 t) (1 + t) X(t)Y (t) dt.
3.9 Suppose that C is not an integer. Define

Z
1
()
L (X, Y ) =
(z) exp(z)X(z)Y (z) dz
2i sin L()
as well as
L
(k )
Z
(1)k
(X, Y ) =
(z)k exp(z) log(z)X(z)Y (z) dz, k = 0, 1, 2, . . . .
2i L()
Thus, for each C \ Z , a bilinear form L() (X, Y ) on P(C) P(C) such that
L() (zX(z), Y (z)) = L() (X(z), zY (z)) is defined. Since the system of Laguerre
()
( )
polynomials {Ln (z)}
n=0 is orthogonal with respect to L , it is a solution of a
recurrence equation of the kind (3.19). The calculation of an , n and cn in this
case leads to the following proposition:
()
(I.3.11) If C \ Z , then the system of Laguerre polynomials {Ln (z)}

n=0
is a solution of the recurrence equation
(3.28)
(n + 1)yn+1 + (z 2n 1)yn + (n + )yn1 = 0.

23

Remark. If Re > 1, then
()
Z
(X, Y ) =
t exp(t)X(t)Y (t) dt.
3.10 The system of Hermite polynomials {Hn (z)}

n=0 is orthogonal with respect
to the bilinear form H defined as
Z
H(X, Y ) =
exp(t2 )X(t)Y (t) dt.
Since H(zX(z), Y (z)) = H(X(z), zY (z)), whenever X, Y P(C), this system

is a solution of a recurrence equation of the kind (3.19). By calculating an , n and
cn we arrive to the following assertion:
(I.3.12) The system of Hermite polynomials {Hn (z)}
n=0 is a solution of the
recurrence equation
(3.29)
(1/2)yn+1 + zyn nyn1 = 0.

4. Jacobi, Laguerre and Hermite associated functions.
Christoffel-Darboux type formulas
4.1 Denote by e(r) the image of the circle C(0; r) : z = r exp i, 0 2,

r > 1, by the Zhukovskii transformation, i.e., by the map = ( + 1 )/2. As
it is well-known, e(r) is the (positively oriented) ellipse with focuses at the points
1 and 1 and with semiaxes (r + r1 )/2 and (r r1 )/2, respectively. Each ellipse
of this kind is an image of a circle C(0; r) with r > 1.
Suppose that + 1, + 1 and + + 2 are not equal to 0, 1, 2, . . . . Define
for z C \ [1, 1] and n = 0, 1, 2, . . .
(4.1)
(, )
Qn
Z
(, )
1
(, ; )Pn
()
d,
(z) =
2i e(r)
z
where r > 1 is chosen so that z exte(r). These functions are called Jacobi
associated functions.
( )
The above definition implies that for n = 0, 1, 2, . . . the function Qn (z) is
holomorphic in the region C \ [1, 1]. In fact, it is holomorphic in the subregion
(, )
C \ [1, 1] of the extended complex plane and Qn
() = 0, n = 0, 1, 2, . . . .
Since the function (, ; z) is holomorphic in the region C \ [1, 1], and
(, ; ) = 0, the Cauchy formula gives
Z
(, ; )
1
(, )
d = (, ; z).
(4.2)
Q0
(z) =
2i e(r) z
24
Jacobi, Laguerre and Hermite associated functions. . . .

Suppose that Re > 1 and Re > 1. Then, as a result of (3.5),(4.1) and
the identity
1
1
1
1
= (t z)
+
,
( z)(t )
z t
it follows that for z C \ [1, 1],
(, )
Qn
Z 1
Z
(, )
(1 t) (1 + t)
1
Pn
()
d
dt
(z) =
2i e(r) z
t
1
Z
Z 1
1
1
1
(1 t) (1 + t)
(, )
Pn
+
d,
=
()
2i 1
tz
z t
e(r)
provided r > 1 and z is outside e(r). Since by the Cauchy theorem
Z
(, )
Pn
()
d = 0, n = 0, 1, 2, . . . ,
e(r) z
the Cauchy formula gives that

(, )
(4.3)
Qn
Z
(z) =
(, )
(1 t) (1 + t) Pn
tz
1
1
(t)
dt,
n = 0, 1, 2, . . . .
Applying now (2.1) we find that

(, )
Qn
Z
(1)n+1 1 {(1 t)n+ (1 + t)n+ }(n)
dt,
(z) =
n!2n
tz
1
n = 0, 1, 2, . . . ,
and after integration by parts we obtain that for z C \ [1, 1] and n = 0, 1, 2, . . . ,

(4.4)
(, )
Qn
Z
(z) = (1)n+1 2n
(1 t)n+ (1 + t)n+
dt.
(t z)n+1
1
1
Remark. We recall that the above representation was established provided

Re > 1 and Re > 1.
We assume again that the complex numbers + 1, + 1 and + + 2 are not
equal 0, 1, 2, . . . and define for n = 1, 2, 3, . . .
(, )
an
(, )
(, )
cn
2(n + 1)(n + + + 1)
,
(2n + + + 1)(2n + + + 2)
2 2
,
(2n + + )(2n + + + 2)
2(n + )(n + )
(2n + + )(2n + + + 1)
25

Then the recurrence equation (3.27) for Jacobis polynomials leads to the relation
(, )
(4.5)
an
(, )
(, )
Pn+1 (z) + (z n
(, )
)Pn
(, )
(z) + cn
(, )
Pn1 (z) = 0,
which holds for z C and n = 1, 2, 3, . . . . By using it as well as the definition (4.1)

of Jacobis associated functions, we find that for z C \ [1, 1] and n = 1, 2, 3, . . . ,
it holds
(, ) (, )
(, )
(, )
(, ) (, )
an Qn+1 (z) + (z n )Qn (z) + cn Qn1 (z)
Z
1
(, ) (, )
(, )
(, )
=
(, ; )( z)1 {an Pn+1 () + ( n )Pn
()
2i e(r)
Z
1
(, ) (, )
(, )
+cn Pn1 ()} d =
(, ; )Pn
() d.
2i e(r)
Then the orthogonality of the Jacobi polynomials or more precisely the equalities (3.4) with m = 0 and n = 1, 2, 3, . . . yields
(, )
(4.6)
an
(, )
(, )
Qn+1 (z) + (z n
(, )
)Qn
( )
(z) + cn
(, )
Qn1 (z) = 0,
(, )
for each z C \ [1, 1] and n = 1, 2, 3, . . . , i.e. the system {Qn (z)}

n=0 of Jacobi
associated functions is also a solution of the recurrence equation (3.27).
()
4.2 Suppose that + 1

/ Z {0}. Then the functions {Mn (z)}
n=0 defined
in the region C \ [0, ) as
Z
()
1
() exp()Ln ()
d
Mn (z) =
2i sin p()
z
()
(4.7)
when is not an integer, and by the equalities

Z
(k )
()k exp() log()Ln ()
(1)k
d
Mn (z) =
2pii p()
z
(k )
(4.8)
for k = 0, 1, 2, . . . , where (0, ) is chosen so that z is outside p(), are called

Laguerre associated functions.
From (4.7) and (4.8) it follows that if C \ Z , then for each n = 0, 1, 2 . . . ,
()
Mn (z) is a holomorphic function in the region C \ [0, ).
Suppose that is not an integer and that Re > 1. Then (4.7) gives
Z
( )
1
() exp()Ln ()
d, n = 0, 1, 2, . . . ,
Mn (z) =
lim
2i sin 0 p()
z
( )
i.e.
(4.9)
26
Z
()
t exp(t)Ln (t)
dt, n = 0, 1, 2, . . .
Mn (z) =
tz
0
()

Similarly, using (4.8), we can prove the validity of representation (4.9) when
= k is a nonnegative integer. Then, integrating by parts, as a corollary of (2.7)
we find the following integral representation of the Laguerre associated functions
in the region C \ [0, ):
Z n+
t
exp(t)
()
dt, n = 0, 1, 2, . . . .
(4.10)
Mn (z) =
(t z)n+1
0
Remark. We point out that the validity of (4.10) is proved under the assumption Re > 1.
()
()
()
Let us put an = n + 1, n = 2n + + 1 and cn = n + , n = 1, 2, 3, . . . .

Then, recurrence equation (3.28) yields that for each z C and n = 1, 2, 3, . . . , it
holds
(4.11)
()
()
()
()
( )
()
an Ln+1 (z) + (z n )Ln (z) + cn Ln1 (z) = 0.
The definition of the Laguerre associated functions by (4.7) and (4.8) as well
as the orthogonality of the Laguerre polynomials [(I.3.6)] provide the possibility
to conclude that for z C \ [0, ) and n = 1, 2, 3, . . . , it holds
(4.12)
()
()
()
( )
()
( )
an Mn+1 (z) + (z n )Mn (z) + cn Mn1 (z) = 0.

( )
Hence, for z C \ [0, ) the system {Mn (z)}

n=0 , where C \ Z , is a
solution of the recurrence equation (3.28).
4.3 The functions {Gn (z)}

n=0 , defined in the open set C \ R by means of the
equalities
Z
exp(t2 )Hn (t)
dt, n = 0, 1, 2, . . . ,
(4.13)
Gn (z) =
tz
are called Hermite associated functions.

Evidently, these functions are holomorphic in the open set C \ R. Further, using
(2.11), (4.10) and integrating by parts, we get the following integral representation
of the Hermite associated functions in C \ R:
Z
exp(t2 )
n
+1
(4.14)
Gn (z) = (1) n!
n+1 dt, n = 0, 1, 2, . . . .
(t z)
Using (4.13) and the orthogonality of the Hermite polynomials, one can easily
prove that the system of associated Hermite functions is a solution of the recurrence
equation (3.29). Indeed, if z C \ R and n = 1, 2, 3, . . . , then
(4.15)
(1/2)Gn+1 (z) + zGn (z) nGn1 (z)

27

Z
=
exp(t2 )(t z)1 {(1/2)Hn+1 (t) + (z t)Hn (t) + tHn (t) nHn1 (t)} dt
Z
=
exp(t2 )Hn (t) dt = 0.
4.4 Suppose again that B(X, Y ) is a nontrivial bilinear form on the space
P(C) of the polynomials with complex coefficients with the property that
B(zX(z), Y (z)) = B(X(z), zY (z)) whenever X, Y P(C). It was proved that
each system of polynomials {Xn (z)}
n=0 , deg Xn = n, n = 0, 1, 2, . . . , which is
orthogonal with respect to such a form, is a solution of a recurrence relation of
the kind (3.19) with an 6= 0 and cn 6= 0, n = 1, 2, 3, . . . [(I.3.9)].
Having in mind (3.23), we define a0 = p0,0 /p1,0 and
(4.16)
kn =
an
, n = 0, 1, 2 . . . .
An
Then from (3.25) it follows that

pn1,0
an1
cn
=
=
= kn1 , n = 1, 2, 3, . . . .
An
pn,0 An1
An1
Now, it is clear that equation (3.19) takes the form
(4.17)
kn yn+1 +
1
(z n ) + kn1 yn1 = 0,
An
which we name canonical. Likewise, equality (3.22) can be rewritten as

(4.18)
kn Xn+1 (z) +
1
(z n )Xn (z) + kn1 Xn1 (z) = 0
An
Suppose that the system of complex-valued functions {Yn (z)}

n=0 , defined in a
nonempty subset D of C, is also a solution of equation (3.19). Then the equality
(4.19)
kn Yn+1 () +
1
( n )Yn () + kn1 Yn1 () = 0
An
holds whenever D and n = 0, 1, 2, . . . .

We define n (z, ) = kn {Xn (z)Yn+1 () Xn+1 (z)Yn ()} for z C, D and
n = 0, 1, 2, . . . . Then from (4.18) and (4.19) it follows that
(4.20)
n (z, ) +
1
Xn (z)Yn () n1 (z, ), n = 1, 2, 3, . . . .
An
If is a nonnegative integer, then (4.20) yields
X
1
Xn (z)Yn () = (z, ),
(z, ) + ( z)
A
n=0 n
28

where
(4.21)
(z, ) = 0 (z, ) +
1
( z)X0 (z)Y0 ().
A0
Therefore, if z C, D and z 6= , then
(z, ) X 1
(z, )
=
Xn (z)Yn () +
.
z
A
z
n
n=0
(4.22)
Suppose that there exists an extension of the bilinear form B(X, Y ), as a

function of the second variable, to the linear hull of the polynomials with complex
coefficients and the Cauchy kernels (z )1 considered as functions of z C \{},
where is an arbitrary complex number. Then we define
Yn () = B(Xn (w), (w )1 )
(4.23)
for D, w C \ {} and n = 0, 1, 2, . . .
Suppose further that the property B(wX(w), Y (w)) = B(X(w), wY (w)) still
holds after substituting Y (w) for (w )1 . Then from (4.20) it follows that
an Yn+1 () + ( n )Yn () + cn Yn1 ()
= an B(Xn+1 (w), (w )1 ) ( n )B(Xn (w), (w )1 )
cn B(Xn1 (w), (w )1 ) = B(an Xn+1 (w) + ( n )Xn (w) + cn Xn1 (w),
(w )1 ) = B(an Xn+1 (w) + (w n )Xn (w) + cn Xn1 (w) + ( w)Xn (w),
(w )1 ) = B(( w)Xn (w), (w 1 )) = B(Xn (w), 1) = B(Xn (w), 1)
= (p0,0 )1 B(Xn (w), X0 (w)) = 0, n = 1, 2, 3, . . . .
This means that the system of functions {Yn ()}
n=0 , defined by the equalities
(4.23), is a solution of the recurrence equation an yn+1 + ( n )yn + cn yn1 = 0.
Further, from (4.21), we find
(z, ) =
X0 (z)
( z)B(X0 (w), (w )1 )
A0
k0 {X0 (z)B(P1 (w), (w 1 ) X1 (z)B(X0 (w), (w )1 )}

=
X0 (z)
( z)B(X0 (w), (w )1 ) k0 B(X0 (z), X1 (w)
A0
(X0 (w))2
1
B( z, (w ), (w )1 )
X1 (z)X0 (w), (w ) =
A0
k0 B(p0,0 (p1,0 w + p1,1 ) (p1,0 z + p1,1 )p0,0 , (w )1 )

29

=
p0,0
(X0 (w))2
B( z, (w )1 ) +
B(p0,0 p1,0 (w z), (w )1 )
A0
p1,0 A0
(X0 (w))2
(X0 (w))2
1
B(w , (w )1 ) =
B(1, 1) =
B(X0 (w), X0 (w)) = 1.
A0
A0
A0
Thus, (4.22) reduces to
X
1
1
(z, )
=
Xn (z)Yn () +
z n=0 An
z
(4.24)
provided D and z 6= .
It is reasonable to consider the above equality as a formula of Christoffel
Darboux type for the systems {Xn (z)}
n=0 and {Yn ()}n=0 .
4.5 In the cases of the Jacobi, Laguerre and Hermite polynomials and associated functions, the corresponding bilinear forms satisfy all the conditions for
existence of a formula of the kind (4.24). Therefore, we can specify it for these
systems and as a result we obtain the following representations of the Cauchy
kernel:
(4.25)
(, )
X
1
(z, )
1
(, )
(, )
=
,
Pn
(z)Qn () +
z n=0 In(, )
z
z 6= C \ [1, 1]; = 0, 1, 2, . . . ,
where
(4.26)
2+ +1 (2 + + )( + + 1)( + + 1) (, )
(z, )
( + 2)( + + + 2)
(, )
= P
(, )
(, )
(, )
(z)Q +1 () P +1 (z)Q
(),
()
X
1 ()
1
(z, )
()
Ln (z)Mn () +
=
,
z n=0 In()
z
(4.27)
z 6= C \ [0, ); = 0, 1, 2, . . . ,
where
(4.28)
()
(z, ) =
( + 2)
()
()
( )
()
{L (z)M +1 () L +1 (z)M ()},
( + + 1)
and
(4.29)
30
X
1
1
(z, )
=
Hn (z)Gn () +
,
z n=0 In
z
Relations to hypergeometric and Weber-Hermite functions

z 6= C \ R; = 0, 1, 2, . . . ,
where
(z, ) =
(4.30)
1
{H (z)G +1 () H +1 (z)G ()}.
!2 +1
5. Relations to hypergeometric and Weber-Hermite functions

5.1 The classical Jacobi, Laguerre and Hermite polynomials appear as particular cases of the hypergeometric and Weber-Hermite functions. In order to clarify
this relationship, we begin with the following proposition:
(I.5.1) Suppose that A(z) = a0 + a1 z and B(z) = b0 + b1 z + b2 z 2 . Then for
each n = 0, 1, 2, . . . the polynomial (1.2) is a solution of the differential equation
B(z)u00 + [B 0 (z) + A(z)]u0 n u = 0,
(5.1)
where
(5.2)
n = n{a0 + (n + 1)b0 }, n = 0, 1, 2, . . . .
Proof. It is sufficient to prove that (5.1) holds in an arbitrary simply connected

domain G C not containing the points z1 , z2 . Since deg B 2, for z G the
Leibniz rule gives
dn+1
{B(z)[B n (z)w(z)]0 } = B(z)(w(z)Wn (z))00
n
+1
dz
(5.3)
+(n + 1)B 0 (z)(w(z)Wn (z))0 +
n(n + 1)
+ B 00 (z)(w(z)Wn ()), n = 0, 1, 2, . . . .
2
On the other hand, the equation (1.1) yields the relation B(z)[B n (z)w(z)]0
=[nB 0 (z) + A(z)]B n (z)w(z). The application of Leibnizs rule to it gives
dn+1
{B(z)[B n (z)w(z)]0 } = [nB 0 (z) + A(z)](w(z)Wn (z))0
dz n+1
(5.4)
+(n + 1)[nB 00 (z) + A0 (z)](w(z)Wn (z)), n = 0, 1, 2, . . . .

From (5.3) and (5.4) we obtain that
B(z)(w(z)Wn (z))00 + [B 0 (z) A(z)](w(z)Wn (z))0
(5.5)
h n(n + 1)
B 00 (z) + (n + 1)A0 (z) (w(z)Wn (z)) = 0, n = 0, 1, 2, . . . .
2
Further, using the equation (1.1), we find
(w(z)Wn (z))0 = w(z){Pn0 (z) + A(z)(B(z))1 Wn (z)},

31

(w(z)Wn (z))00 = w(z){Wn00 (z) + 2A(z)(B(z))1 Wn0 (z)
+[A0 (z)B(z) A(z)B 0 (z) + A2 (z)](B(z))2 Wn (z)}, n = 0, 1, 2, . . .
Then, substituting the above expression in (5.5) and keeping in mind that
w(z) 6= 0 in G, we prove the equality
B(z)Pn00 (z) + [B 0 (z) + A(z)]Pn0 (z) n Pn (z) = 0
for n = 0, 1, 2, . . . and z G. By the identity theorem we conclude that it holds
for every z C.
The following assertion follows from the general property of polynomials of the
kind (1.2) just proved:
(, )
(I.5.2): (a) The polynomial Pn

equation
(5.6)
(1 z 2 )w00 + [ ( + + 2)z]w0 + n(n + + + 1)w = 0;

()
(b) The polynomial Ln (z),

(5.7)
(z), n = 0, 1, 2, . . . is a solution of the
n = 0, 1, 2, . . . is a solution of the equation
zw00 + ( + 1 z)w0 + nw = 0;
(c) The polynomial Hn (z), n = 0, 1, 2, . . . is a solution of the equation

(5.8)
w00 2zw0 + 2nw = 0.
5.2 We put z = 1 2 in (5.6), and obtain the equation

(5.9)
(1 )w00 + [ + 1 ( + + 2)]w0 + n(n + + + 1)w = 0,
i.e. a hypergeometric equation with a = n, b = n + + + 1 and c = + 1

[Appendix, (3.1)]. Suppose that ++2 and +1 are different from 0, 1, 2, . . . .
Then Gauss hypergeometric function F (n, n + + + 1, + 1; ), which is a
(, )
polynomial of degree n, and the polynomial Pn
(12), which is of degree n too,
are solutions of the equation (5.9). Hence, there exist constants Kn , n = 0, 1, 2, . . .
(, )
such that the relation Pn
() = Kn F (n, n + + + 1, + 1; ) holds for each
C and n = 0, 1, 2, . . . .
Comparing the coefficients of n in the last equality and using (2.3) we find
that
(n)n (n + + + 1)n
(1)n (n + + + 1)n
= Kn
, n = 0, 1, 2, . . . ,
n!
n!( + 1)n
32
n+
and, hence, Kn =
, n = 0, 1, 2, . . . . Then, returning back to the original
n
variable z, we obtain the representation
n+
(, )
(5.10)
Pn
(z) =
F (n, n + + + 1, + 1; (1 z)/2),
n
z C; n = 0, 1, 2, . . . ,
which holds when + + 2 6= 0, 1, 2, . . . and + 1 6= 0, 1, 2 . . . . If the last
requirement is not fulfilled but + 1 6= 0, 1, 2, . . . , then likewise we find the
representation
n+
(, )
n
(z) = (1)
F (n, n + + + 1, + 1; (1 + z)/2),
(5.11)
Pn
n
z C; n = 0, 1, 2, . . . .
Remark. If + + 2
/ Z {0}, then at least one of the numbers + 1
and + 1 does not belong to Z {0}, so that either the representation (5.10), or
(5.11) is always valid.
5.3 The equation (5.7) is a special case of [Appendix, (3.7)] with a = n and
c = + 1. If + 1
/ Z {0}, then the function (n, + 1; z) is a polynomial
of degree n. That is why there exist constants Ln, , n = 0, 1, 2, . . . such that
( )
Ln (z) = Ln, (n, + 1; z), z C, n =0, 1, 2, . . . . Again, comparing the
n+
, n = 0, 1, 2, . . . , i.e.
coefficients of z n , we find that Ln, =
n
n+
()
(n, + 1; z), z C; n = 0, 1, 2, . . . .
(5.12)
Ln (z) =
n
Let us note that the above relations hold when + 1 is not equal to
0, 1, 2, . . . .
5.4 The equation (5.8) allows us to prove that the polynomial Hn (/ 2), n
= 0, 1, 2, . . . is a solution of the equation
(5.13)
w00 w0 + nw = 0.
The function Dn (), C, n = 0, 1, 2, . . . [Appendix, (4.2)] is a solution of

the equation u00 +(n+1/2 2 /4)u = 0. If we substitute u = exp( 2 /4)w, then it
turns out that the function w() is a solution of (5.13). In particular, the function
exp( 2 /4)Dn (), which is a polynomial of degree n, is a solution of (5.13). Hence,
there exist constants Mn , n = 0, 1, 2, . . . such that
(5.14)
Hn (/ 2) = Mn exp( 2 /4)Dn (), C; n = 0, 1, 2, . . . .
33

Suppose that n = 2m, m = 0, 1, 2, . . . and put = 0 in (5.14). Then from
[Appendix, (4.2)] and (2.12) it follows that
(5.15)
2m (1/2)M2m
(1)m (2m)!
=
, m = 0, 1, 2, . . . .
m!
(1/2 m)
From the multiplication formula [Appendix, (1.10)]

(1/2 m)(1/2 + m) =
= (1)m , m = 0, 1, 2, . . . ,
sin((m + 1/2))
we easily obtain that

(1/2 m) =
(1)m m!22m
, m = 0, 1, 2, . . . .
(2m)!(1/2)
Now it is clear that (5.15) means that M2m = 2m , m = 0, 1, 2, . . . .

The representations (2.12) and [Appendix, (4.2),(3.8)] allows by differentiation
of (5.14) followed by setting = 0 to find that M2m+1 = 2m+1/2 , m = 0, 1, 2, . . . .
Hence, Mn = 2n/2 , n = 0, 1, 2, . . . , and then (5.14) yields
(5.16)
Hn (z) = 2n/2 exp(z 2 /2)Dn (z 2), z C; n = 0, 1, 2, . . . .
5.5 Now we are going to show that the Jacobi, Laguerre and Hermite associated
functions also can be expressed in terms of hypergeometric and Weber-Hermite
functions.
(I.5.3) If + 1, + 1 and + + 2 do not belong to Z {0}, then the
representation
(, )
(5.17)
(2n + + + 2)(z 1)n+1 Qn (z)

2(n + + + 1)(n + + 1)(n + + 1)
= F (n + + 1, n + 1, 2n + + + 1; 2/(1 z)), n = 0, 1, 2, . . .
holds in the region C \ [1, 1].

Proof. Suppose that Re > 0 and Re > 0. Then from the integral representation (4.4) it follows that for z C \ [1, 1] and n = 0, 1, 2, . . . ,
(5.18)
(, )
2n (z 1)n+1 Qn (z) =
(1 t)n+ (1 + t)n+
n+1 dt.
1 (1 + (1 t)/(z 1))
1
Since |(1 t)/(z 1)| 2|z 1|1 < 1 when |z 1| > 2 and t [1, 1], the
series
X
n + k 1 t k
k
(1)
z1
n
k =0
34

is uniformly convergent with respect to t [1, 1]. Since Re > 0 and Re > 0,
it is clear that the series which is obtained by termwise multiplication of the above
series by the function (1 t)n+ (1 + t)n+ is also uniformly convergent on the
segment [1, 1]. Since the sum of the above series is (1 + (1 t)(z 1)1 )n1 ,
(5.18) yields that
(, )
2n (z 1)n+1 Qn (z)
Z 1
X
n+k
k
k
=
(1)
(z 1)
(1 t)n+k+ (1 + t)n+ dt.
n
1
(5.19)
k =0
But
(1 t)n+k+ (1 + t)n+ dt
2n+k ++ +1
(n + k + + 1)(n + + 1)
, n, k = 0, 1, 2, . . . ,
(2n + k + + + 2)
and then (5.19) and [Appendix, (3.6)] lead to the representation (5.17).
So far the validity of (5.17) is established provided |z 1| > 2, Re > 0 and
Re > 0. But if n is fixed, then both sides of (5.17) are holomorphic function in
the region C \ [1, 1], and, by the identity theorem, they coincide in this region.
This is true when Re > 0 and Re > 0. If n = 0, 1, 2, . . . and z C \ [1, 1]
are fixed, then both sides of (5.17) are holomorphic functions of the complex
variables and provided + 1 6= 0, 1, 2, . . . , + 1 6= 0, 1, 2, . . . and
+ + 2 6= 0, 1, 2, . . . . Again the identity theorem yields the validity of (5.17)
if z C \ [1, 1] and none of the complex numbers + 1, + 1 and + + 2 is
equal to 0, 1, 2, . . . .
Remark. As a corollary of (4.2) and (5.17) we have that
(5.20) (, ; z) =
2 + + 2( + 1)( + 1)
F ( + 1, 1, + + 2; 2/(1 z))
( + + 2)(1 z)
for z C \ [1, 1] provided none of the complex numbers + 1, + 1 and + + 2

is equal to 0, 1, 2, . . . .
5.6 Define a and c as a = n + + 1 and c = + 1. Then from (4.13) and
[Appendix, (3.19)] we obtain
(5.21)
()
Mn (z) = (n + + 1)(z) (n + + 1, + 1; z),
provided Re > 1 and z C \ [0, ).

5.7 Now, we emphasize that in fact by means of the equalities (4.16) there are
defined the following two sequences of holomorphic functions:
Z
exp(t2 )Hn (t)
+
dt, Im z > 0, n = 0, 1, 2, . . . ,
(5.22)
Gn (z) =
tz
35

and
G
n (z) =
(5.23)
Z
exp(t2 )Hn (t)
dt, Im z < 0, n = 0, 1, 2, . . . .
tz
It is easy to prove that each of the functions G+

n (z), n = 0, 1, 2, . . . and
Gn (z), n = 0, 1, 2, . . . is analytically continuable in the whole complex plane.

This can be done by means of shifts parallel to the real axis and applying the
Cauchy integral theorem. Now, we are going to follow another idea in order to find
appropriate relations between the functions (5.22), (5.23) and the Weber-Hermite
functions.
From the equalities (2.8) and (2.12) we obtain
(1/2)
H2n (z) = (1)n n!22n Ln
(5.24)
(z 2 ), n = 0, 1, 2, . . . ,
and
(1/2)
H2n+1 (z) = (1)n n!22n+1 zLn
(5.25)
(z 2 ), n = 0, 1, 2, . . . .
Since H2n is an even and H2n+1 is an odd polynomial, we easily find that if
Im z > 0 and, hence, z 2 C \ [0, ), then
(1/2)
n
2n
G+
2n (z) = (1) n!2 zMn
(5.26)
(z 2 ), n = 0, 1, 2, . . .
and
(1/2)
n
2n+1
G+
Mn
2n+1 (z)(1) n!2
(5.27)
(z 2 ), n = 0, 1, 2, . . . .
Further, from (5.21) and [Appendix, (4.2)] we have

(1/2)
Mn
(z 2 ) = (n + 3/2)2n+1 exp(z 2 /2)D2n2 (iz 2), n = 0, 1, 2, . . . .
Using the relation (a, c; z) = z 1c (a c + 1, 2 c; z) [Bateman, H.,

lyi, 1, 6.5.,(6)], we get
A.Erde
(1/2)
zMn
(z 2 ) = i(n + 1/2)2n+1/2 exp(z 2 /2)D2n1 (iz 2), n = 0, 1, 2, . . . .
Then the equalities (5.26) and (5.27) yield
n n!(n + 1/2)23n+1/2 D
2), n = 0, 1, 2, . . .
G+
(z)
=
i(1)
(iz
2
n
1
2n
and
n
3n+3/2
G+
D2n2 (iz 2), n = 0, 1, 2, . . . .
2n+1 (z) = (1) n!(n + 3/2)2
36
Exercises
The above relations could be unified by means of the well-known formula
(2s) = 22s1 1/2 (s)(s + 1/2) just by setting s = n + 1/2. Thus, we obtain
p
1/2
(5.28)
G+
exp(z 2 )in+1 n!2n/2 Dn1 (iz )2, n = 0, 1, 2, . . . .
n (z) = (2)
+
Since G
n (z) = Gn (z), n = 0, 1, 2, . . . , as well as D () = D (), provided
that is real, we can also write the identity (n = 0, 1, 2, . . . )
1/2
2
n+1 n!2n/2 D
2).
(5.29)
G
(z)
=
(2)
exp(z
/2)(i)
(iz
n1
n
Exercises
(, )
(,)
1. Prove the relations Pn

(z) = (1)n Pn
(z), n = 0, 1, 2, . . . .
2. Prove the validity of the equalities
n+
n+
(, )
(, )
n
(1) =
, Pn
(1) = (1)
, n = 0, 1, 2, . . . ,
Pn
n
n
as well as their equivalence.
3. Prove the following relations and their equivalence:
(+1, )
(a) (2n + + + 2)(1 z)Pn

(, )
= 2{(n + + 1)Pn
(, )
(z) (n + 1)Pn+1 (z)}, n = 0, 1, 2, . . . ;

(, +1)
(b) 2(n + + + 2)(1 + z)Pn

(, )
= 2{(n + + 1)Pn
(, )
4. Prove: {Pn
5. Prove:
(z)
(z)
(, )
(z) + n + 1Pn+1 (z)}, n = 0, 1, 2, . . .

(+1, +1)
(z)}0 = (1/2)(n + + + 1)Pn1
()
(+1)
(a) Ln (z) = Ln
(z), n = 1, 2, 3, . . . .
(+1)
(z) Ln1 (z), n = 1, 2, 3, . . . ;
()
( )
()
(b) zLn (z) = (n + + 1)Ln (z) (n + 1)Ln (z);

(1)n
()
{(z)n+ exp(z)}(n) ,
(c) Ln (z) =
n!(z) exp(z)
z C \ [0, ), n = 0, 1, 2, . . . .
()
(+1)
6. Prove: {Ln (z)}0 = Ln1 (z), n = 1, 2, 3, . . . .

(k )
7. Prove: Ln
8. Prove:
(k )
)!
(z) = (z)k (nk
n! Lnk (z), n = k, k + 1, k + 2, . . . .
H2n (0) = (1)n
(2n)!
(2n + 2)!
, H20 n+1 (0) = (1)n
, n = 0, 1, 2, . . . .
n!
(n + 1)!
37

n
X
n
9. Prove:
Hk (z)Hnk (w) = 2n/2 Hn ((z + w)/2), n = 0, 1, 2, . . . .
k
k =0
10.Prove: Hn0 (z) = 2nHn1 (z), n = 1, 2, 3, . . . .

11. Prove:
Z
(2n)! 2
(z 1)n , n = 0, 1, 2, . . . ;
(a)
exp(t2 )H2n (zt) dt =
n!
Z
(2n + 1)!
z(z 2 1)n , n = 0, 1, 2, . . . .
(b)
exp(t2 )tH2n+1 (zt) dt =
n!
12.Prove that for each n = 0, 1, 2, . . . the entire function exp(z 2 /2)Hn (z) is
a solution of the differential equation w00 + (2n + 1 z 2 )w = 0.
13. Suppose that Aj , j = 0, 1, 2 and F are complex-valued functions holomorphic in a simply connected region G C and that A0 (z) 6= 0 for z G.
Let u1 and u2 be linearly independent solutions of the differential equation
A0 (z)w00 + A1 (z)w0 + A2 (z)w = 0 in the region G. Show that for arbitrary complex
constants Cj , j = 1, 2 and any point z0 G:
(a) The function
Z z
u1 (z)u2 () u1 ()u2 (z) F ()
d, z G
u(z) = C1 u1 (z) + C2 u2 (z) +

0
0
z0 u1 ()u2 () u1 ()u2 () A0 ()
is a solution of the equation A0 (z)w00 + A1 (z)w0 + A2 (z)w = F (z) in the domain
G;
Z z
A1 ()
0
0
d .
(b) W (u1 , u2 ; z) = u1 (z)u2 (z) u1 (z)u2 (z) = W (u1 , u2 ; z0 ) exp
z0 A0 ()
Remark. The representation (a) and (b) are known as Liouvilles formulas.
14. Prove that for each n = 0, 1, 2, . . . and z C the equality
exp(z 2 /2)Hn (z) = n cos{(2n + 1)1/2 z n/2}
Z z
1/2
+(2n + 1)
sin{(2n + 1)1/2 (z )} 2 exp( 2 /2)Hn () d
0
holds with 2n = (2n + 1)/(n + 1) and 2n+1 = (2n + 1)1/2 (2n + 3)/(n + 2).
Remark. It means that the entire function exp(z 2 /2)Hn (z) is a solution of
a Volteras integral equation of the second kind.
()
15. The polynomials {Pn (z)}

n=0 , defined by
()
Pn (z) =
38
( + 1/2)(n + 2) (1/2,1/2)
Pn
(z),
(2)(n + + 1/2)
Exercises
2 6= 0, 1, 2, . . . , n = 1, 2, 3, . . . ,
()
Pn (z) = lim 1 Pn (z), n = 1, 2, 3, . . . ,

(0)
()
and P0 (z) 1, are called ultraspherical (sometimes Gegenbauer) polynomials.

Show that:
()
(a) deg Pn = n, n = 0, 1, 2, . . . ;
(b) if Re > 1/2 and 6= 0, then
Z
()
()
(1 t2 )1/2 Pm (t)Pn (t) dt =

()
(c) Pn (z) =
212 (n + 2)
mn , m, n = 0, 1, 2, . . . ;
n!(n + ){()}2
(1)n ( + 1/2)(n + 2)
dn
2 n+1/2
},
n {(1 z )
1
/
2
n
2
dz
(2)(n + + 1/2)2 n!(1 z )
z C \ {(, 1] [1, )}, n = 0, 1, 2, . . . ;
()
(d) Pn (z) =
X
k =0
[n/2]
(1)k (n k + )
(2z)n2k ,
()k!(n 2k)!
6= 0, 1, 2, . . . , n = 0, 1, 2, . . . ;
()
(e) Pn (z) is a solution of the differential equation (1 z 2 )w00 (2)zw0

+n(n + 2)w = 0;
()
(f ) Pn (z) = F (n, n + 2, + 1/2; (1 z)/2), n = 0, 1, 2, . . . .

(1/2)
(0,0)
16. The polynomials {Pn (z)}

(z) = Pn
n=0 , defined by Pn (z) = Pn
n = 0, 1, 2, . . . , are called Legendre polynomials. Show that:
Z 1
2
(a)
Pm (t)Pn (t) dt =
mn , m, n = 0, 1, 2, . . . ;
2n + 1
1
(z),
(1)n dn
{(1 z 2 )n }, z C, n = 0, 1, 2, . . . ;
n!2n dz n

[n/2]
X
n 2n 2k n2k
n
k
(c) Pn (z) = 2
(1)
z
, n = 0, 1, 2, . . . ;
k
n
(b) Pn (z) =
k =0
(d) Pn (z) satisfies the differential equation (1 z 2 )w00 2zw0 + n(n + 1)w = 0;
(e) Pn (z) = F (n, n + 1, 1; (1 z)/2), n = 0, 1, 2, . . . .
17. The polynomials {Tn (z)}
n=0 , defined by the equalities Tn (z)
39

(1/2,1/2)
(0)
= (n/2)Pn (z) = gn1 Pn
2n
gn = 22n
n
(z), n = 0, 1, 2, . . . ,where
(2n + 1)
, n = 0, 1, 2, . . . ,
+ 1)}2
22n {(n
are called Chebyshev polynomials of the first kind. Show that:

Z 1
(a)
(1 t2 )1/2 Tm (t)Tn (t) dt = n mn , m, n = 0, 1, 2, . . . ,
1
where 0 = and n = /2, n = 1, 2, 3 . . . .

(b) Tn (z) =
(1)n (1/2)(1 z 2 )1/2 dn

{(1 z 2 )n1/2 },
2n (n + 1/2)
dz n
z C \ {(, 1] [1, )}, n = 0, 1, 2, . . . ;

[n/2]
n X (1)k (n k 1)!
(2z)n2k , n = 1, 2, 3, . . . ;
(c) Tn (z) =
2
k!(n 2k)!
k =0
(d) Tn (z) is a solution of the differential equation (1 z 2 )w00 zw0 + n2 w = 0;

(e) Tn (z) = F (n, n, 1/2; (1 z)/2), n = 0, 1, 2, . . . .
(1)
18. The polynomials {Un (z)}

n=0 , defined by the equalities Un (z) = Pn (z)
(1
/
2
,
1
/
2)
= (2gn )1 Pn
(z), n = 0, 1, 2, . . . , are called Chebyshev polynomials of the
second kind. Show that:
Z 1
(a)
(1 t2 )1/2 Um (t)Un (t) dt = (/2)mn , m, n = 0, 1, 2, . . . ;
1
(b) Un (z) =
(1)n (n + 1)
dn
{(1 z 2 )n+1/2 },
n
1
/
2
n
+1
2
(2n + 1)2 (n + 1/2)(1 z ) dz
z C \ {(, 1] [1, )}, n = 0, 1, 2, . . . ;

[n/2]
(c) Un (z) =
X (1)k (n k)!
(2z)n2k , n = 0, 1, 2, . . . ;
k!(n 2k)!
k =0
(d) Un (z) satisfies the differential equation (1 z 2 )w00 3zw0 + n(n + 2)w = 0;
(e) Un (z) = F (n, n + 1, 3/2; (1 z)/2), n = 0, 1, 2, . . . .
19. Suppose that is a rectifiable Jordan arc connecting the points 1 and
1 in the region G = C \ {(, 1] [1, )}, i.e., with exception of these points,
is contained in G. Prove that
Z
(, )
(, )
(, )
(1 z) (1 + z) Pm (z)Pn
(z) dz = In mn , m, n = 0, 1, 2, . . . .
40
Exercises
20. Let l , /2 < < /2, be the ray z = t exp i, 0 t < . Prove that
if Re > 1, then
Z
()
( )
()
z exp(z)Lm (z)Ln (z) = In mn , m, n = 0, 1, 2, . . . .
l
()
21. Show that the system of ultraspherical polynomials {Pn (z)}

n=0 is a
solution of the recurrence equation (n+1)yn+1 2(n+)zyn +(n+21)yn1 = 0.
22. Show that the system of Legendre polynomials {Pn (z)}
n=0 is a solution of
the recurrence equation (n + 1)yn+1 2(n + 1)zyn + nyn1 = 0.
23. Show that each of the systems of Chebyshev polynomials {Tn (z)}
n=0 and
{Un (z)}
is
a
solution
of
the
recurrence
equation
y
2zy
+
y
=
0.
n+1
n
n1
n=0
(, )
(,)
24. Prove that Qn (z) = (1)n+1 Qn (z), z C \ [1, 1], n = 0, 1, 2, . . . .

25. Prove that if C \ Z , then for each z C \ [0, ) and n = 1, 2, 3, . . . ,
(+1)
()
(Mn1 (z))0 = nMn (z).
26. Prove that the representation (4.10) holds when Re(n + ) > 1.
27. Prove the validity of the following identities:
(, )
(a)
(z, z) 1, z C \ [1, 1], = 0, 1, 2, . . . ;
()
(b) (z, z) 1, z C \ [0, ), = 0, 1, 2, . . . ;

(c) (z, z) 1, z C \ R, = 0, 1, 2, . . . .
28. Suppose that R and denote by l( ) the line with parametric equation
= t + i, < t < . Prove that
Z
exp( 2 )Hn ()
+
d, Im z > , n = 0, 1, 2, . . . ,
Gn (z) =
z
l ( )
and
Z
G
n (z) =
exp( 2 )Hn ()
d, Im z < , n = 0, 1, 2, . . . .
z
l ( )
29. Prove that for z C and n = 0, 1, 2, . . . ,

+
2
G
n (z) Gn (z) = 2i exp(z )Hn (z), n = 0, 1, 2, . . . .
30. Prove that for z C and n = 0, 1, 2, . . . ,

Z
2n+1
2
exp(t2 )tn cos(2zt n/2) dt.
exp(z )Hn (z) =
0
41

Comments and references
(, )
We define the classical polynomials of Jacobi {Pn

(z)}
n=0 , Laguerre
()
{Ln (z)}n=0 and Hermite {Hn (z)}n=0 by means of Rodrigues type formulas as
in the book of F.Tricomi [1]. Thus, we avoid the restrictions on the parameters
and in defining Jacobi and Laguerre polynomials as orthogonal systems on
intervals of the real axis with respect to suitable weight functions. As it is shown
by Tricomi this is a direct way to conclude that a polynomial defined by equality
(1.2) is a solution of the linear differential equation of second order (5.1). The last
property leads further to the well-known representations of the classical orthogonal
polynomials in terms of hypergeometric functions.
The orthogonality of Jacobi as well as of Laguerre polynomials is studied by
ev [1], P. Rusev [1],
many authors. Among them are N. Obrechkoff [1], I. Baic
A.M. Krall [1] and recently M.E.H. Ismail, D.R. Masson and M. Rahman
[1]. In the paper of S.J.L. van Eijndhoven and J.L.H. Meyers [1] it is proved
2
that the system of functions {Hn (x + iy)}
n=0 , x, y R is orthogonal on R with
respect to a family of weight-functions depending on a real parameter.
The idea to define orthogonality of algebraic polynomials with respect to a
bilinear form with the property indicated in (I.3.9), which is not new (see e.g.
A.J. Duran [1]), seems to be very useful. In any case it provides the well-known
general property that a system of orthogonal polynomials is a solution of a linear
recurrence equation of second order. The acceptance of this approach, specified
to the Jacobi, Laguerre and Hermite polynomials, enables us to compute all the
constants involved in the corresponding recurrence relations even in the case when
the parameters and are arbitrary complex numbers.
By convention, the systems of Jacobi, Laguerre and Hermite associate functions
are holomorphic solutions of the recurrence equations for the systems of Jacobi,
Laguerre and Hermite polynomials. It is worth saying that in this book we do not
need the Jacobi, Laguerre and Hermite functions of second kind defined as second
solutions of the corresponding differential equations.
Let us point out that, e.g., the Jacobi functions of second kind are (multivalued)
analytic functions with branch points at 1 and 1 and that, in general, they have
no single-valued branches in the region C \ [1, 1]. As analytic functions with a
branch point at the origin, the Laguerre functions of second kind share the same
property.
42
Chapter II
INTEGRAL REPRESENTATIONS AND GENERATING FUNCTIONS
1. Integral representations and generating functions
for Jacobi polynomials
1.1 We define l(1; z) : = 1 + t(1 z) and l(1; z) : = 1 t(1 + z) for
0 t < and z 6= 1 as well as
1
1
= exp log
,
(1.1)
1z
1z
for S(1; z) := C \ l(1; z), and
(1.2)
1+
1+
= exp log
,
1+z
1+z
for S(1; z) := C \ l(1; z), and arbitrary complex numbers and .

It is clear that S(1; x) = C \ [1, ) and S(1; x) = C \ (, 1] for x (1, 1).
Due to (1.1) and (1.2),
(1 )
1
=
(1.3)
1x
(1 x)
and
(1.4)
1+
(1 + )
=
1+x
(1 + x)
for S(1; x) S(1; x) = C \ {(, 1] [1, )} and x (1, 1).

(II.1.1) Let be a rectifiable Jordan curve such that int C \ {l(1; z)
l(1; z)}, where z 6= 1, and ind(; z) = 1. Then
(1.5)
(, )
Pn
Z 2
1
1 n 1 1 + d
.
(z) =
2i 2( z)
1z
1+z
z
Proof. Let a 6= 1, r(a) := min{21 |1 a|, 21 |1 + a|} and

[
B(a) = C \
{l(1 : z) l(1; z)}.
|za|r(a)
n(, ) (z). Then, for z U (a; r(a))

Denote the right-hand side of (1.5) by P
43
Integral representations and generating functions

:= { : | a| < r(a)} and n = 0, 1, 2, . . . ,
n

2
Z
1
1
1
1
+
d
(
,
)
n
,
P
(z) =
2i C (a;r(a)) 2( z)
1z
1+z
z
where C(a; r(a)) := { : | a| = r(a)}.
If B(a), then the left-hand sides of (1.1) and (1.2) are holomorphic functions
n(, ) (z) is a holomorphic function of z in
of z in the disk U (a; r(a)). Hence, P
n(, ) (z) is
U (a; r(a)), and since a is an arbitrary point of the region C \ {1, 1}, P
a holomorphic function of z in this region.
If z = x (1, 1), then due to [I, (2.1)] and the equalities (1.3) and (1.4),
(
,
n ) (x) = Pn(, ) (x). Referring to the identity theorem, we conclude that
P
n(, ) (z) = Pn(, ) (z) for z C \ {1, 1} and n = 0, 1, 2, . . . .
P
1.2 There exists unique complex function h, holomorphic in the region H
= C \ [1, 1], such that h2 (z) = z 2 1 when z H and h(x) > 0
when x > 1.
Usually, the value of this function at any point z H is denoted by z 2 1. The
function defined in H as
(1.6)
(z) = z + z 2 1, z C \ [1, 1]
is also holomorphic in H. Moreover, (z) 6= 0 and ((z) + ((z))1 )/2 = z
when z H. Hence, (z) is as an inverse function of the Zhukovskii function
z = ( + 1 )/2. As it is well-known, the last one is univalent in the domain
D = { : || > 1} and maps it onto H. Hence, the function maps H onto D.
Since limz (z) = , is a meromorphic function in the region C \ [1, 1]
with a (simple) pole at the point of infinity.
If z H, then define the function p(z, w) in the disk U (0; |(z)|1 ) by the
requirements
p2 (z, w) = 1 2zw + w2 and p(z, 0) = 1. We denote this function by
1 2zw + w2 . Its existence follows from the fact that the disk U (0; |(z)|1 ) is
a simply connected region and 1 2zw + w2 6= 0 whenever w is in this disk, and
z H. Indeed, the equality 1 2zw + w2 = 0 implies w = (z) or w = ((z))1
which is impossible.
Notice that the function 1 + p(z, w) does not vanish in the disk U (0; |(z)|1 )
when z H. Indeed, the equality p(z0 , w0 ) = 1 implies w0 (w0 2z0 ) = 0 which
contradicts to p(z0 , 0) = p(z0 , 2z0 ) = 1. Hence, the function
(1.7)
(w) =
2z w
1 + p(z, w)
is holomorphic in the disk U (0; |(z)|1 ) for z H.

If w 6= 0, then from (1.7) it follows that (w) = (1 p(z, w))w1 and, hence,
it hold the equalities
(1.8)
44
(1 w + p(z, w))(1 (w)) = 2(1 z),
. . .for Jacobi polynomials

and
(1.9)
(1 + w + p(z, w))(1 + (w)) = 2(1 + z)
A direct verification shows that these equalities are still valid even for w = 0.
Moreover, as their implications we obtain that 1 w + p(z, w) 6= 0 and 1 + w +
p(z, w) 6= 0 for z H and w U (0; |(z)|1 ).
Introduce the function P (, ) (z, w) for z H and w U (0; |(z)|1 ) \ {0} by
(1.10)
P (, ) (z, w) =
2+
p(z, w)(1 w + p(z, w)) (1 + w + p(z, w))
2+
1 2zw + w2 (1 w + 1 2zw + w2 ) (1 + w + 1 2zw + w2 )
and assume that P (, ) (z, 0) 1.

(II.1.2) For z H and w U (0; |(z)|1 ) it holds
(1.11)
(, )
Pn
(z)wn = P (, ) (z, w).
n=0
Proof.
P (, ) (z, w), as a function of w, is holomorphic in the disk
U (0; |(z)|1 ) and, hence, by Taylors theorem it has a representation as a power
series centered at the origin, i.e.
(1.12)
P (, ) (z, w) =
X
(, )
an (z)wn .
n=0
If 0 < r < |(z)|1 , then for the coefficients in (1.12) we have

Z
1
P (, ) (z, w)
(, )
dw, n = 0, 1, 2, . . . .
an (z) =
2i C (0;r)
wn+1
From p2 (z, w) = 1 2zw + w2 it follows that p0w (z, 0) = z, and using (1.7)
we find that 0 (0) = 1 + z 2 6= 0 for z H. Hence, there exists a neighbourhood
U (0; ) with 0 < < |(z)|1 , where the function (w) is univalent. Since (0)
= z, it is clear that for arbitrary r (0, ) the image (z; r) of the circle C(0; r) by
the map (w) is a positively oriented rectifiable Jordan curve with the property
that ind((z; r), z) = 1. Moreover, r can be chosen such that (z; r)int(z; r)
H S(1; z) S(1; z).
Using the representation (1.5) with = (z; r) and the equalities
1
0 (w)
1
2 (w) 1
= ,
=
, w U (0; |(z)|1 )
2((w) z)
w (w) z
wp(z, w)
45

and denoting the variable by w, we obtain
(, )
Pn
(, )
Z
1
P (, ) (z, w)
dw, n = 0, 1, 2, . . . .
(z) =
2i C (0;r)
wn+1
(, )
Hence, an (z) = Pn
(z) for n = 0, 1, 2, . . . . Then from (1.12) it follows that
(1.11) holds in the disk U (0; |(z)|1 ).
Let g be the unique complex function which is holomorphic in the region G
= C \ {(, 1] [1, )}, and such that g 2 (z) = 1 z 2 and g(0) = 1. The
function (z) defined as (z) = z + ig(z) is holomorphic and nowhere vanishing
in G, and, moreover, ( (z) + ( (z))1 )/2 = z for z G. Hence, (z) is an inverse
of the Zhukovskii function z = ( + ( )1 ))/2 and as such, it is univalent in the
half-plane Im > 0 and maps it onto the region G. In particular, the image of the
point i is the origin. More precisely, the image of the halfplane Im z > 0 is the
region determined by the inequalities | | < 1 and Im > 0, while the image of the
interval (1, 1) is the arc of the unit circle located in the half-plane Im > 0. The
image of the half-plane Im z < 0 is the region determined by | | > 1 and Im > 0.
The proof of (II.1.2) leads to the following assertion:
(II.1.3) The equality (1.11) holds for arbitrary z G and w U (0; (z)),
where (z) = min(| (z)|, | (z)|1 ).
A particular case of (1.11) is the representation
(1.13)
(, )
Pn
(x)wn = P (, ) (x, w),
n=0
which holds for 1 < x < 1 and |w| < 1. Indeed, in this case we have (x)
= |x + i 1 x2 | = 1.
2. Integral representation and generating functions
for Laguerre polynomials and associated functions
2.1 Here we intend to discuss the most familiar integral representations and
generating functions for the (classical) Laguerre polynomials.
(II.2.1) If r (0, 1) and C \ Z , then for z C and n = 0, 1, 2, . . . ,
Z
zw
1
()
dw.
(2.1)
Ln (z) =
wn1 (1 w)1 exp
2i C (0;r)
1w
Proof. Since both sides of (2.1) are complex-valued functions holomorphic in
the whole complex plane, we need to verify the validity of (2.1) only for z = x > 0.
46
. . .for Laguerre polynomials and associated functiins

Suppose that x (0, ) and let C \ (, 0] be an arbitrary positively
oriented rectifiable Jordan curve such that ind(; x) = 1. Then from [Chapter I,
(3.1)] we obtain
Z n+
x exp x
exp()
()
(2.2)
Ln (x) =
n+1 d
2i
( x)
for n = 0, 1, 2, . . .
The image of the unit disk U (0; 1) under the homographic transformation
= (w) = x(1 w)1 is the half-plane T : Re > x/2. Since (0) = x, the image
of any circle C(0; r), where r (0, 1), is a positively oriented circle (r) such that
ind((r); x) = 1. Since (x(1 w)1 )n+ = xn+ (1 w)n , from (2.2) with
= (r), denoting by w, we obtain
Z
xw
1
()
dw, n = 0, 1, 2, . . . .
Ln (x) =
wn1 (1 w)1 exp
2i C (0;r)
1w
Consider the function
(2.3)
zw
,
L() (z, w) = (1 w)1 exp
1w
for z C, w U (0; 1) and C. Then, the equalities (2.1) and the Taylor
theorem lead to the following proposition:
(II.2.2) For C \ Z , z C and w U (0; 1), the identity
(2.4)
()
Ln (z)wn = L() (z, w).
n=0
holds true.
For z 6= 0 we define the function B (z) by
(2.5)
B (z) = z /2 J (2 z),
where J is the Bessel function of the first kind with index [Appendix, (2.2)]
assuming that B (0) = (( + 1))1 .
From [Appendix, (2.2)] it follows that if C is fixed, then B (z) is an entire
function of the complex variable z. Its Taylor representation centered at the origin
is
(2.6)
B (z) =
X
=0
(1) z
.
!( + + 1)
There is a generating function for the Laguerre polynomials involving the entire
function B . More precisely, the following assertion is true:
47

(II.2.3) If C \ Z , then
( )
Ln (z)
wn = exp wB (zw).
(n + + 1)
n=0
(2.7)
for z C and w C.
Proof. From (2.6) and the Cauchy rule for multiplication of power series it
follows that
exp wB (zw) =
nX
n
X
n=0 =0
Since
o
(1) z
.
!(n )!( + + 1)
(n + + 1)
n+
=
(n )!( + + 1)
n
for n = 0, 1, 2, . . . and = 0, 1, 2, . . . , [I,(2.8)] gives

n
X
=0
()
(1) z
Ln (z)
=
, n = 0, 1, 2, . . . .
!(n )!( + + 1)
(n + + 1)
If z C is fixed, then B (z) is an entire function of . Indeed, each term of

the series in the right-hand side of (2.6) is an entire function of . Moreover, this
series is absolutely uniformly convergent on each compact subset of the complex
plane. In order to prove the last property one can use the well-known geometric
test due to DAlembert. If we denote u (z, ) = (1) z (!( + + 1))1 , then
u (z, )
+1
lim
=0
u (z, )
uniformly with respect to in any disk U (0; r) with r R+ .
(II.2.4) For n = 0, 1, 2, . . . and C with Re > 1 n, the integral
Z n
(2.8)
In (z, ) =
tn+ exp(t)B (zt) dt
0
is absolutely uniformly convergent with respect to z on every compact subset of

C. Moreover, for z C and (0, 1), an inequality of the kind
(2.9)
|In (z, )| Const(z, ) n (n + Re + 1), n = 0, 1, 2, . . .
holds.
Proof. By means of the coefficients of the power series representation (2.6) it
can be proved that the order of B (z) as an entire function of z is equal to 1/2.
Hence, there exists a constant B R+ such that for z C
(2.10)
48
|B (z)| B exp(|z|3/4 ).

Therefore, for r R+ the integral
Z
(2.11)
tn+Re exp(t)|B (zt)| dt
0
is majorized on the disk U (0; r) by the convergent integral

Z
tn+Re exp(t + r3/4 t3/4 ) dt.
0
If z C and (0, 1) are fixed, then the function exp[(1 )t + |z|3/4 t3/4 ]
is bounded on the interval [0, ). Then, using (2.10), we find
Z
|In (z, )| Const(z, )
tn+Re exp(t) dt
0
= Const(z, ) n (n + Re + 1)
for n = 0, 1, 2, . . . .
(II.2.5) If z C and n = 0, 1, 2, . . . are fixed, then the integral in (2.8) is
absolutely convergent with respect to on every compact subset of the half-plane
Re > 1 n.
Proof. From the integral representation [Appendix, (2.15)] it follows that
Z
1
1 exp( zt/) d.
(2.12)
B (zt) =
2i L(,)
If z 6= 0, then let us take = 2|z|. Since || for L(, ), we have
|zt/| t/2 whenever 0 t < and L(, 2|z|). Then (2.12) yields
Z
exp(t/2)
|B (zt)|
| 1 exp | ds.
2
L(,2|z|)
The above inequality implies the majorization of the integral in (2.8) on every
compact subset of the half-plane Re > 1 n by an integral of the kind
Z
t exp(t/2) dt
0
with > 1.
(II.2.6) For z C, n = 0, 1, 2, . . . and C with Re > 1 n it holds
Z
exp z n+
( )
t
exp(t)B (zt) dt.
(2.13)
Ln (z) =
n! 0
49

( )
Proof. If n and z are fixed, then Ln (z) is an entire function of . Since

(II.2.5) implies that the right-hand side of (2.13) is a holomorphic function of
in the half-plane Re > 1 n, it is sufficient to prove the validity of (2.13) only
when Re > 1. Suppose that this requirement is fulfilled.
The particular case of (2.13) which corresponds to n = 0, i.e. the equality
Z
exp(z) =
t exp(t)B (zt) dt,
0
can be proved by replacing z by zt in the right-hand side of (2.5) followed by

multiplying by t exp(t) and termwise integrating on the interval (0, ). The
last operation is available since after the integration we obtain a series which is
absolutely convergent for z C.
For z C the power series
X
In (z, )
(2.14)
n!
n=0
wn
is convergent in the disk U (0; 1). Indeed, if (0, 1), then the inequality (2.9)
and the Stirling formula yield that lim supn |In (z, )(n!)1 |1/n 1 . Hence,
() (z, w) defined for z C and w U (0; 1) by
the function L
(2.15)
() (z, w) =
L
X
wn
n=0
n!
tn+ exp(t)B (zt) dt
is holomorphic as a function of w in the disk U (0; 1). In fact,

() (z, w) =
L
Z n X
(wt)n o
0
n=0
n!
t exp(t)B (zt) dt,
i.e.
(2.16)
() (z, w) =
L
t exp[(1 w)t]B (zt) dt.
Both sides in (2.16) are holomorphic functions of w in the disk U (0; 1). Since
from (2.14) and (2.3) it follows that
Z
Z
1
t exp[(1 u)t]B (zt) dt = (1 u)
t exp(t)B (z(1 u)1 t) dt
0
z
= exp(z)L() (z, u)
1u
() (z, w)
for u (1, 1), the identity theorem implies that the equality L
= (1 u)1 exp
50

= exp(z)L() (z, w) holds whenever z C and w U (0; 1). Then, the validity of
(2.13) for each z C and n = 0, 1, 2, . . . follows from (2.4) and (2.15).
We have already mentioned that the Hermite polynomials can be expressed
()
by means of the Laguerre polynomials {Ln (z)}
n=0 with = 1/2 [Chapter I,
(5.24), (5.25)]. Conversely, there exist integral representations of the Laguerre
polynomials in terms of the Hermite polynomials:
(II.2.7) For z C and C, with Re > 1/2,
Z
2(1)n (n + + 1) 1
( ) 2
(2.17) Ln (z ) =
(1t2 )1/2 H2n (zt) dt, n = 0, 1, 2, . . . .
(2n)!( + 1/2) 0
Proof. From [Chapter I, (2.12)] it follows that
H2n (zt) = (1)n (2n)!
n
X
(1)k (2zt)2k
k =0
(2k)!(n k)!
, n = 0, 1, 2, . . . .
Since Re > 1/2, we have

Z
Z 1
1 1
2 1/2 2k
(1 u)1/2 uk1/2 du
(1 t )
t dt =
2
0
0
=
( + 1/2)(k + /2)
= (2k 1)(2k 3) . . . 3.1 ( + 1/2), k = 0, 1, 2, . . . .
2(k + + 1)
But (2k)! = k!2k (2k 1)(2k 3) . . . 3.1 and, hence,
Z
2(1)n (n + + 1) 1
(1 t2 )1/2 H2n (zt) dt

(2n)!( + 1/2) 0
=
n
X
(1)k n +
k =0
k!
nk
( )
z 2k = Ln (z 2 ), n = 0, 1, 2, . . . .
2.2 There are several integral representations of the Laguerre associated functions depending on their domains of existence.
(II.2.8) If Re z < 0 and Re > 1, then
Z n+
t
exp(zt)
( )
(2.18)
Mn (z) = (z)
dt
(1 + t)n+1
0
for n = 0, 1, 2, . . . .
Proof. If Re z < 0 and r > 0, then let C(z, r) be the circular arc lying in right
half-plane and having r as its initial point and r exp i, where = arg(z), as its
51

endpoint. Then
Z
(2.19)
n+ exp()
d, n = 0, 1, 2, . . . .
r C (z,r) ( z)n+1
lim
Indeed, if C(z, r), then | exp()| exp(r cos ) and, hence,

Z
n+ exp() rn+Re +1 exp(r cos )
n+1 d
2(r |z|)n+1
C (z,r) ( z)
for r > |z|.
Furthermore,
Z
n+Re +1
n+ exp()
d
n+1
2(|z| )n+1
C (z, ) ( z)
and, due to Re > 1, we obtain that

Z
n+ exp()
d = 0, n = 0, 1, 2, . . . .
(2.20)
lim
0 C (z, ) ( z)n+1
Denote by C (z, ) the circular arc lying in the right half-plane and having
exp i and as its initial and its endpoint, respectively. If < |z| < r, then
denote by L(z, , r) the path consisting of the segment [, r], the arc C(z, r), the
segment [r exp i, exp i], and the arc C (z, ). Then, according to the Cauchy
integral theorem
Z
n+ exp()
(2.21)
n+1 d = 0, n = 0, 1, 2, . . . .
L(z,,r) ( z)
If l(z) : = (z)t, 0 t < , then using the integral representation [I,
(4.13)] as well as the equalities (2.19), (2.20) and (2.21), we obtain
Z
n+ exp()
()
Mn (z) =
n+1 d, n = 0, 1, 2, . . . .
l(z ) ( z)
Setting = (z)t, 0 t < , we arrive to the integral representation (2.18).
Let us now define
Z
n
t
wt o
()
(2.22)
M (z, w) = (z)
exp zt +
dt,
1+t
1+t
0
for Re z < 0, Re > 1 and w C.
(II.2.9) If Re z < 0, Re > 1 and w C, then
(2.23)
()
X
Mn (z)
n=0
52
n!
wn = M () (z, w).
. . .for Hermite polynomials and associated functions

Proof. Since 0 t/(1 + t) < 1 for t [0, ), (2.18) implies
()
|Mn (z)| |(z) |
tRe exp(xt) dt, x = Re z,
and, hence, the power series on the left-hand side of (2.23) converges in the whole
complex plane, provided Re z < 0. Therefore, if w C, then the series
X
(z) n wt on
t exp(zt)
n!
1+t
n=0
can be integrated term by term on the interval (0, ) with respect to the variable
t. Thus, we obtain the equality (2.23).
As a corollary of [Chapter I, (5.21)] and the integral representation [Appendix,
(3.13)] of the Tricomi function we obtain the following proposition:
(II.2.10) If Re > 1, then for z C \ [0, ) and n=0, 1, 2, . . .
(2.24)
()
Mn (z) = 2(z)/2
tn+/2 exp(t)K (2 zt) dt,
where K is the modified Bessel function of the third kind with index .
3. Integral representations and generating functions
for Hermite polynomials and associated functions
3.1 Having in mind the definition of the Hermite polynomials given in [Chapter
I, 2.3] as well as the integral representation [Chapter I, (1.12)], we find that for
r R+
Z
exp( 2 2z)
(1)n n!
d, n = 0, 1, 2, . . . .
Hn (z) =
2i
n+1
C (0;r)
Replacing z by z and using the relation Hn (z) = (1)n Hn (z),
2, . . . , we arrive to
(3.1)
n = 0, 1,
Z
n!
exp( 2 + 2z)
d, n = 0, 1, 2, . . . .
Hn (z) =
2i C (0;r)
n+1
Further, from the above integral representations it follows that for z C and
w C it holds the identity
(3.2)
X
Hn (z)
n=0
n!
wn = exp(w2 + 2zw).
53

(II.3.1) If z C and R+ , then there exists a positive integer n0 = n0 (z, )
such that
|Hn (z)| (2n/e)n/2 (1 + )n
(3.3)
for n n0 .
Proof. If z is fixed, then exp(w2 + 2zw) is an entire function of order

2 and
type 1. Therefore, the equality lim supn n1/2 {|Hn (z)|(n!)1 }1/n = 2e holds.
Hence, for each R+ there exists a positive integer n0 = n0 (z, ) such that
|Hn (z)| n!(2e/n)n/2 (1 + )n/2 for n n0 . Since n0 can be chosen such that
n! (n/e)n/2 (1 + )n/2 for n n0 , we conclude that inequality (3.3) holds for
n n0 .
The relation [Chapter I, (5.16)] and the integral representations [Appendix,
(4.5)] of the Weber-Hermite functions yield
Z
2n+1
2
tn exp(t2 ) cos(2zt n/2) dt
(3.4)
Hn (z) = exp z
0
whenever z C and n = 0, 1, 2, . . . . An immediate consequences of the above
equalities are the following integral representations of the Hermite polynomials
Z
2n (i)n
2
exp z
tn exp(t2 + 2izt) dt, n = 0, 1, 2, . . . .
(3.5)
Hn (z) =
n!
(II.3.2) If z C, C and w U (; 1), then

(3.6)
X
Hn (z)Hn ()
n=0
n!2n
wn = (1 w2 )1/2 exp
n 2zw (z 2 + 2 )w2 o
.
1 w2
Proof. If z and are fixed, then the series on the left-hand side of (3.6) is
convergent in the unit disk. If 0 < |w| < 1, then we choose R+ such that
q = (1 + )2 |w| < 1. Since n! (n/e)n when n 1, from (II.3.1) it follows that
there exists a positive integer n0 = n0 (z, , ) such that
H (z)H ()wn
n
n
qn
n
n!2
whenever n n0 . Obviously, the above inequality holds for w = 0 and n =
0, 1, 2, . . . .
Further, both (3.4) and the representation
Z
2n (i)n
2
exp
n exp( 2 + 2i ) d,
Hn () =
54
. . .for Hermite polynomials and associated functions

show that for w C and n = 0, 1, 2, . . . it holds
Hn (z)Hn ()wn
n!2n
(3.7)
Z
Z
exp(z 2 + 2 ) (2t w)n
exp(t2 2 2izt 2i ) dt d.
=
n!

Consider the series whose general term is the integrand of the double integral
in (3.7). If w U (0; 1), then this series can be termwise integrated on R2 and,
hence, we can write
X
Hn (z)Hn ()
(3.8)
n!2n
n=0
Z
Z
exp(z 2 + 2 )
Since
wn
exp(t2 2 2wt 2izt 2i ) dt d.
exp(b2 /a2 )
exp(a s 2bs) ds =
a
(3.9)
2 2
when Re a2 > 0, we find that

Z Z
exp(t2 2 2wt 2izt 2i ) dt d

Z
=
=
exp(t 2izt) dt
exp( 2 )
exp[ 2 2(wt + i) ] d
exp[(1 w2 )t2 2i(z w)t] dt
n
z 2 2zw + 2 w2 o
,
= (1 w2 )1/2 exp 2
1 w2
thus, proving (3.6).
3.2 We leave the proof of the following proposition as an exercise to the reader:
(II.3.3) The equalities
(3.10)
(a)
X
G+ (z)
n
n=0
n!
w n = G+
0 (z w),
and
(3.11)
(b)
X
G (z)
n
n=0
n!
w n = G
0 (z w)
hold true when z C and w C.

55

Exercises
1. Verify the validity of equality (2.7) for = k, k = 1, 2, 3, . . . .
2. Prove that
Hn (z) = 2n
(z + it)n exp(t2 ) dt
for z C and n = 0, 1, 2, . . .
3. If Re > 0, then prove the validity of the integral representation
Z
(n + 2)
()
(z
+
z 2 1 cos )n (sin )21 d,
Pn (z) =
n!221 (())2 0
z C, n = 0, 1, 2, . . .
4. Prove that for z C
Z
1
Pn (z) =
(z + z 2 1 cos )n d, n = 0, 1, 2, . . . ,
0
Pn (z) = 1
Z
(z +
z 2 1 cos )n1 d, n = 0, 1, 2, . . . .
Remark. The above representations of Legendre polynomials are known as

the first and second Laplace integrals, respectively.
5. Prove that if z C \ [1, 1], w U (0; |(z)|1 ) and 2 6= 0, 1, 2, . . . ,
then
X
(n + + 1/2) ()
(a)
Pn (z)wn = P () (z, w),
(n
+
2)
n=0
where
P () (z, w) =
21/2 ( + 1/2)
(2) 1 2zw + w2 (1 zw + 1 2zw + w2 )1/2
6. Prove that (a) holds when z C \ {(, 1] [1, ]}, w U (0; (z)) and
2 6= 0, 1, 2, . . . . In particular, (a) holds when z = x (1, 1) and |w| < 1.
7. Prove that if z C \ [1, 1], w U (0; |(z)|1 ) and 6= 0, 1, 2, . . . then
(b)
()
Pn (z)wn = (1 2zw + w2 ) .
n=0
8. Prove that (b) holds when z C \ {(, 1] [1, )}, w U (0; (z)) and
6= 0, 1, 2, . . . . In particular, (b ) is valid when z = x (1, 1) and |w| < 1.
56

9. Prove that if z C \ [1, 1] and w U (0; |(z)|1 ), then
(c) 1 + 2
Tn (z)wn =
n=1
(d)
Un (z)wn =
n=0
1 z2
,
1 2zw + w2
1
1 2zw + w2
10. Prove that the equalities (c) and (d) hold for z C \ {(, 1] [1, )}
and w U (0; (z)). In particular, they hold for z = x (1, 1) and |w| < 1.
11. Suppose that Re > 1, Re > 1 and define the function
Z 1
(1 t2 )w
(1 t) (1 + t)
(, )
exp
dt
K
(z, w) =
zt
2(z t)
1
for z C \ [1, 1] and w C. Prove that for such z and w,
X
n=0
(, )
Qn
(z)
wn
= K (, ) (z, w).
n!

All integral representations and generating functions for the Jacobi and Laguerre polynomials and associated functions included in this chapter are established under the most general conditions on the parameters and . In some
cases they may be arbitrary complex numbers.
lyi, 1, 10.12,
The equality (2.7) is due to G. Doetsch [H. Bateman, A. Erde
(18)] and the integral representation (2.13) is a corollary of [Appendix, (3.12)] via
[I, (6.4)]. We prefer to give an independent proof of (2.13) as well as to use the
entire function B (z) instead of the Bessel function J (z) of the first kind with
index for which the origin could be a branch point.
The integral representation (2.17) of the Laguerre polynomials by means of
even Hermite polynomials is known as a formula of J. V. Uspensky [1]. It plays a
considerable role in Chapter V, where the representation of holomorphic functions
as series in Laguerre polynomials is discussed.
The equality (3.6) is an example of the so called bilinear generating functions.
It is due to F.G. Mehler [1].
57
Chapter III
ASYMPTOTIC FORMULAS. INEQUALITIES
1. Asymptotic formulas for Jacobi polynomials
and associated functions
1.1 Recall that the function (z) = z + z 2 1 [Chapter II, (1.6)] is meromorphic in the subdomain C \ [1, 1] of the extended complex plane and that
it has a simple pole at the point of infinity. For z C \ [1, 1] we define
l(z) = { = (1 + t)(z), 0 t < } {} and assume that l() = .
The function of the complex variables z, w, defined in the region A = {(z, w) :
z C \ [1, 1], w C \ l(z)} C C by (z, w) = exp{(1/2) log(1 w/ 2 (z))},
is holomorphic in A, and 2 (z, w) = 1 w/ 2 (z), (z, 0) 1. The function ,
defined in the region C \ [1, ) by (w) = exp{(1/2) log(1 w)}, is holomorphic
in this region, and 2 (w) = 1 w, (0) = 1.
If B is the region {C \ [1, 1]} {C \ [1, )}, then the intersection D = A B
is also a region in C C. Moreover, if p(z, w) is the function in the right-hand side
of [Chapter II, (1.10)], then the
p function p(z,
w/(z)) is holomorphic in D and
2
p(z, w/(z)) = (z, w)(w) = 1 w/ (z) 1 w. Hence, the function
(1.1)
A(, ) (z, w) =
1 wP (, ) (z, w/(z)),
where P (, ) is the function defined by [Chapter II, (1.10)], is also holomorphic

in the region D. This function can be analytically continued in the region A as a
holomorphic function of the complex variables z, w. In particular, if z C \ [1, 1]
is fixed, then A(, ) (z, w) is holomorphic in the disk U (1; |(z)|2 1). By Taylors
theorem its power series representation in a neighbourhood of w = 1 has the form
(1.2)
A(, ) (z, w) =
(, )
Ak
(z)(1 w)k .
k =0
Suppose that r (1, ) and denote by E(r) the interior of the ellipse e(r)
= {z C : |(z)| = r}. If 0 < < r2 1, then for z C \ E(r) and k = 0, 1, 2, . . .
(1.3)
(, )
Ak
Z
1
A(, )
dw.
(z) =
2i C (1;) (1 w)k+1
(, )
From the above representation it follows that each of the functions Ak (z),
k = 0, 1, 2, . . . , is holomorphic in the region C \ E(r). The union of these regions as
r runs the interval (1, ) is the region C \ [1, 1] and, hence, each of the functions
(1.3), k = 0, 1, 2, . . . is holomorphic in the region C \ [1, 1].
58
. . .for Jacobi polynomials and associated functions

Consider
(1.4)
(, )
(z, w) = P
(, )
(z, w/(z))
(, )
Ak
(z)(1 w)k1/2 ,
k =0
where (z, w) S = {C \ [1, 1]} {C \ [1, )} and let

(, )
(1.5)
(z, w) =
(, )
A,n (z)wn
n=0
for w U (0; 1).

(, )
(III.1.1) If 1 < r < , = 0, 1, 2, . . . , then the sequence {n +1 A,n (z)}

n=1
is uniformly bounded on K(r) = C \ E(r).
Proof. The representation
(, )
(z, w) =
(, )
Ak
(z)(1 w)k1/2
k = +1
holds for w U (0; 1) U (1; |(z)|2 1). Then it is clear that the function
(, )
(, )
+1 P
(z, w)
(z, w) =
+1
w
is holomorphic in the region S and that it can be extended as a continuous function

of (z, w) {C \ [1, 1]} U (0; 1). From (1.5) it follows that for n >
(1.6)
Z
(, )
(z, w)
1
dw.
n(n 1)(n 2) . . . (n )A,n (z) =
2i C (0;1) wn 1 w
(, )
Denoting by , 0 < < min(1, |(z)|2 1), the arc of the circle C(1; ) lying
in the disk U (0; 1), and by C the arc of C(0; 1) which is outside the disk U (1; ),
then for n > we have
(, )
n(n 1)(n 2) . . . (n )A,n (z)

Z
Z
(, )
(, )
1
(z, w)
(z, w)
1
dw
dw.
=
2i C wn 1 w
2i wn 1 w
Since
Z
(, )
(, )
(z, w)
(z, w)
dw
=
dw
lim
n 1 w
0 C w n 1 w
w
C
(0;1)
and
Z
lim
(, )
(z, w)
dw = 0,
n 1 w
w
59
Asymptotic formulas. Inequalities

we conclude that the equality (1.6) holds for z C \ [1, 1] and n > .
(, )
Since the function |
(z, w)| is bounded on {C \ E(r)} U (0; 1), where 1

(, )
< r < , from the equalities (1.6) it follows that the sequence {n +1 A,n (z)}
n=1
is uniformly bounded on K(r), where 1 < r < .
(III.1.2) The representation
(, )
((z))n Pn
(1.7)
=
(z)
X
(1)k ( k + 1/2)(n k + 1/2)
(n + 1)
k =0
(, )
Ak
(, )
(z) + A,n (z)
holds for z C \ [1, 1], = 0, 1, 2, . . . and n = 0, 1, 2, . . . .

Proof. Taking into account [Chapter II, (1.11)], we find that
(, )
(, )
A,n (z) = ((z))n Pn
(z) (1)n

X
k 1/2
n
k =0
(, )
Ak
(z)
and, hence,
(, )
((z))n Pn
(z) = (1)n

X
k 1/2
k =0
(, )
Ak
(, )
(z) + A,n (z)
for z C \ [1, 1], = 0, 1, 2, . . . , and n = 0, 1, 2, . . . .

The equality

a
(1)n (n a)
,
=
n!(a)
n
which is valid for a 6= 0, 1, 2, . . . , as well as the relation (k + 1/2)(k + 1/2)
= (1)k , k = 0, 1, 2, . . . , yield that
k 1/2
(1)n+k (k + 1/2)(n k + 1/2)
=
,
(n + 1)
n
and, thus, we obtain the representation (1.7).
For = 0, as a corollary of (1.7), we obtain
(1.8)
(, )
((z))n Pn
(n + 1/2) (, )
(, )
(z) =
A0
(z) + A0,n (z)
(n + 1)
(, )
and, moreover, that the sequence {nA0,n (z)}

n=1 is uniformly bounded on K(r)
when 1 < r < .
From (1.1) and (1.2) it follows that
(, )
A0
(z) = A(, ) (z, 1) = { 1 wP (, ) (z, w/(z))}w=1
60

(, )
for z C \ [1, 1] and, hence, A0

(z) 6= 0 for each z C \ [1, 1]. Then, (1.8) as
well as a particular case of [Appendix, (1.13)], lead to the following proposition:
(III.1.3). If z C \ [1, 1], then
(1.9)
(, )
Pn
(, )
(z) = 1/2 n1/2 ((z))n p(, ) (z){1 + pn
(z)}, n = 1, 2, 3, . . . ,
(, )
where the complex functions p(, ) (z), pn (z), n = 1, 2, 3, . . . , are holomorphic

in the region C \ [1, 1]. Moreover, p(, ) (z) 6= 0 for every z in this region, and the
(, )
sequence { npn (z)}
n=1 is uniformly bounded on K(r), where 1 < r < .
(, )
1.2 We need the asymptotics of Jacobi associated functions {Qn (z)}

n=0
when n tends to infinity and z ranges on an arbitrary closed subset of the region
C \ [1, 1]. The final result is an asymptotic formula which is a corollary of some
auxiliary propositions.
(III.1.4) If + 1, + 1 and + + 2 are not equal to 0, 1, 2, . . . , then for
z C \ [1, 1]
(1.10)
(, )
((z))n+1 Qn (z) =
(, )
Bn,k ((z))k , n = 0, 1, 2, . . . ,
k =0
where the coefficients satisfy the recurrence relation

(1.11)
(k + 1)(2n + k + + + 2)Bn,k+1 + 2( )(n + k + 1)Bn,k

+( + k)(2n + k)Bn,k1 = 0, k = 1, 2, 3, . . . .
For k = 0, 1, 2, . . . there exists

(, )
(1.12)
Bk
(, )
= (2 )1 lim n1/2 Bn,k
n
and the following recurrence relation

(1.13)
(, )
(, )
(k + 1)Bk+1 + ( )Bk
(, )
+ ( + k)Bk1 = 0, k = 1, 2, 3, . . .
holds.
(, )
Proof. Since the function Qn

is holomorphic in the domain C \ [1, 1], and
since it has a zero of multiplicity n + 1 at the point , the function
(1.14)
(, )
Bn
(, )
() = n1 Qn
(( + 1 )/2), n = 0, 1, 2, . . .
is holomorphic in the unit disk U (0; 1). Let

(1.15)
(, )
Bn
() =
(, )
Bn,k k .
k =0
61

be its power series expansion in U (0; 1). Setting = ((z))1 , where z C \[1, 1],
we obtain the representation (1.10).
From [Chapter I, (5.17)] it follows that if U (0; 1) and n = 0, 1, 2, . . . , then
(2n + + + 2)
(, )
Bn ()
+ + 1)(n + + 1)
(1.16)
22n++ +2 (n
= (1 )2n2 F (n + + 1, n + 1, 2n + + + 2; 4/(1 )2 )).

Since the function F (n + + 1, n + 1, 2n + + + 2; z) is a solution of the
differential equation
z(1 z)w00 + [2n + + + 2 (2n + + 3)z]w0 (n + 1)(n + + 1)w = 0,
(, )
it is easy to verify that the function Bn
() satisfies the equation
(1 2 )w00 + [( + 2n 4) 2 + 2( ) + + + 2n + 2]w0
+2(n + 1)[( + 1) + ]w = 0.
Then, by inserting the power series from (1.15) into the last equation, followed by
equating the coefficient of k+1 , k 0, to zero, we get the relation (1.11) as well
as the equality
(1.17)
(, )
(2n + + + 2)Bn,1
(, )
+ 2(n + 1)( )Bn,0
= 0.
If + 1, + 1 and + + 2 are not equal to 0, 1, 2, . . . , then

(1.18)
22n++ +2 (n + + 1)(n + + 1)
Bn,0 =
, n = 0, 1, 2, . . . .
(2n + + + 2)
(, )
(, )
Since Bn,0 = Bn (0), the above equality is a direct consequence of (1.16).

Using it together with the Stirling formula, we find that
(, )
lim n1/2 Bn,0
(1.19)
=2
and then (1.17) implies

(, )
lim n1/2 Bn,1
(1.20)
= 2 ( ).
Observe that the recurrence relation (1.11) can be rewritten in the form
(, )
(1.21)
Bn,k+1 =
62
2( )(n + k + 1)
(, )
Bn,k
(k + 1)(2n + + + 2)
( + k)(2n + k + 1) (, )
B
, k = 1, 2, 3, . . . .
(k + 1)(2n + + + 2) n,k1

Then from (1.19), (1.20) and (1.21) it follows by induction that for k = 2, 3, 4 . . .
there exists limn n1/2 Bn,k . In particular, using (1.12) as well as (1.19) and
(, )
(, )
(1.20) we find that B0

= 1, and B1
(1.13).
Further, define the function
(1.22)
= . Then (1.21) yields the relation
q (, ) (z) = (1 ((z))1 )1/2 (1 + ((z))1 )1/2 .
in the region C \ [1, 1].

(III.1.5) The representation
q (, ) (z) =
(1.23)
(, )
Bk
((z))k
k =0

Proof. For U (0; 1) we consider the function
B(, ; ) = q (, ) (( + 1 )/2) = (1 )1/2 (1 + )1/2 .
By Taylors theorem,
B(, ; ) =
(, ) k , U (0; 1).
B
k
k =0
A direct verification shows that if U (0; 1), then

(1 2 )B 0 (, ; ) + [( + 1) + ]B(, ; ) = 0.
(, ) } satisfy the same recurrence relation (1.13)
Therefore, the coefficients {B
k =0
k
(, )
0, = B(, ; 0) = 1 = B0(, ) and B
1(, )
as the numbers {Bk }
do.
Since
B
k =0
(, )
= B 0 (, ; 0) = = B1
Thus, (1.23) is proved.
(, ) = B (, ) for k = 0, 1, 2, . . . .
, it follows that B
k
k
(III.1.6) Let + 1, + 1 and + + 2 be not equal to 0, 1, 2, . . . . Then

for each r (1, ),
(1.24)
(, )
lim (2 )1 n1/2 ((z))n+1 Qn (z) = q (, ) (z)
uniformly on C \ E(r)
Proof. Define
(1.25)
(, )
Mk
(, )
= sup(2 )1 n1/2 |Bn,k |, k = 0, 1, 2, . . . .
n1
63

(, )
Since each of the sequences {n1/2 Bn,k }

n=1 , k = 0, 1, 2 . . . is convergent, we
(, )
have that Mk
< for k = 0, 1, 2, . . . . More precisely,

(, ) 1/k
(1.26)
lim sup{Mk
1.
Denote = | |, = | + | and k0 = 1 + max(0, []). Since

(2n + k + 1)/(2n + k ) (k + 1)/(k )
for n = 0, 1, 2, . . . and k k0 , as a corollary of (1.21) we obtain that the inequality
o
n 2
(, ) k + 1
(, ) k + (, )
Bn,k+1
B
+
B
k k + 1 n,k
k + 1 n,k1
(1.27)
holds for n = 0, 1, 2, . . . and k k0 .

Define the function (, ; ) = (1)(2++1)/2 (1+)(21)/2 in the region
C \ {(, 1] [1, )}. Let
(, ; ) =
(,)
k =0
be its Taylors expansion in the disk U (0; 1). It is easy to verify that the function
(, ; ) satisfies the differential equation (1 2 )w0 [( + 1) + 2]w = 0 and
that the last property leads to the recurrence relation
(,)
(1.28)
k+1 =
(,)
2 (,) k + (,)
, k = 1, 2, 3, . . . .
k+1 k
k + 1 k1
(,)
Since 0
= (, ; 0) = 1, and 1
= 0 (, ; 0) = 2 = 2| |, from
(,)
(1.28) it follows that all the coefficients k , k = 0, 1, 2, . . . , are nonnegative.
Moreover, if 6= , then all they are positive. If = , then the function
(,)
(,)
(0, ; ) is even and, hence, in this case 2k+1 = 0, k = 0, 1, 2, . . . , and 2k
> 0, k = 0, 1, 2, . . . .
The positive constant L can be chosen such that
(, )
(,)
(2 )1 n1/2 Bn,k Lk
0
and
(, )
(,)
(2 )1 n1/2 Bn,k 1 Lk 1
0
for n = 1, 2, 3, . . . . Obviously, if 6= , then this is possible, since any of the

(,)
(, )
sequences {n1/2 Bn,k }
n=1 , k = 0, 1, 2, . . . , is convergent and, moreover, k
(, )
> 0, k = 0, 1, 2, . . . . If = , then from (1.14) and the relation Qn

64
(z)

(,)
= (1)n+1 Qn
(z), n = 0, 1, 2, . . . , [Chapter I, Exercise 24] it follows that for n

(,)
= 0, 1, 2, . . . the function Bn
(,)
() is even, hence, Bn,2k+1 = 0, n = 0, 1, 2, . . . , k

(0,)
= 0, 1, 2, . . . . Let us recall that in this case 2k+1 = 0, k = 0, 1, 2, . . . . The inequalities (1.27) and the recurrence relation (1.28) give that if k k0 , then
k
s+1
(, )
(,)
,
(2 )1 n1/2 Bn,k+1 Lk+1
s
s=k0
i.e.
1 1/2 (, )
(,) (k0 )(k + 1)
(2 ) n Bn,k+1 Lk+1
(k0 + 1)(k )
Hence,
(, )
(,) (k0
Mk+1 Lk+1
)(k + 1)
(k0 + 1)(k )
(,)
and since lim supk {k }1/k 1, the Stirling formula yields the inequality
(, )
(, )
for k = 0, 1, 2, . . . , it follows that
(1.26). Since Bk Mk
(, ) 1/k
lim supBk
1, k = 0, 1, 2, . . . .
k
For n = 1, 2, 3, . . . and z C \ [1, 1] consider the function

(, )
(1.29)
rn
( )
(z) = (2 )1 n1/2 Qn (z) q (, ) (z).
Let > 0, r (1, ) and > 0 be chosen such that 1 + < r. Then, there
(, )
exists a positive integer such that ((1 + )/r) < , Mk
(1 + )k and
(, )
Bk (1 + )k for every k > . We can also find a positive integer N = N ()
such that
(, )
1 1/2 (, )
(2 ) n Bn,k Bk <
for k = 0, 1, 2, . . . , and n > N . Then, for z C \ E(r) = {z C : |(z)| r}
and n > N we have the inequality
(, )
|rn
X
1 1/2 (, )
(, )
(z)|
(2 ) n Bn,k Bk |(z)|k
k =0
X
k =0
(, )
i.e. |rn
proved.
rk + 2
((1 + )/r)k ,
k = +1
(z)| < {r/(r 1) + 2r/(r 1 )}. Thus, the proposition (III.1.6) is

65

(III.1.7) If + 1, + 1 and + + 1 are not equal to 0, 1, 2, . . . , then for
every n = 1, 2, 3, . . . and every z C \ [1, 1]
(1.30)
(, )
Qn
(, )
(z) = 2 n1/2 ((z))n1 q (, ) (z){1 + qn (z)}.
(, )
Moreover, limn qn
(z) = 0 uniformly on every set C \ E(r), where r
(1, ), and, hence, on each closed subset of the region C \ [1, 1].
Proof. From (1.29) it follows that if z C \ [1, 1] and n = 1, 2, 3, . . . , then
(, )
Qn
(, )
(, )
(z) = 2 n1/2 ((z))n1 {q (, ) + rn (z)}.
(, )
Denoting qn (z) = rn
tation (1.30).
(, )
The identity
\[1, 1],
(z)/q (, ) (z), n = 1, 2, 3, . . . , we obtain the represen-
(z, z) 1 [Chapter I, Exercise 27] yields that for z C
(, )
(1.31)
P
=
(, )
(, )
(, )
(z)Q +1 (z) P +1 (z)Q
(z)
2+ +1 (2 + + )( + + 1)( + + 1)
, = 0, 1, 2, . . . .
( + 2)( + + + 2)
The above equality as well as the representations (1.9) and (1.30) give
(, )
R(, ; ) := p(, ) (z)q (, ) (z){(1 + p

(, )
(, )
((z))2 {1 + p +1 (z)}{1 + q
=
(, )
(z)}{1 + q +1 (z)}
(z)} = R(, ; )
2+ 1/2 ( + 1)1/2 (2 + + )( + + 1)( + + 1)

.
( + 2)( + + + 2)
By means of Stirlings formula we find that lim R(, ; ) = 2+ +1 . Thus,

we come to the relation p(, ) (z)q (, ) (z)(1 ((z))2 ) = 2+ +1 , z C \ [1, 1].
Then, as a direct result of the definition of the function q (, ) (z), we obtain that
the equality
(1.32)
p(, ) (z) = 2+ +1 (1 ((z))1 )1/2 (1 + ((z))1 )1/2
66
. . .for Hermite and Laguerre polynomials

2. Asymptotic formulas for Hermite and Laguerre polynomials
2.1 The asymptotics of the Hermite polynomials {Hn (z)}
n=0 when z is
bounded and n tends to infinity is given by the following proposition:
(III.2.1) If z C, n = 0, 1, 2, . . . and s = 1, 2, 3, . . . , then
2
(2.1)
Hn (z) = n exp(z /2) cos[(2n + 1)
1/2
z n/2]
s1
X
uk (z)(2n + 1)k
k =0
+ sin[(2n + 1)
1/2
z n/2]
s1
X
o
vk (z)(2n + 1)k1/2 + hs,n (z) ,
k =0
2n = (2n + 1)/(n + 1), 2n+1 = (2n + 1)1/2 (2n + 3)/(n + 2),
where {uk (z)}

k =0 and {vk (z)}k =0 are (algebraic) polynomials not depending on
n and s. In particular, u0 (z) 1. Moreover, hs,n (z), s = 1, 2, 3, . . . ; n =
0, 1, 2, . . . , are entire functions of the complex variable z such that for every fixed
s = 1, 2, 3, . . . the sequence {ns exp[(2n + 1)1/2 | Im z|]hs,n (z)}
n=1 is uniformly
bounded on every compact subset of the complex plane.
The case s = 1 yields

n (z)},
Hn (z) = n exp(z 2 /2){cos[(2n + 1)1/2 z n/2] + h
where
n (z) = (2n + 1)1/2 sin[(2n + 1)1/2 n/2] + h1,n (z), n = 0, 1, 2, . . . .
h
Stirlings formula enables us to write n = 2(2n/e)n/2 (1 + O(n1 )), n .

Thus, we obtain the representation
(2.2)
Hn (z) = 2(2n/e)n/2 exp(z 2 /2){cos[(2n + 1)1/2 z n/2] + hn (z)},
where {hn (z)}
n=0 are entire functions and the sequence
{n1/2 exp[(2n + 1)1/2 | Im z|]hn (z)}
n=1
(2.3)
is uniformly bounded on every compact subset of C.

We are going to give an independent proof of (2.2). It is based on the integral
representation
2n/2 ((n + 1))1 Hn (z)
(2.4)
= in+1
Z ic+
ic
exp( 2 /2) n1 cosh( 2z ni/2) d,
c > 0,
67

which follows from [Chapter I, (5.16)] and [Appendix, (4.7)].
At first we are to prove the following auxiliary proposition:
(III.2.2) Define
(; t) = t2 /2 + i 1 t 2 log(1 + it)
(2.5)
for R, R = R \ {0}, and let (0; t) 0. Then:

(a) |(; t)| (1/3)|||t|3 ,
, t R;
(b) = sup,tR t2 |(; t)| < 1.

Proof. Since (; 0) = 0 (; 0) = 00 (; 0) = 0, Taylors formula with remainder term in an integral form yields
Z 1
Z 1
3
2 000
3
(; t) = (t /2)
(1 s) (; ts) ds = it
(1 s)2 (1 + its)3 ds.
0
Hence,
Z
|(; t)| |||t|
(1 s)2 ds = (1/3)|||t|3 ,
and, thus, (a) is established.

Define f () = 1/2 + 1 2 log(1 + ) for {C \ (, 1)]} \ {0} and let
f (0) = 1. Then (2.5) gives
(; t) = t2 (1 f (it)),
(2.6)
, t R.
Denote p( ) = Re(1 f (i )) and q( ) = Im(1 f (i )) for R. Then

p( ) = 1/2 (1/2 2 ) log(1 + 2 ) and q( ) = 1 2 arctg for R = R \ {0}.
It is easy to prove that p( ) > 0 and p0 ( ) > 0 for > 0. Since
lim p( ) = 1/2 and, moreover, p( ) = p( ) for R, it follows that
sup R |p( )| = sup R p( ) = 1/2.
ItZis clear that q( ) > 0 for > 0. Since (1+s2 )1 1+s > 0 for s > 0, it follows
1
that
((1 + s2 )1 1 + s) ds > 0 for > 0, i.e., arctg > 2 /2 for > 0. It
0
means that q( ) < 1/2 for > 0. Further, since q(0) = 0, and lim q( ) = 0,
and, moreover, q( ) = q( ) for R, it follows that sup R |q( )| < 1/2. Then
from (2.6) we obtain
|(; t)| t2 sup |1 f (it)| = t2 sup |1 f (i )|
,tR
t2 (sup |p( )| + sup |b( )|) t2 (1/2 + sup |q( )|),

R
and, since 1/2 + sup R |q( )|, (b) is verified.

68

By choosing c = (n + 1/2)1/2 and setting = t + i(n + 1/2)1/2 , < t < ,
in the integral on the right-hand side of (2.4), we obtain
Kn1 Hn (z)
= An (z) cos((2n + 1)1/2 z n/2) + Bn (z) sin((2n + 1)1/2 z n/2),
where
Kn = 1 2n/2 (n + 1)(n + 1/2)(n+1)/2 exp(n/2 + 1/4),

Z
An (z) =
exp(t2 + 2zt)an (t) dt,
Z
Bn (z) =
exp(t2 +
2zt)bn (t) dt,
an (t) = (1/2)(n (t) exp(n (t)) + n (t) exp(n (t))),

bn (t) = (i/2)(n (t) exp(n (t))) (t) exp(n (t)),
n (t) = (1 + i(n + 1/2)1/2 t)1/2 , t R,
and
n (t) = ((n + 1/2)1/2 ; t), t R.
Since
Z
(2.7)
exp(t2 +
2zt) dt = exp(z 2 /2),
we have
1/2 exp(z 2 /2)Hn (z) = cos((2n + 1)1/2 z n/2) + hn (z),
where
hn (z) = exp(z 2 /2) cos((2n + 1)1/2 z n/2)An (z)

+ exp(z 2 /2) sin((2n + 1)1/2 z n/2)Bn (z),
Z
An (z) =
exp(t2 + 2zt)an (t) dt,
and an (t) = an (t) 1.

Define n (t) = n (t)1 and n (t) = exp(n (t))1, then an (t) = (1/2)(n (t)+
n (t) + n (t) + n (t) + n (t)n (t) + n (t)n (t)) and bn (t) = (i/2)(n (t)
n (t) + n (t) n (t) + n (t)n (t) n (t)n (t)).
Since n (t) = 1 + t
0
0n (ts) ds, we have

Z
(2.8)
n (t) = (i/2)(n + 1/2)1/2 t
1
0
ds
(1 + i(n + 1/2)1/2 ts)3/2
.
69

Then (III.2.2) and the inequality | exp 1| || exp(||) enable us to obtain
the estimates
(n + 1/2)1/2 |an (t)| = O((; t))
and
(n + 1/2)1/2 |bn (t)| = O((; t)),
where (; t) = (1 + |t|)4 exp(t2 ), uniformly for t R when n tends to infinity.
Further, as a corollary of (2.9), (2.10) and (2.7), we obtain that if n tends to
infinity, then
1/2
4
2
|An (z)| = O (n + 1/2)
(1 + |t|) exp((1 )t + 2R|t|) dt
and
|Bn (z)| = O (n + 1/2)1/2
(1 + |t|) exp((1 )t + 2R|t|) dt

4
uniformly for z such that |z| R provided R is an arbitrary fixed positive number.
A simple calculation based on Stirlings formula gives
Kn = 2 1/2 (2n/e)n/2 (1 + kn ),
where kn = O(n1 ) when n . If we define
hn (z) = kn cos((2n + 1)1/2 z n/2) + (1 + kn )hn (z),
then the representation (2.2) follows and, moreover, the sequence (2.3) is uniformly
bounded on every compact subset of C.
Remark. Both sides of equality (2.7) are entire functions and, hence, it is
sufficient to verify its validity only for z = x R. But in this case we have
Z
Z
2
2
exp(t + 2xt) dt = exp(x /2)
exp((t x/ 2)2 ) dt
= exp(x /2)
exp(t2 ) dt =
exp(x2 /2).
2.3 Now we are going to discuss the asymptotics of Laguerre polynomials. We

start with the following proposition:
(III.2.3) If R, then the representation
(2.9)
70
()
2 (z)/2+1/4 exp(z/2)Ln (z)
= n/21/4 exp[2(z)1/2 n]
n
X1
o
( )
( )
lk (z)nk/2 + l,n (z) , n = 1, 2, 3, . . .
k =0
holds for the Laguerre polynomials with parameter in the region C \ [0, ). The
( )
( )
complex functions {lk (z)}

k =0 and {l,n (z)},n=1 are holomorphic in the region
()
C \ [0, ), and, in particular, l0 (z) 1. Moreover, for each fixed = 1, 2, 3, . . . ,
()
the sequence {n/2 l,n }
n=1 is uniformly bounded on every compact subset of this
region.
If R \ Z , then the asymptotic formula (2.9) is a particular case of Perrons

formula [Appendix, (3.14)], of the relation [Chapter I, (5.12)] as well as of the fact
that if C \ Z , then
n+
n
o
(n + + 1)
n nX () k
()
=
k n +,n n , n = 1, 2, 3, . . . ,
( + 1)(n + 1)
( + 1)
1
k =0
()
where the sequence {,n }

n=1 is bounded for each fixed = 1, 2, 3, . . . [Appendix,
(1.9)].
The validity of (2.9) for = k, k = 1, 2, 3, . . . , can be verified by means of
(k )
(k )
the relation Ln (z) = (z)k (n k)!(n!)1 Lnk (z), n = k, k + 1, k + 2, . . . [I,
Exercise 8].
Using (2.9), we find the following representation of Laguerre polynomials in
the region C \ [0, )
()
2 (z)/2+1/4 exp(z/2)Ln (z)
(2.10)
()
= n/21/4 exp[2(z)1/2 n]{1 + n (z)}, n = 1, 2, 3, . . . .
()
()
()
Here n (z) = l1,n (z), n = 1, 2, 3, . . . , and n (z) = O(n1/2 ) uniformly on every

compact subset of the region C \ [0, ).
Now we are going to prove an asymptotic formula of the kind (2.10) even in
the case when is an arbitrary complex number.
()
If z C \ [0, ) and n N are fixed, then we can extend n (z) as a function

of to the whole complex plane by means of the equality
()
()
n (z) = 2 (z)/2+1/4 n/2+1/4 exp[z/2 2(z)1/2 n]Ln (z) 1,
Thus, roughly speaking, (2.10) becomes valid for every C and it remains
()
to study the behaviour of n (z) when n tends to infinity.
(III.2.4) If C is fixed, then
(2.11)
()
lim n (z) = 0
71

uniformly on every compact subset of the region C \ [0, ).
Proof. If z C \ [0, ), then (i(z)1/2 )2 = z and the integral representation
[II, (2.17)] gives for n = 0, 1, 2, . . .
( + 1/2)(n + 1)
( )
(2.12)
exp[(4n + 1)1/2 (z)1/2 ]Ln (z)
(n + + 1)
Z 1
=
(1 t2 )1/2 exp(zt2 /2){exp[(4n + 1)1/2 (z)1/2 (1 t)]
0
2n (i(z)1/2 t)} dt.

+ exp[(4n + 1)1/2 (z)1/2 (1 + t)] + exp[(4n + 1)1/2 (z)1/2 ]h
Remark. The above equality holds when Re > 1/2 but further on we will
use it only for Re 1/2.
n (z, t) = exp[(4n + 1)1/2 Re(z)1/2 t]h
2n (i(z)1/2 t) provided z
We define h
C \ [0, ), t [0, 1] and n = 0, 1, 2, . . . . Since Re(z)1/2 > 0 when z C \ [0, ),
| Im(i(z)1/2 t)| = Re((z)1/2 t), t 0. Therefore, if M C \ [0, ) is a compact
n (z, t) = 0 uniformly with respect to (z, t) M [0, 1].
set, then limn h
Using (2.12), we find
3
()
(2.13)
Ln (z) =
(n + + 1) exp[(4n + 1)1/2 (z)1/2 ] X ()
Kn,j (z),
( + 1/2)(n + 1)
j =1
where
()
Kn,1 (z)
()
Kn,2 (z)
(1 t2 )1/2 exp(zt2 /2) exp[(4n + 1)1/2 (z)1/2 (1 t)] dt,
(1 t2 )1/2 exp(zt2 /2) exp[(4n + 1)1/2 (z)1/2 (1 + t)] dt
and
()
Kn,3 (z)
(1 t2 ) 1/2 exp(zt2 ) exp[(4n + 1)1/2 (z)1/2
n (z, t) dt.
+(4n + 1)1/2 Re(z)1/2 t]h
( )
In the integral for Kn,1 (z) we substitute (4n + 1)1/2 u for 1 t. Thus, we
arrive to
()
()
Tn (z) := exp(z/2)(4n + 1)/2+1/4 Kn,1 (z)
Z (4n+1)1/2
()
=
u1/2 Rn (u, z) exp[(z)1/2 u] du,
0
where
()
Rn (u, z) = [2 (4n + 1)1/2 u]1/2 exp{z[(4n + 1)1/2 + (4n + 1)1 u2 /2]}.

72

As a next step we shall prove that
( )
lim Tn (z) = 21/2 ( + 1/2)(z)/21/4
(2.14)

If , r R+ , then denote by D(, r) the compact subset of C \ [0, ) defined by
the inequalities Re(z)1/2 and |z| r. Since each compact subset of C \ [0, )
is contained in some D(, r), it is sufficient to verify (2.14) when z runs a set of
the kind D(, r).
If is a positive number, then there exists A = A() > 1 such that
Z
Re 1/2
2
uRe 1/2 exp(u) du < .
A
Using the representation

( + 1/2)(z)/21/4 =
u1/2 exp[(z)1/2 u] du, z C \ [0, ),
we can write
()
()
En (z) = 21/2 ( + 1/2)(z)/21/4 Tn (z)

Z A
=
0
( )
u1/2 {21/2 Rn (z, u)} exp[(z)1/2 u] du
(4n+1)1/2
()
u1/2 Rn (z, u) exp[(z)1/2 u] du
+21/2
Z
A
u1/2 exp[(z)1/2 u] du
provided n > n0 (A) = [(A2 1)/4].

()
The inequality |Rn (z, u) exp[(z)1/2 u]| 2Re 1/2 exp(3r/2) exp(u)
holds for u [0, (4n + 1)1/2 ] and z D(, r). Hence, for z D(, r) the estimate
Z (4n+1)1/2
1/2 ()
1/2
u
Rn (z, u) exp[(z) u] du
Z
Re 1/2
Re 1/2
<2
exp(3r/2)
Z
exp(3r/2)
(4n+1)1/2
uRe 1/2 exp(u) du
uRe 1/2 exp(u) du < exp(3r/2).
holds.
73

()
Since limn Rn (z, u) = 21/2 uniformly when (z, u) D(, r) [0, A],
()
there exists 0 > n0 (A) such that the inequality |21/2 Rn (z, u)| < holds for
z D(, r), u [0, A] and n > 0 . Hence, for z D(, r) and n > 0 ,
Z A
()
|En (z)|
uRe 1/2 exp(u) + exp(3r/2) +
0
< {(Re + 1/2) Re 1/2 + exp(3r/2) + 1}.

As a result of the previous considerations we obtain that if z C \ [0, ), then
()
()
Kn,1 (z) = K(, z)(4n + 1)/21/4 {1 + kn,1 (z)},

where K(, z) = 21/2 ( + 1/2)(z)/21/4 exp(z/2) and
()
lim k (z) = 0
n n,1
(2.15)

Further, if z D(, r) and n = 1, 2, 3, . . . , then we find easily that
Z 1
( )
1/2
(1 t2 )Re 1/2 dt.
(2.16)
|Kn,2 (z)| exp(r/2) exp[(4n + 1) ]
0
n (z, t)| < for z D(, r) and t [0, 1]

For sufficiently large n the inequality |h
implies the estimate
Z 1
()
(1 t2 )Re 1/2 exp[(4n + 1)1/2 (1 t)] dt.
|Kn,3 (z)|
0
Setting 1 t = (4n + 1)1/2 u, we obtain that

()
|(4n + 1)/2+1/4 Kn,3 (z)| exp(r/2)
(2.17)
uRe 1/2 exp(u) du
provided that z D(, r) and n is large enough.

()
()
Let us define kn,j (z) = {K(, z)}1 (4n + 1)/2+1/4 Kn,j (z), j = 2, 3 and
()
kn (z) =
(2.18)
3
X
()
kn,j (z), z C \ [0, ), n = 1, 2, 3, . . . .
j =1
Then from (2.13) we obtain that for z C \ [0, ) and n = 1, 2, 3, . . .

+1/2
( )
2
(z)/2+1/4 exp(z/2)Ln (z)
=
74
(n + + 1)
()
(4n + 1)/21/4 exp[(4n + 1)1/2 (z)1/2 ]{1 + kn (z)}.
(n + 1)
. . .for Laguerre and Hermite associated functiond

()
Moreover, from (2.15), (2.16), (2.17) and (2.18) it follows that limn kn (z) = 0
Since (n + + 1)/(n + 1) = n (1 + O(n1 )) [Appendix, (1.13)],

(4n + 1)/21/4 = 21/2 n/21/4 (1 + O(n1 ))
and
exp[(4n + 1)1/2 (z)1/2 2(z)1/2 n] = 1 + O(n1/2 )
uniformly on every compact subset of the region C \ [0, ). Then we conclude that
the asymptotic formula (2.5) holds in this region when Re 1/2. Moreover,
under this condition the equality (2.6) holds uniformly on every compact subset
of the region C \ [0, ). Finally, by means of the relation [Chapter I, Exercise 6,
(a)],
(2.19)
()
(+1)
Ln (z) = Ln
(+1)
(z) Ln1 (z), n = 1, 2, 3, . . .
we extend the validity of (2.11) for arbitrary C.

The asymptotics of Laguerre polynomials on the real and positive semiaxis is
given by the following proposition:
(III.2.5) If R, x (0, ) and n = 1, 2, 3, . . . then
/2+1/4
()
x
exp(x/2)Ln (x)
(2.20)
()
= n/21/4 {cos[2 nx /2 /4] + n (x)n1/2 }.
()
The sequence {n (x)}

n=1 is uniformly bounded on every segment [, ] such
that 0 < < < and, hence, on each compact subset of the semiaxis (0, ).
3. Asymptotic formulas for Laguerre and Hermite
associated functions
()
3.1 The asymptotics of the Laguerre associated functions {Mn (z)}

n=0 when
n tends to infinity and |z| is bounded is in some sence reciprocal to that of the
Laguerre polynomials in the region C \ [0, ). More precisely, the following proposition is true:
(III.3.1) If R \ Z then for z C \ [0, ) and n = 1, 2, 3, . . .
(3.1)
()
(z)/2+1/4 exp(z/2)Mn (z)
()
= n/21/4 exp[2(z)1/2 n]{1 + n (z)}.
Moreover, the sequence of functions {n1/2

n (z)}n=1 , holomorphic in the region
C \ [0, ), is uniformly bounded on every compact subset of this region.
75

If > 1, then the asymptotic formula (3.1) follows from the representation
[Chapter II, (4.6)] of the Laguerre associated functions by means of Tricomis degenerate hypergeometric functions, and the asymptotic formula [Appendix, (3.16)]
for these functions.
( )
(+1)
By means of the relation nMn (z) = (Mn1 (z))0 , n = 1, 2, 3, . . . [Chapter

I, Exercise 25] one can prove that if a representation of the kind (3.1) holds for
some R \ Z in the region C \ [0, ), then the same is true for the functions
(1)
{Mn
(z)}
n=1 . The last assertion follows from the well-known fact that if a set of
complex-valued functions, holomorphic in a domain G C, is uniformly bounded
on every compact subset of G, then the same is true for the set of their derivatives.
Let be an arbitrary complex number and define for
()
()
n (z) = (z)/2+1/4 exp(z/2)n/2+1/4 exp[2(z)1/2 n]Mn (z) 1.
for z C \ [0, ) and n = 1, 2, 3, . . . . Thus, (3.1) holds for each C and each
n = 1, 2, 3, . . . provided z C \ [0, ). Moreover, we shall prove that:
(III.3.2) If C is fixed, then
()
n (z) = O(n1/4 )
(3.2)
uniformly on every compact subset of C \ [0, ) when n .

Proof. It is based on the integral representation [Chapter II, (2.18)], i.e.
Z n+
t
exp(t)
dt,
Mn (z) =
(t z)n+1
0
()
which holds for z C \ [0, ) and n = 0, 1, 2, . . . provided Re > 1. Further we

suppose that Re 1.
Let K be an arbitrary compact subset of the region C\[0, ). Then, there exists
a positive integer n0 = n0 (K, ) such that (n+)(z)+(z +1)2 /4 C \(, 0]
for z K and n n0 . Moreover,
p
()
n (z) = (n + )(z) + (z + 1)2 /4 + (z + 1)/2
is that root of the equation
(3.3)
n+
exp()
= 0,
( z)n+1
()
for which Re n (z) > 0 for z K and n n0 . Further,

(3.4)
76
()
n (z) = (z)1/2 n1/2 + (z + 1)/2 + O(n1/2 ),

and
(3.5)
( )
( )
n (z) = z(n (z))1 = (z)1/2 n1/2 (z + 1)/2n + O(n3/2 )
uniformly on K when n tends to infinity.

()
Suppose that n n0 and denote by rn (z) the ray starting at the origin
()
and passing trough the point n (z). The function n+ exp()( z)n1 is
( )
holomorphic in the angular domain bounded by the rays [0, ) and rn (z) and it
is continuous on its closure. Then the Cauchy integral theorem yields
Z
n+ exp()
()
Mn (z) = ()
n+1 d.
rn (z ) ( z)
From this representation we obtain
()
()
Mn (z) = (n
(z))
Z n+
()
t
exp(n (z)t)
()
(t + n (z))n+1
dt.
Then, substituting 1 + n1/4 t for t, we find that

n
o
()
()
()
()
(3.6)
Mn (z) = En (z) Sn (z) + Rn (z) ,
where
()
( )
(3.7)
En (z) =
()
(1 + n (z))n+1
Z n1/4
()
Sn (z) =
()
(3.8)
Rn (z) =
and
( )
( )
n1/4 (n (z)) exp(n (z))
1/4
( )
1/4
Fn (z; n1/4 t) dt,

( )
Fn (z; n1/4 t) dt,

( )
Fn (z; u) =
(1 + u)n+ exp(n (z)u)

( )
(1 + (1 + n (z))1 u)n+1
Denoting
1 < u < .
()
n (, z; u) = (n + ) log(1 + u) n (z)u
()
(n + 1) log(1 + (1 + n (z))1 u),

we can write
(3.9)
()
Fn (z; u) = exp(n (, z; u)).

77

()
Further, since n (z) is a root of the equation (3.3), n (, z; 0) = n0 (, z; 0)

= 0 and, hence,
n (, z; u) = (1/2)n00 (, z; 0)u2 + n (, z; u),
(3.10)
where
u3
n (, z; u) =
(3.11)
1
0
(1 s)2 n000 (, z; us) ds.
We assert that if n0 is large enough, then

Re{n000 (, z; u)} > 0, 1 < u < ,
(3.12)
for z K and n > n0 . Indeed,

n000 (, z; u) = 2(n + )(1 + u)3
()
( )
2(n + 1)(1 + n (z))3 (1 + (1 + n (z))1 u)3
(3.13)
()
= 2(n + )(1 + u)3 2(n + 1)(1 + u + n (z))3
3
1+u
3
= 2( 1)(1 + u) + 2(n + 1)(1 + u)
1
.
()
1 + u + n (z)
()
Further, from (3.5) it follows Re(n (z)) > 0 for z K and n > n0 . Hence,
()
()
|(1+u)(1+u+n (z))1 | < 1, and, therefore, Re{(1+u)3 (1+u+n (z))3 } < 1.
We have
3
X
( )
( )
Sn (z) =
Sn,j (z),
j =1
where
()
Sn,1 (z)
Z n1/12
=
1/12
exp((1/2)n00 (, z; 0)n1/2 t2 ) dt,

( )
(3.14)
Sn,2 (z)
Z n1/12
=
n1/12
exp((1/2)n00 (, z; 0)n1/2 t2 )(exp(n (, z; n1/4 t) 1) dt,
and
()
Sn,3 (z)
Z
=
( )
n1/4 |t|n1/12
Fn (z; n1/4 t) dt.
Now we are to prove that

(3.15)
78
( )
Fn (z; u) = O(exp((z)1/2 n1/2 u2 /2))

uniformly for z K, 1 < u < 1 and n > n0 . First observe that from (3.5) it
follows
()
n00 (, z; 0) = n + (n + 1)(1 + n (z))2
(3.16)
()
= 2(z)1/2 n1/2 + n (z),

( )
where n (z) = O(1) uniformly for z K and n > n0 .

Suppose that 1 < u 0. Then (3.9), (3.10), (3.11), (3.12) and (3.13) yield
()
Fn (z; u) = O(exp((1/2)n (, z; 0)u2 )) = O(exp((z)1/2 n1/2 u2 ))

uniformly for z K, u (1, 0] and n > n0 .
From the equality
()
(1 + u)1 exp(n (z)u)
()
Fn (z) =
we obtain
()
()
(1 n (z)(1 + n (z))1 u(1 + u)1 )n+1
()
( )
log Fn (z; u) = ( 1) log(1 + u) n (z)u

()
()
+(n + 1) log(1 n (z)(1 + n (z))1 u(1 + u)1 )

()
( )
( )
= ( 1) log(1 + u) n (z)u + (n + 1)n (z)(1 + n (z))1 u(1 + u)1 + O(1),

and then the asymptotic formulas (3.4) and (3.5) yield
()
log Fn (z; u) = (z)1/2 n1/2 u + (z)1/2 n1/2 u(1 + u)1 + O(1)

= (z)1/2 n1/2 u2 (1 + u)1 + O(1) = O((z)1/2 n1/2 u2 /2)
uniformly for z K, u [0, 1) and n > n0 .
Since K C \ [0, ) is a compact set, there exists a positive such that
Re(z)1/2 for z K. Then from (3.15) we obtain
()
Sn,3 (z)
=O
n1/4
Z
=O
n1/2
Z n1/12
exp((/2)t ) dt
exp((/2)t) dt
= O exp((/2)n
1/2
) .
Further, from (3.11) and (3.13) we obtain that |n (, z; n1/4 t)| = O(n1/4 |t|3 )
and, hence, | exp(n (, z; n1/4 )) 1| |n (, z; n1/4 t)| exp(|n (, z; n1/4 )|) =
O(n1/4 |t|3 ) provided |t| n1/12 and z K. Then, (3.14) yields
Z
()
1/4
2 3
Sn,2 (z) = O n
exp(t )t dt = O(n1/4 )
0
79

uniformly for z K and n > n0 .
Further,
Z
()
(3.17)
Sn,1 (z) = 2
exp((1/2)n00 (, z; 0)n1/2 t2 ) dt
0
Z
2
1/12
exp((1/2)n00 (, z; 0)n1/2 t2 ) dt.
Cauchys theorem enable us to replace the integration on the real and nonnegative semiaxes by the integration on the ray starting at the origin and passing
trough the point (1/2)n00 (, z; 0)n1/2 and, thus, to obtain that
Z
2
exp((1/2)n00 (, z; 0)n1/2 t2 ) dt
0
Z
=
0
t1/2 exp((1/2)n00 (, z; 0)n1/2 t) dt
= ((1/2)n00 (, z; 0)n1/2 )1/2

=
t1/2 exp(t) dt
((z)1/2 + O(n1/2 ))1/2 = (z)1/4 (1 + O(n1/2 ))
uniformly for z K when n tends to infinity.

()
Denoting = supzK,n>n0 |n (z)|, and using (3.16), for the second integral
in (3.17) we obtain
Z
Z
1/2 2
00
1/2 2
exp(( n
)t ) dt
exp((1/2)n (, z; 0)n
t ) dt = O
n1/12
n1/12
Z
=O
1/6
exp(( n1/2 )t) dt
= O(exp(( n1/2 )n1/6 ))
= O(exp(n1/6 ))
It remains to estimate the integral (3.8). We have
()
()
()
()
Rn (z) = n1/4 exp(n (z))(1 + n (z))Wn (z),
(3.18)
where
( )
Wn (z) =
Z n+
()
t
exp(n (z)t)
2
()
()
(t + n (z))n+1
dt.
Since Re n (z) > 0 for z K and n > n0 ,

Z
( )
()
|Wn (z)|
tRe 1 exp(n (z)t) dt,
2
80

()
()
( )
where n (z) = Re{n (z)}. Substituting (n (z))1 t for t, we obtain

Z
()
()
Re
(3.19)
|Wn (z)| (n (z))
tRe 1 exp(t) dt.
()
2n (z )
If k > Re is a positive integer, then integrating by parts we obtain

Z
()
Re 1
2 n ( z )
( )
exp(t) dt = exp(2n (z))
k
X
()
( )
Cs (n (z))Re s
s=1
Z
+
()
2n (z )
tRe k exp(t) dt,
()
where Cs , s = 1, 2, 3, . . . , k, are constants not depending on n and z.

From the above equality it follows that
Z
()
()
Re 1
Re 1
(3.20)
t
exp(t)
dt
=
O
(
(z))
exp(2
(z))
n
n
()
2n (z )

()
Since inf zK,nn0 n1/2 n (z) > 0, (3.19) and (3.20) yield that
()
|Wn (z)| = O(n1/2 exp(2(z)1/2 n1/2 ))

()
()
Since exp(n (z))(1+n (z))n+1 = O(exp(2(z)1/2 n1/2 )) uniformly for z K
()
and n > n0 , from (3.18) we obtain that Rn (z) = O(n1/4 ). Finally, from (3.4),
(3.5) and (3.7) it follows that
()
En (z) = exp(z/2)(z)/2 n/21/4 exp(2(z)1/2 n)(1 + O(n1/2 )),
and the validity of (3.2), under the assumption Re 1, follows from (3.6). Again
the relation [Chapter I, Exercise 25] enables us to verify (3.2) for arbitrary C.
Using [Chapter II, (4.6)] and the representation [Appendix, (3.16)] we can state
the following proposition:
(III.3.3). If C \ Z and n = 0, 1, 2, . . . are fixed, then
(3.21)
()
Mn (z) = (1)n (n + + 1)z n1 {1 + O(z 1 )}
when z tends to infinity in the region C \ [0, ).

3.2 By means of the relations [Chapter I, (5.26),(5.27)] and the representations
(3.1), (3.2) one can easily find asymptotic formulas for the Hermite associated
functions {G
n (z)}n=0 . We give here only the statements of the corresponding
propositions and leave their proofs to the reader.
81

(III.3.4): (a) The representation
(3.22)
( 2)1 exp(z 2 /2)G+
n (z)
= (i)n+1 (2n/e)n/2 exp(iz 2n + 1){1 + kn+ (z)}, n = 1, 2, 3, . . .

holds in the half-plane H + : Im z > 0, where the complex functions {kn+ (z)}
n=1
are holomorphic in H + and limn kn+ (z) = 0 uniformly on every compact subset
of H + .
(b) The representation
( 2)1 exp(z 2 /2)G

n (z)
(3.23)
= in+1 (2n/e) exp(iz 2n + 1){1 + kn (z)}, n = 1, 2, 3, . . .
holds in the region H : Im z < 0, where {kn (z)}

n=0 = {kn (z)}n=1 are holomor
phic functions in H , and limn kn (z) = 0 uniformly on every compact subset

of H .
(III.3.5). If n = 0, 1, 2, . . . is fixed and z approaches infinity in C \ R, then
n1 {1 + O(z 2 )}.
(3.24)
G
n (z) = n!z
4. Inequalities for Laguerre and Hermite polynomials
4.1 Throughout this book we do not use the asymptotics of the Laguerre
polynomials on the real line. But now we shall point out the special importance
of some inequalities for these polynomials on the ray [0, ) as well as on some
(closed) subregions of the complex plane.
(III.4.1) (a) If R \ Z , 0 < < and n , then
(4.1)
()
Ln (x) = O(na ), a = max(/2 1/4, )
uniformly with respect to x [0, ];

(b)If 1 < and n , then
(4.2)
()
Ln (x) = O(exp(x/2)x(+1)/2 n/2+1/6 )
uniformly with respect to x [, ).

()
The inequality (4.2) reflects the behaviour of Ln (x) as a function of n and

the real variable x when n and x . An analogous inequality holds for
( )
Ln (z) as a function of n and the complex variable z when n and z
in suitable domains of the complex plane. In order to state the corresponding
proposition we recall that for (0, ), by p() we denote the parabola with
82
Inequalities for Laguerre and Hermite polynomials

Cartesian equation y 2 = 42 (x + 2 ). The same parabola can be described by
the equation Re(z)1/2 = . Let us denote by () the interior of p(), i.e.
() = {z C : Re(z)1/2 < }.
(III.4.2) If (0, ), > max(1, 22 ) and R \ Z , then there exists a
constant A = A(, , ) such that for z = x + iy (,

) = () {z C : |z|
} and n = 1, 2, 3, . . .
( )
|Ln (z)| A|z|/21/4 n/21/4 exp(x + 2 n).
(4.3)
Proof. We have to prove that the sequence
( )
( )
An (z) = z /2+1/4 n/1+1/4 exp(z 2 n)Ln (z), n = 1, 2, 3 . . . ,
defined in the region C \ (, 0], is uniformly bounded on the closed set (,

).
If we take into account the integral representation [Chapter II, (2.13)] of the
Laguerre polynomials as well as the definition of the function B by [Chapter II,
(2.5)], then we have
Z
()
1 1/4 /2+1/4
tn+/2 J (2 zt) dt
An (z) = (n!) z n
exp(2 n)
0
for z C \ (, 0].
Remark. The last representation holds when n + > 1. Further we suppose
that n + > 1.
For z = R exp i with /2 < < /2 we denote
= (n!)1 z 1/4 n/2+1/4 exp(2 n)
( )
An,1 (z)
Z 1/R
tn+/2 exp(t)J (2 zt) dt
and
()
An,2 (z)
= (n!)1 z 1/4 n/2+1/4 exp(2 n)

()
()
Z
1/R
tn+/2 exp(t)J (2 zt) dt.
()
Since An (z) = An,1 (z) + An,2 (z) when z C \ (, 0] and n = 1, 2, 3, . . . ,

()
( )
we are to prove that every of the sequences {An,1 (z)}

n=1 and {An,2 (z)}n=1 is
uniformly bounded on the set (,

).
The power series expansion of z /2 J (z) [Appendix, (2.2)] yields
k +/2 k +/2
X
t
R
|J (2 zt)|
C R/2 t/2 , t (0, R1 ),
k!(k + + 1)
k =0
83

where
C =
{k!(k + + 1)}1 .
k =0
Since R 1 and n + > 1, the function tn+ exp(t) is increasing on the

segment [0, R1 ] and, hence,
Z 1/R
tn+ exp(t) dt < Rn1 exp(1/R) < Rn1 .
Then for z (,
) and n + > 1 we obtain that
()
|An,1 (z)| C (n!)1 Rn/23/4 n/2+1/4 exp(2 n)
< C (n!)1 n/2+1/4 exp(2 n).

Using the asymptotic formula [Appendix, (2.16)] for the Bessel functions of the
first kind, we obtain that the representation
J (z) = (2/z)1/2 {cos(z /2 /4)(1 + (z))
(4.4)
+ sin(z /2 /4)(b/z + (z))}

holds in the region C \(, 0], where b 6= 0 is a constant and the complex functions
(z) and (z) are holomorphic in this region. More precisely, (z) = O(z 2 ) and
(z) = O(z 3 ) when z tends to infinity and | arg z| , (0, ). Hence,
these functions are bounded on the closed set defined by the inequalities |z| 1
and | arg z| /4.
Suppose that z = R exp

i (,
) and 1/R t < . Since || , where
2
cos = 1 2 /R and | tz| = tR 1, the inequalities
| cos(2 tz /2 + /4)| exp(2 tR| sin(/2)|),
| sin(2 tz /2 /4)| exp(2 tR| sin(/2)|),

p
| sin(/2)| sin(/2) = (1 cos )/2 = / R
hold for z = R exp i (,

). Then from (4.4) it follows that |J (2 tz)|
= O(R1/4 t1/4 exp(2 t)) uniformly with respect to z (,

) and t
[1/R, ). Hence,
()
|An,2 (z)|
= O (n!)1 n/2+1/4 exp(2 n)
tn+/21/4 exp(t + 2 t) dt
uniformly for z (,
) and n + > 1. Substituting t = u2 /2, from the integral
representation [Appendix, (4.6)] of the Weber-Hermite functions we obtain
()
|An,2 (z)|
84
Inequalities for Laguerre and Hermite polynomials
= O (2n n!)1 n/2+1/4 exp(2 n)(2n + + 3/2)D(2n++3/2) ( 2) .

Then, at last, the asymptotic formula [Appendix, (4.7)] as well as the Stirling
()
formula yield that |An,2 (z)| = O(1) uniformly when z (,

) and n + > 1.
An inequality of the kind (4.3) holds true when is a (nonreal) complex number. We denote by () the closed region () = {z C : Re(z)1/2 }
provided (0, ) and define (0) = [0, ).
(III.4.3) For [0, ), k = 0, 1, 2, . . . and C with Re > k 1/2 there
exists a constant C(, , k) such that
( )
|Ln (z)| C(, , k)nk+Re exp(x + 2 n).
(4.5)
for z = x + iy () and n k + 1.
Proof. Suppose that Re > 1/2. Then the definition of the function B by
[Chapter II, (2.5)] as well as the integral representation [Appendix, (2.14)] of the
Bessel function J (z) imply that for z C
Z 1
2
(4.6)
B (z) =
(1 t2 )1/2 cos(2t z) dt.
( + 1/2) 0
R
If we define K() = 2( |( + 1/2)|)1 01 (1 t2 )Re 1/2 dt, then from (4.6)

it follows that for z C,
(4.7)
|B (z)| K() exp(2| Im z|).
Since | Im z| for z (), from the integral representation [Chapter II,

(2.13)] it follows that for each z = x + iy () and n = 0, 1, 2, . . . the estimate
Z
Const() exp x n+Re

()
t
exp(t + 2 t) dt.
|Ln (z)|
(n + 1)
0
holds.
Replacing t by u2 /2 and denoting (n, ) = 2(n + Re + 1), then the integral
representation [Appendix, (4.6)] gives
( )
|Ln (z)|
Const(, )((n, )) exp x

2).
D
(
(
n,
)
2n+Re (n + 1)
Further, the asymptotic formula [Appendix, (4.7)] and the Stirling formula
lead to the inequality
( )
(4.8)
|Ln (z)| Const(, )nRe exp(x + 2 n),
which is valid for z = x + iy () and n = 0, 1, 2, . . . .
85

From the relation (2.14) it follows that if k = 0, 1, 2, . . . , then for n k + 1
()
(4.9)
Ln (z) =
k
X
=0
k (+k)
(1)
L
(z).
n
Using the above equality as well as (4.8) we come to an inequality of the kind
(4.5) provided z = x + iy () and n k + 1.
4.2 The following estimate holds for the Hermite polynomials {Hn (x)}
n=0 as
functions of n and the real variable x:
(III.4.4) For x R and n = 0, 1, 2, . . . ,
|Hn (x)| exp(x2 /2)(n!2n )1/2 .
(4.10)
If R+ , then denote by S( ) the strip {z C : | Im z| < }. Note that by

= z 2 the domain S( ) is mapped onto (). From (III.4.2) and the relations
[Chapter I, (5.24), (5.25)] between the Laguerre and Hermite polynomials as well
as from Stirlings formula we obtain the following assertion:
(III.4.5) For each R+ there exists a constant B = B( ) such that
(4.11)
|Hn (z)| B(2n/e)n/2 exp(x2 + 2n + 1)
whenever z = x + iy S( ) and n = 0, 1, 2, . . . .
5. Inequalities for Laguerre and Hermite
5.1 Suppose that R+ and define () = C \ (). Evidently, () is
the exterior of the parabola p(), i.e. () = {z C : Re(z)1/2 > }.
(III.5.1) Suppose that R \ Z and define () = max{1, /2 3/4,
1}. Then there exists a positive constant M = M (, ) with the property that
()
(5.1)
|Mn (z)| M |z|/21/4 n/21/4 exp(2 n).
for z () and n > ().
Proof. We use the integral representation [Chapter II, (4.7)]. Let >
max(1, 22 ) and define for z () \ U (0; )
()
Mn,1 (z)
2(z)/2
=
(n + 1)
Z 1/|z|
()
Mn,2 (z)
2(z)/2
=
(n + 1)
and
86
tn+/2 exp(t)K (2 zt) dt
1/|z|
tn+/2 exp(t)K (2 zt) dt.
Inequalities for Laguerre and Hermite associated functions

As a special
case of the asymptotic formula [Appendix, (2.18)] we have that
p
K (z) = /2z exp(z){1 + k (z)} in the region C \ (, 0], where the complex
function k (z) is holomorphic in this region and, moreover, k (z) = O(z 1 ) when
z tends to infinity. Hence, the function k (z) is bounded on the set {C \(, 0]}
{z C : |z| 1}. Then, applying the integral representation [Appendix, (4.6)],
the asymptotic formula [Appendix, (4.7)] as well as Stirlings formula, we find that
( )
|Mn,1 (z)|
|z|/21/4
=O
(n + 1)
tn+/23/4 exp(t 2 t) dt
(2n + + 3/2)|z|/21/4
2)
=O
D
(
(2n++3/2)
2n (n + 1)
= O(|z|/21/4 n/21/4 exp(2 n))
for z () \ U (0; ) and n > ().

If R \ Z, then from the definition of the function K [Appendix, (2.6)] it
follows that
|K ()| = O(|||| )
(5.2)
when tends to zero in the region C \ (, 0].

If = s is a nonnegative integer, then [Appendix, (2.7)] gives
|K ()| = O(||s log ||)
(5.3)
when tends to zero in the region C \ (, 0]. Therefore, if R \ Z , then (5.2)

yields
Z 1/|z|
()
/
2||/2
n
+/2||/2
|Mn,1 (z)| = O |z|
t
exp(t) dt
0
=O
/21/4
1
/21/4 (n + 1)|z|n++3/4 = O |z|
=
O
|z|
(n + 1)|z|n+1
(n + 1)
provided z () \ U (0; ) and n > ().
Since limn {(n + 1)}1 n/21/4 exp(2 n) = 0, we get finally that
()
|Mn,1 (z)| = O(|z|/21/4 n/21/4 exp(2 n)) for z () \ U (0; ) and
n > ().
Likewise, but using (5.3), we obtain that if = s = 0, 1, 2, . . . , then
(s)
|Mn,2 (z)|
1
=O
(n + 1)
1
=O
(n + 1)
Z 1/|z|
0
Z 1/|z|
tn+s log(1/t) exp(t) dt
tn1 exp(t) dt
1
=O
(n + 1)|z|n
87
= O(|z|s/21/4 ns/21/4 exp(2 n))

provided z () \ U (0; ) and n > (s) = 1.
So far the validity of an inequality of the kind (5.1) is obtained for the case
when z () \ U (0; ) and n > (). From the asymptotic formula (3.1)
it follows that a similar inequality holds on the compact set () U (0; ) for
n = 1, 2, 3, . . . . Thus, the inequality (5.1) is valid for z () and n > ().
5.2 If R, then denote by H + ( ) and H ( ) the half-planes {z C : Im z >
} and {z C : Im z < }, respectively. In particular, H + (0) = H + is the
upper and H (0) = H is the lower half-plane. If 0 < , then we define
S
S ( ) = H + ( ) H ( ), i.e. S ( ) = {z C : | Im z| > }.
(III.5.2) If R+ , then for z S ( ) and n 1
n/2 exp( 2n + 1).

|G
n (z)| = O((2n/e)
(5.4)
Proof. If z S ( ), then z 2 ( ) and from (5.1), and the relations (3.3)

and (3.4), we have that
2n
1/2 exp(2 n)), n = 1, 2, 3, . . . ,
|G
2n (z)| = O(2 n!n
2n
|G
2n+1 (z)| = O(2 n! exp(2 n)), n = 1, 2, 3, . . . .
Using these inequalities as well as Stirlings formula we come to the inequality

(5.4).
Exercises
1.
2.
3.
4.
Prove the asymptotic formulas (3.3) and (3.4).

Prove the representation (3.5).
Give a detailed proof of the inequality (5.4).
Suppose that 0 < 0 < and define the entire functions
G2n (z; 0 ) = G+
2n (z + i0 ) G2n (z i0 ), n = 0, 1, 2, . . . ,
(1)
G2n+1 (z; 0 ) = G+
2n+1 (z + i0 ) + G2n+1 (z i0 ), n = 0, 1, 2, . . .
(1)
as well as
G2n (z; 0 ) = G+
2n (z + i0 ) + G2n (z i0 ), n = 0, 1, 2, . . . ,
(2)
G2n+1 (z; 0 ) = G+
2n+1 (z + i0 ) G2n+1 (z i0 ), n = 0, 1, 2, . . . .
(2)
Prove the validity of the following asymptotic formulas:
(1)
exp[(z 2 02 )/2 + 0 2n + 1]Gn (z)
88
(1)
= 2(i)n+1 2(2n/e)n/2 {cos[( 2n + 1 0 )z] + gn (z)},
(2)
exp[(z 2 02 )/2 + 0 2n + 1]Gn (z)
(2)
= 2(i)n 2(2n/e)n/2 {sin[( 2n + 1 0 )z] + gn (z)},
(k )
where {gn (z)}

n=0 , k = 1, 2 are entire functions such that
(k )
lim exp{| Im z| 2n + 1}gn (z) = 0, k = 1, 2
uniformly on each compact subset of the strip S(0 ).

5. Using the asymptotic formula (2.3) prove that the sequence
{exp[| Im z|(2n + 1)1/2 ]hn,0 (z)}
n=0 ,
1
2
where hn,0 (z) =
n exp(z /2)Hn (z), n = 0, 1, 2, . . . , is uniformly bounded on
every compact subset of the complex plane.
Remark. The result of 5 means that the asymptotic formula (2.1) is true also
in the case s = 0 provided that the sums involved are assumed to be zero when
s = 0.
6. Using [Chapter I, Exercise 17], prove by induction the validity of the asymptotic formula (2.1).
7. Prove that for (1, ), , C there exists a constant P (, , ) such
that for z E() and n = 1, 2, 3, . . . :
(, )
|Pn
(z)| P (, , )n1/2 n .
8. Verify the validity of the integral representation (2.4) by proving that the
n (z), n = 0, 1, 2 . . . , defined by the equality
complex function H
n (z)
2n/2 ((n + 1))1 H
= in+1
Z ic+
ic
exp( 2 /2) n1 cosh( 2z ni/2) d,
satisfies the differential equation [Chapter I, (5.8)] as well as the initial conditions
n (0) = Hn (0), H
0 (0) = H 0 (0), n = 0, 1, 2 . . . .
H
n
n
It is not an easy task to list all the authors who have given substantial contributions to the asymptotics of the classical orthogonal polynomials and associated
functions.
The first asymptotic formulas for the Legendre polynomials in the region
,
C \ [1, 1] have been given by P.S. Laplace and E. Heine [G. Szego
89

1,(8.21.1)],[E. Heine, 1, vol.I, p. 174]. Its extension to Jacobi polynomials is
, 1,8.21,(2),(8.21.9)],[G. Darboux, 1].
due to G. Darboux [Szego
Recently H.G. Meijer [1] gave an asymptotic expansion for Jacobis polynomials in the region C \ [1, 1]. E. Hahn [1] proposed asymptotic expansion
for these polynomials in the domain C \ {(, 1] [1, )}. Asymptotic expansions for Jacobi polynomials and associated functions in the region C \ [1, 1] are
obtained also by D. Elliot [1].
The asymptotic formula (1.7) for Jacobi polynomials in the case when and
are arbitrary complex numbers is proved by means of Darbouxs method, i.e.
using the generating function [Chapter II, (1.10)] for these polynomials. A little
[1,(8.21.11)] provided that
more precise asymptotic formula is given by G. Szego
,1,8.4,(4)] it can be obtained also
and are real. As it is pointed out [G. Szego
, 1, Theorem
by applying Darbouxs method. Therefore, it seems that [G. Szego
8.21.9] is true without any restrictions on the parameters and .
, 1, 8.71, (5)] it is mentioned that the asymptotic formula [G.
In [G. Szego
Szego,1,(8.71.19)] for Jacobi associated functions can be obtained by the method

of the steepest descent. Let us note that it has been already established by G.
Darboux [1].
ev [1]. It folThe proof of the asymptotic formula (1.30) is due to I. Baic
lows an idea used by N. Obrechkoff in studying the asymptotics of the Bessel
polynomials and their associated functions [N. Obrechkoff, 1].
, 1, 8.65] by means of
The asymptotic formula (2.1) is proved in [G. Szego
Liouville-Stekloffs method when z = x is real. For the complex case it is only
mentioned that:The proof of Theorem 8.22.7 can be given along these same lines.
The asymptotic expansion (2.1) for the Hermite polynomials and Uspenskys
formula [Chapter II, (2.7)] can be used to obtain asymptotic formulas for the
()
, 1, 8.66]. As it is
Laguerre polynomials {Ln (z)}
n=0 provided R [G. Szego
proved, a version of the asymptotic formula (2.5) ( = 1) holds even when is an
arbitrary complex number.
r [G. Szego
, 1, (8.22.1)]. Its
The asymptotic formula (2.20) is due to L. Feje
generalization is given by O. Perron [G. Szego, 1, (8.22.2)].

()
A proof that the sequence {n (z)}

n=1 in the asymptotic formula (3.1) tends
uniformly to zero on every compact subset of the region C \ [0, ), which is based
only on the integral representation [Chapter I,(4.3)], is given in [P. Rusev, 23]. A
direct proof of the asymptotic formulas (3.3) and (3.4) which uses only the integral
representation [Chapter II, (4.17)] can be found in [P. Rusev, 13].
Inequalities for Jacobi polynomials are obtained by B.C. Carlson [1]. He
gave explicitly a sequence of positive numbers {fn (, )}
n=0 , , C such that
for C and n = 0, 1, 2, . . . ,
(, )
|Pn
90
(cos )| fn (, ) exp(n| Im |),

and, moreover, limn {fn (, )}1/n = 1. This result is quite general since there
are no restrictions either on the parameters , , or on the complex variable .
Similar inequalities for the Jacobi associated functions are established by the same
author in [B.C. Carlson, 2].
, 1, (7.6.11)] and (4.2) is a
The inequality (4.1) can be found in [G. Szego
corollary of Theorem 8.91.1 from the same book. The inequality (4.3) as well as
its generalization (4.5) in the case when is an arbitrary complex number is
due to P. Rusev [2].
sz [1]. Its O-version has been given
The inequality (4.10) is proved by O. Sz a
by J. Indritz [1]. By the technique used in the proof of (4.3) we come to the
inequality (5.1) [P. Rusev, 3].
In a recent paper [P.Rusev, 31] it is proved that the inequality
|Hn (z)| Kn exp(x2 ) cosh((2n + 1)1/2 y), z = x + iy, n = 0, 1, 2, . . . ,
holds with
Kn = (2e/)1/4 ((2n + 1))1/2 (2n + 1)n/21/4 exp(n/2).
91
Chapter IV
CONVERGENCE OF SERIES IN JACOBI, LAGUERRE
AND HERMITE SYSTEMS
1. Series in Jacobi polynomials and associated functions
1.1 A series
(1.1)
un (z)
n=0
of complex-valued functions is called absolutely uniformly convergent on a set
X
E C if the series
|un (z)| is uniformly convergent on E. Let us note that
n=0
a series may be absolutely as well as uniformly convergent but not absolutely

uniformly convergent.
If the series (1.1) is majorized on E by a convergent series, i.e. if |un (z)|
X
n , z E, n = 0, 1, 2, . . . , and
n < (in such a case the series (1.1) is
n=0
called normally convergent on E), then it is absolutely uniformly convergent on

E. Of course, an absolutely uniformly convergent series, in general, does not need
to be normally convergent.
Let G be a subregion of C with a nonempty boundary and let the complex
functions un (z), n = 0, 1, 2, . . . be continuous on the closure of this region and
holomorphic in G. Then the absolutely uniformly convergence of the series (1.1)
on the boundary of G implies the same property in G.
1.2 Recall that we denoted by e(r), 1 < r < , the image of the circle C(0; r)
by the Zhukovskii transformation z = ( + 1 )/2, i.e. e(r) = {z C : |(z)| = r},
where (z) is that inverse of Zhukovskii function in the region C \[1, 1], for which
|(z)| > 1.
The interior of e(r), 1 < r < , was denoted by E(r). Further, we define
E() = C, E(1)=, E (r) = C \ E(r), 1 < r < , E ()=, and E (1)
= C \ [1, 1].
(IV.1.1) Suppose that +1, +1 and + +2 are not equal to 0, 1, 2, . . . .
(a) If the series
(1.2)
X
n=0
92
(, )
an Pn
(z)
Series in Jacobi polynomials and associated functions

converges at a point C \ [1, 1], then it is absolutely uniformly convergent on
every compact subset of the domain E(r) with r = |()|.
(b) If R = max{1, (lim supn |an |1/n )1 }, then the series (1.2) is absolutely
uniformly convergent on every compact subset of the domain E(R) and diverges
in E (R) \ {}.
Proof. (a) For each compact set K E(r) there exists (1, r) such that
K E(). Therefore, it is sufficient to prove that the series (1.2) is absolutely
uniformly convergent on every ellipse e() with 1 < < r. This can be established
by means of the asymptotic formula [Chapter III, (1.9)] for the Jacobi polynomials.
Since the series (1.2) converges at the point , there exists a positive constant
(, )
A such that |an Pn
()| A for each n = 0, 1, 2, . . . . Moreover, having in mind
(, )
(III.1.3), we can assert that the sequence {pn (z)}
n=1 tends uniformly to zero
on the compact set e() {} C \ [1, 1]. Hence, if 0 < < 1, then there exists
(, )
(, )
a positive integer such that |pn ()| < and |pn (z)| < for z e() and
n > . Define m() = max{|p(, ) (z)| : z e()}. Then [Chapter III, (1.9)] yields
(, )
|an Pn
(, )
(z)| = |an Pn
P (, ) (z)
n
n
(, )
11 +
()| (, ) Am()|p
()|
1 r
Pn
()
for z e() and n > .

Since 1 < < r, it follows that the series (1.2) is normally and, hence, absolutely uniformly convergent on the ellipse e().
(b) Suppose that 1 < R < , i.e. 0 < 1/R = = lim supn |an |1/n < 1.
Let K be a compact subset of E(R) and r (1, R) be chosen such that K E(r).
(, )
Then from [Chapter III, (1.9)] it follows that lim supn |an Pn
(r)|1/n = r
< 1, i.e. the series (1.2) is (absolutely) convergent at the point r and, hence, by
(a) it is absolutely uniformly convergent on K.
From [Chapter III, (1.9)] we obtain that
(, )
lim sup |an Pn

n
(z)|1/n = |(z)| = R1 |(z)| > 1
at each point of the set E (R) \ {} = {z C : |(z)| > R}, i.e. the series (1.2)
diverges in this set.
(, )
In the case R = , i.e. = 0, we have lim supn |an Pn

(z)|1/n = 0 at
each point of the region z C \ [1, 1] and, hence, the series (1.2) converges in this
region. Again (a) yields that the series (1.2) is absolutely uniformly convergent on
every compact subset of the complex plane.
Let R = 1, i.e. = 1. If z C \ [1, 1], then
(, )
lim sup |an Pn

n
(z)|1/n = |(z)| > 1.

93
Convergence of series in Jacobi, Laguerre and Hermite sysytems

Hence, in this case the series (1.2) is divergent in the region E (1).
1.3 A property like (IV.1.1) holds also for series in Jacobi associated functions:
(a) If the series
(1.3)
(, )
bn Q n
(z)
n=0
converges at a point C \ [1, 1], then it is absolutely uniformly convergent on

every closed subset of the region E (r) with r = |()|.
(b) If R = max{1, lim supn |bn |1/n }, then the series (1.3) is absolutely
uniformly convergent on every closed subset of E (R) and diverges in E(R)\[1, 1].
The proof is similar to that of the previous proposition, and it is based on the
asymptotic formula [Chapter III, (1.30)]. We leave it to the reader as an exercise.
2. Series in Laguerre polynomials and associated functions
2.1 Recall that we denoted by (), 0 < < , the interior of the parabola
p() = {z C : Re(z)1/2 = }, and by () its exterior. Now we define
(0)=, () = C, (0) = C \ [0, ) and ()=.
(IV.2.1) Let be an arbitrary complex number.
(a) If the series
(2.1)
()
an Ln (z)
n=0
converges at a point C \ [0, ), then it is absolutely uniformly convergent on

every compact subset of the region () with = Re()1/2 ;
(b) If 0 = max{0, lim supn (2 n)1 log |an |}, then the series (2.1) is
absolutely uniformly convergent on every compact subset of the region (0 ) and
diverges in (0 ).
Proof. (a) Suppose that K is a compact subset of () and define
= max{Re(z)1/2 : z K}.
It is evident that if K is nonempty, then 0 < . We choose the nonnegative
integer k such that k + Re > 1/2. From (III.2.3) it follows that if 0 < < 1,
()
then there exists a positive integer such that the inequality |n ()| holds
for z K and n > .
()
Denote M = supnN0 |an Ln ()| and
m(, ) = (2 )1 |()/21/4 exp(/2)|.

94
Series in Laguerre polynomials and associated functions

If r = max{Re z : z K}, then the asymptotic formula [Chapter III, (2.5)]
and the inequality [Chapter III, (4.5)] yield
()
Ln (z)
()
()
|an Ln (z)| = |an Ln ()| ()
Ln ()
M C(, , k) exp r k+Re(/2)+1/4

n
exp{2( ) n}
m(, )(1 )
provided z K and n > .

From the above inequality it follows that the series (2.1) is absolutely uniformly
convergent on the compact set K.
(b) Suppose that 0 < 0 < and that K is a compact subset of (0 ). We
choose (0, 0 /2) such that K (0 2). Then from (III.2.3) and from
the definition of 0 it follows that
()
lim sup(2 n)1 log |an Ln {(0 2)2 }| = 2.
n
From the last equality it follows that there exists a positive integer such that
()
the inequality |Ln {(0 2)2 }| exp( n) holds for n > , i.e. the series
(2.1) converges at the point (0 2)2 . Therefore, it is absolutely uniformly
convergent on every compact subset of (0 2) and, in particular, on K.
If z (0 ), i.e Re(z)1/2 > 0 , then the definition of 0 and the asymptotic
formula [Chapter III, (2.6)] yield that
()
lim sup(2 n)1 log |an Ln (z)| = Re(z)1/2 0
n
and, hence, the series (2.1) diverges at the point z.

Suppose that 0 = and let C \ [0, ) be arbitrary.
Then
1
( )
lim supn (2 n) log |an Ln ()| = , i.e. the series (2.1) converges at the
point and, hence, on each compact subset of C.
Suppose that 0 = 0, i.e. lim supn (2 n)1 log |an | 0. Then
()
lim sup(2 n)1 log |an Ln (z)| Re(z)1/2 > 0
n
for z C \ [0, ), i.e. the series (2.1) diverges in the region C \ [0, ).
(IV.2.2) Suppose that C \ Z and
(2.2)
0 < 0 = lim sup(2 n)1 log |an | .
n
If 0 < 0 and > max(1, 22 ), then the series

(2.3)
()
an z /2+1/4 exp(z)Ln (z)
n=1
95
is absolutely uniformly convergent on the closed set (,

) = () {z C :
1/2
|z| } where () = {z C : Re(z) }.
Proof. If 0 < , then we choose (0, 0 ). Suppose that is an
arbitrary positive number when 0 = . Then from (2.2) it follows that |an |
= O{exp((2+ ) n)} when n tends to infinity. Further, the inequality [Chapter

III, (4.3)] gives that
()
|an z /2+1/4 exp(z)Ln (z)| = O{n/21/4 exp( n)}, n ,
for z (,
), i.e. the series (2.3) is majorized on (,
) by the series
(2.4)
n/21/4 exp( n) < .
n=1
2.2 Now we are going to consider the convergence of series in Laguerre associated functions.
(IV.2.3) Suppose that R \ Z .
(a) If the series
(2.5)
( )
bn Mn (z)
n=0
is convergent at a point C \ [0, ), then it is absolutely uniformly convergent

on every compact subset of the region (), where = Re()1/2 .
(b) If 0 = max{0, lim supn (2 n)1 log |bn |}, then the series (2.5) is absolutely uniformly convergent on every compact subset of the region (0 ) and
diverges in the region (0 ) \ [0, )).
This proposition follows from the asymptotic formula [Chapter III, (31)]. A
more detailed study of the mode of convergence of the series (2.5) is based on the
integral representation [Chapter I, (4.10)].
(IV.2.4) If R \ Z , 0 0 < and lim supn (2 n)1 log |bn | 0 ,

then for R+ the series (2.5) is absolutely uniformly convergent on the closed
half-plane H(0 ; ) = {z C : Re z (0 + )2 }.
Proof. There exists a positive constant B = B( ) such that
|bn | B exp((20 + ) n), n = 0, 1, 2, . . . .

Let z = x + iy H(0 ; ) and n + > 1. Then from [Chapter I, (4.10)],
[Chapter I, Exercise. 26] and [Chapter III, (3.1)] it follows that
Z
Z
tn+ exp(t)
()
dt
tn+ exp(t)(t x)n+1 dt
|Mn (z)|
(
n
+1)
/
2
2
2
((t x) + y )
0
0
96
Series in Laguerre polynomials and associated functions

Z
tn+ exp(t)
()
dt = Mn ((0 + )2 )
2
n
+1
(t + (0 + ) )
0
M n/21/4 exp(2(0 + ) n),

where M is a positive constant not depending on n. Thus, we obtain that
( )
|bn Mn (z)| BM n/21/4 exp( n) for z H(0 ; ) and n + > 1, and
the assertion follows from (2.4).
(IV.2.5) If C \ Z , then
(2.6)
()
(+1)
zMn (z) = Mn
(+1)
(z) Mn1 (z).
for z C \ [0, ) and n 1.

Proof. If is not an integer, then (2.6) follows from [Chapter I, (4.10)], the
property of orthogonality of the Laguerre polynomials [Chapter I, (3.13)], and the
relation [Chapter I, Exercise 5, (a)]. Indeed,
Z
1
( )
()
zMn (z) =
() exp()Ln () d
2i sin p()
Z
()
1
() exp()Ln ()
d
+
2i sin p()
z
Z
(+1)
1
()+1 exp()Ln
()
d
=
2i sin( + 1) p()
z
Z
(+1)
()+1 exp()Ln1 ()
1
(+1)
(+1)
d = Mn
(z) Mn1 (z).
+
2i sin( + 1) p()
z
If = k is a nonnegative integer, then (2.6) is a corollary of the integral
representation [Chapter I, (4.10)].
As an application of (IV.2.5) we obtain the following proposition:
(IV.2.6) If R \ Z , 0 0 < , and lim supn (2 n)1 log |bn | 0 ,

then for > 0 and k = 0, 1, 2, . . . the series
(2.7)
()
bn z k+1 Mn (z)
n=k +1
is absolutely uniformly convergent on the half-plane H(0 ; ).

Proof.
From (IV.2.4), and relation (2.6) it follows that the series
X
()
()
bn zMn (z) is absolutely uniformly convergent on H(0 ; ). Since z k+1 Mn (z)
n=1
97

(+1)
= z k Mn
to k.
(+1)
(z) z k Mn1 (z), we can proceed further by induction with respect
By means of the inequality [Chapter III, (5.1)] we can prove another assertion
for the uniform convergence of series of the kind (2.5):
(IV.2.7) Suppose that R \ Z , 0 0 < and
lim sup(2 n)1 log |bn | 0 .

n
If > 1/2, then the series

(2.8)
()
bn (z)/21/4 Mn (z)
n=0
is absolutely uniformly convergent on every closed domain () with

(0 , ). If 1/2, then the same is true even for the series (2.5).
3. Series in Hermite polynomials and associated functions
3.1 Results similar to those for Laguerre polynomials holds for Hermite series,
i.e. for series of the kind
(3.1)
an Hn (z)
n=0
and
(3.2)
bn G
n (z)
n=0
They can be proved by means of the asymptotic formulas and inequalities for the
Hermite systems. Another way is to use the relations between the Laguerre and
Hermite systems of polynomials and associated functions.
Recall that if 0 , then we introduced the denotations S( ) = {z C :
| Im z| < } [Chapter III, 4.2] and S ( ) = {z C : | Im z| > }, [Chapter III,
5.2]. We assume S(0)=, S() = C, S (0) = C \ R and S ()=. Then:
(IV.3.1) (a) If the series (3.1) converges at a point C \ R, then it is
absolutely uniformly convergent on every compact subset of the region S( ) with
= | Im |.
(b) If 0 = max{0, lim supn (2n+1)1/2 log |(2n/e)n/2 an |}, then the series
(3.1) is absolutely uniformly convergent on every compact subset of S(0 ) and
diverges in S (0 ).
98
Theorems of Abelian type

(IV.3.2) If 0 < 0 and lim supn (2n + 1)1/2 log |(2n/e)n/2 an | 0 ,
then the series
(3.3)
an exp(z 2 )Hn (z)
n=0
is absolutely uniformly convergent on every closed strip S( ) = {z C : | Im z|

} with [0, 0 ).
(IV.3.3) (a) If the series (3.2) converges at a point C \ R, then it is
absolutely uniformly convergent on every closed set S ( ) with > | Im |.
(b) If 0 = max{0, lim supn (2n + 1)1 log |(2n/e)n/2 bn |}, then for
(0 , ) the series (3.2) is absolutely uniformly convergent on the closed set S ( )
and diverges in S(0 ) \ R.
3.2 The Jacobi series, i.e. the series of the kind (1.1) and (1.2) are much more
like to the power series centered at points of the extended complex plane. That
is why it is not surprising that their regions of convergence coincide with their
regions of absolute convergence. As for Laguerre and Hermite series is concerned,
it seems that asymptotically they are related to series of the kind
(3.4)
an exp(n ),
n=0
where {n }
n=0 is an increasing sequence of real and positive numbers. It is well1
known that if limn
n log n = 0, then the region of absolute convergence of the
series (3.4) coincides with its region of convergence. This property makes clearer
the fact that the same holds for the Laguerre and Hermite series. Of course, this
analogy does not go too far. Indeed, there are properties which are typical for the
Laguerre and Hermite series only. For instance, an assertion like (IV.2.7) is not
true, in general, for series of the kind (3.4).
4. Theorems of Abelian type
4.1 Suppose that C , i.e. is a non-zero complex number. If 0 < /2
and 0 < < 2|| cos , then denote by M (, , ) the set defined by the inequalities
0 < | z| , and | arg(1 1 z)| . A classical property of the power series,
usually called (second) Abels theorem, is the following proposition:
(IV.4.1) If the power series
(4.1)
an z n
n=0
converges at a point C , then it is uniformly convergent on each set of the kind

M (, , ).
99

The crucial point of the proof of the above proposition is the fact that the ratio
| z|(|| |z|)1 is bounded on every set of the kind M (, , ), i.e. there exists
a constant K = K(, , ) such that | z| K(|| |z|) for z M (, , ).
Suppose that the power series (4.1) has a finite and non-zero radius of convergence R, and let F be the holomorphic function defined by this series in
its domain of convergence. Suppose that the power series (4.1) converges at
a point C(0; R). Then from (IV.41) it follows that for [0, /2) and
(0, 2R cos ),
(4.2),
lim
z,zM (,,)
F (z) = F (),
i.e. the restriction of the function F to every set of the kind M (, , ) is continuous
at the point .
4.2 Now we are going to show that properties similar to (IV.4.1) hold also
for Laguerre and Hermite series. In order to state them, we need some additional
notations. If z0 = x0 + iy0 is a point of the region C \ [0, ) and if, in addition,
y0 > 0, then we define 0 (0, /2) by the equality tan 0 = 20 y01 , where
0 = Re(z0 )1/2 . If 0 < /2 and 0 < d < d0 =dist(z0 , [0, )), then denote by
D(z0 , d, ) the set defined by the inequalities 0 < |z z0 | d, and | arg(z0 z)
/2 0 | .
If y0 < 0, then denote by D(z0 , d, ) the image of D(z0 , d, ) by the map z 7
z. If z0 = 20 < 0, then we define D(20 , d, ) by means of the inequalities
0 < |20 + z| < d < 20 , and | arg(20 + z)| .
It is clear that for z0 C \ [0, ), 0 < d < d0 and 0 < /2, D(z0 , d, ) is a
subset of the region (0 ) \ [0, ).
If Im w0 < 0, 0 < /2 and 0 < < Im w0 , then let S(w0 , , ) be the
set defined by the inequalities Im w < Im w0 and | arg(w0 w) /2| .
Obviously, S(w0 , , ) is a subset of the strip I(w0 ) = {w C : 0 < Im w < Im w0 }.
The image of the region C \ [0, ) by the map h : w = i(z)1/2 is the upper
half-plane. More precisely, the strip I(w0 ) with w0 = i(z0 )1/2 corresponds to the
region (0 ) \ [0, ). Since this map is univalent, it is conformal. Having in mind
the last property as well as that if w0 with Im w0 > 0 is fixed, then the union of the
sets S(w0 , , ), with 0 < < Im w0 and 0 < /2, is the whole strip I(w0 ),
we conclude that if z0 C \ [0, ), 0 < d < d0 , and 0 < /2, then there exist
0 < < Im w0 and 0 > /2 such that the image of the set D(z0 , d, ) by the
map h is contained in S(w0 , , ).
(IV.4.2) (a) If Im w0 > 0, (0, Im w0 ) and [0, /2), then for every w
S(w0 , , ),
(4.3)
100
|w w0 | (cos )1 | Im(w w0 )|.
Theorems of Abelian type

(b) If z0 C \ [0, ), d (0, d0 ) and [0, /2), then there exists a constant
K such that for z D(z0 , d, ),
|z0 z| K Re{(z0 )1/2 (z)1/2 }.
(4.4)
Proof. The inequality (4.3) follows directly from the definition of the set
S(w0 , , ) or, more precisely, from the requirement | arg(w0 w) /2| .
Suppose that and are chosen such that the set S(w0 , , ) to contain the
image of D(z0 , d, ) by the map h : w = i(z)1/2 . Then (4.3) yields that
|z0 z| = |w02 w2 | = |(w0 w)(w0 + w)|
(cos )1 |w0 + w| Re{(z0 )1/2 (z)1/2 }
for every z D(z0 , d, ), and if we define K = (cos )1 max{|w0 + w| : w
S(w0 , , )}, then (4.4) follows.
(IV.4.3) Suppose that is an arbitrary complex number. If the series (2.1) is
convergent at the point z0 C \ [0, ), then it is uniformly convergent on every
set of the kind D(z0 , d, ).
Proof. Define s (z) =
()
an Ln (z), = 0, 1, 2, . . . . Then there exists
n=0
lim s (z0 ) = s.
From the asymptotic formula [Chapter III, (2.6)] it follows that there exists
()
a positive integer 0 such that L (z0 ) 6= 0 for 0 . For such we have
(p = 1, 2, 3, . . . )
()
L +1 (z)
s +p (z) s (z) = (s (z0 ) s) ()
L +1 (z0 )
(4.5)
+
p1
X
(sn (z0 ) s)
n= +1
()
()
Ln (z)
()
Ln (z0 )
L +1 (z)
()
Ln+1 (z0 )
( )
+ (s +p (z0 ) s)
L +p (z)
()
L +p (z0 )
By means of the asymptotic formula [Chapter III, (2.6)] we easily prove that the
X
()
()
series
{Ln (z0 )}1 Ln (z) is absolutely convergent in the region (0 )\[0, ),
n=0
where 0 = Re(z0 )1/2 . Therefore, we can define the function L() (z0 ; z) in this
region by the equality
L
()
()
()
X
L
(z)
L
(z)
n
n
+1
(z0 ; z) =
()
()
L
(z
)
L
(z
)
0
n+1 0
n=0 n
101

Substituting 1 for , and n + 1 for n in the relation [Chapter III, (2.10)],
then from the asymptotic formula [Chapter III,(2.6)] we obtain that for n 0 it
holds
()
(1)
()
( )
1
Ln+1 (z)
Ln+1 (z)
Ln (z) L
Ln (z)
n+1 (z0 )
()
= ()
()
()
()
Ln (z0 ) Ln+1 (z0 )
Ln (z0 ) Ln+1 (z0 )
Ln+1 (z0 )
( )
= n1/2 exp{2((z0 )1/2 (z)1/2 ) n}ln (z0 ; z),
( )
where {ln (z0 ; z)}

n=0 is a sequence of complex-valued functions which are holomorphic in the region C \ [0, ). Moreover, this sequence is uniformly bounded
()
on each compact subset of this region. Since ln (z0 ; z0 ) = 0 for n 0 , from
(
Schwarzs lemma we obtain that the sequence {(z z0 )1 ln )(z0 ; z)}
n=0 is uniformly bounded on every closed disk U (z0 ; d), where 0 < d < d0 . Then, (4.4)
yields
X

L() (z0 ; z) = O |z0 z|
n1/2 exp{2 Re((z0 )1/2 (z)1/2 ) n}
n=0
= O |z0 z|
t1/2 exp{2 Re((z0 )1/2 (z)1/2 ) t} dt
= O(|z0 z|{Re((z0 )1/2 (z)1/2 )1 ) = O(1)

for z D(z0 , d, ), i.e. the function L() (z0 ; z) is bounded on each set D(z0 , d, ).
()
( )
Further, from [III, (2.6)] it follows that the sequence {Ln (z)/Ln (z0 )}
n=0 is
also uniformly bounded on each set D(z0 , d, ). Then (4.5) yields that |s +p (z)
s (z)| = O(|s (z0 ) s|) provided z D)z0 , d, ), 0 , p = 1, 2, 3, . . . and,
hence, the sequence {s (z)}
n=0 is uniformly convergent on the set D(z0 , d, ).
Denote by D (z0 , d, ) the set which is symmetric to D(z0 , d, ) with respect to
the tangent of the parabola p(0 ), 0 = Re(z0 )1/2 at the point z0 . Then:
(IV.4.4) If R \ Z and the series (2.5) is convergent at the point z0
C \ [0, ), then it is uniformly convergent on every set D (z0 , d, ).
4.3 Propositions like (IV.4.3) hold also for series in Hermite polynomials as
well as in Hermite associated functions. In order to state them, we need to define
a set of the kind S(w0 , , ) as the image of the set S(w0 , , ) by the mapping
w w provided Im w0 < 0. If w0 C \ R, then we define S (w0 , , ) as the set
which is symmetric to S(w0 , , ) with respect to the line w C : Im w = Im w0 .
Then the following assertions are true:
(IV.4.5) If the series (3.1) is convergent at a point w0 C \ R, then it is
uniformly convergent on every set S(w0 , , ).
(IV.4.6) If the series (3.2) is convergent at a point w0 C \ R then, it is
uniformly convergent on every set S (w0 , , ).
102
Uniqueness of representations. . .
5. Uniqueness of the representations by series in Jacobi, Laguerre
and Hermite polynomials and associated functions
5.1 Let E be an infinite dimensional topological vector space over C and let
X = {xn }
n=0 be a denumerable systems of elements of E. For an element x E
it is said that it is representable by the system X or, more precisely, by a series
in this system, if there exists a sequence of complex numbers {an }
n=0 such that
X
lim
an xn = x. In such a case we write
n=0
(5.1)
x=
a n xn
n=0
and call the numbers {an }

n=0 coefficients of the series in (5.1).
Evidently, the set X of all elements of E which are representable by the system
X is a C-vector subspace of E. Let us note that, in general, X is not closed in E.
For the system X it is said that it has the uniqueness property if the zero
element of E has unique representation by this system. It is clear that if X has
the uniqueness property, then every element of X has unique representation by the
system X, i.e. it is a basis of the space X as a C-vector subspace of E. Indeed, as it
is easy to see, every system having the uniqueness property is linearly independent.
5.2 It is a common trait of the orthogonal systems to have, in general, the
uniqueness property. We are going to confirm this for the classical orthogonal
polynomials by considering them as denumerable subsystems of appropriate spaces
of holomorphic functions.
(IV.5.1) Suppose that + 1, + 1 and + + 2 are not equal to 0, 1, 2, . . .
and that 1 < R . If a complex function f has a representation by a pointwise
(, )
convergent series in the Jacobi polynomials {Pn
(z)}
n=0 in the region E(R), i.e
(5.2)
f (z) =
(, )
an Pn
(z), z E(R),
n=0
then f is holomorphic in E(R) and, moreover, for every r (0, R),

Z
1
(, )
(5.3)
an =
(, ; z)Pn
(z)f (z) dz, n = 0, 1, 2, . . . .
(, )
e(r)
2iIn
In particular, if f 0, then an = 0 for n = 0, 1, 2, . . . , i.e. under the assumption
that + 1, + 1, + + 2 are not equal to 0, 1, 2, . . . the system of Jacobis
polynomials with parameters and has the uniqueness property in each space
of the kind H(E(R)), 1 < R .
103

Proof. Since the series on the right-hand side of (5.2) is convergent in the
region E(R), from (IV.1.1) it follows that it is (absolutely) uniformly convergent
on every compact subset of E(R), i.e. by Weierstrass theorem the function f is
holomorphic in E(R).
For every z E(R) and n = 0, 1, 2, . . . we have
(5.4)
(, )
(, ; z)Pn
(z)f (z) =
(, )
(, ; z)Pn
(, )
(z)Pk
(z).
k =0
It is clear that the series in the right-hand side of (5.4) is uniformly convergent
on every compact subset of E(R) and, hence, on every ellipse e(r) such that
1 < r < R. Integrating the equality (5.4) along e(r) and taking into account the
orthogonality of the Jacobi polynomials [Chapter I, (3.4), = e(r)], we obtain the
coefficient representations (5.3).
Remark. If Re > 1 and Re > 1, then
Z 1
1
(, )
(5.5)
an = (, )
(1 t) (1 + t) Pn
(t)f (t) dt, n = 0, 1, 2, . . . .
1
In
(IV.5.2) Suppose that 0 < 0 and > 1. If a complex function f has
a representation as a pointwise convergent series in the Laguerre polynomials with
parameter in the region (0 ), i.e.
(5.6)
f (z) =
()
an Ln (z), z (0 ),
n=0
then f is holomorphic in (0 ) and for n = 0, 1, 2, . . . ,

Z
1
( )
t exp(t)Ln (t)f (t) dt.
(5.7)
an = ()
In
0
Proof. Since the series on the right-hand side of (5.6) converges pointwise
in the region (0 ), then due to (IV.2.1) it is uniformly convergent on every
compact subset of this region and, hence, the function f is holomorphic there.
Again (IV.2.1) yields the inequality lim supn (2 n)1 log |an | 0 , which
implies |an | = O{exp(2) n} for (0, 0 ). Further, if 1 < is fixed,

then the inequality [Chapter III, (4.2)] gives
( )
|ak t exp(t)Lk (t)| = O{k /2+1/6 t/21/2 exp(t/2 2 k)}
uniformly with respect to t [, ) and k = 1, 2, 3, . . . . Then, having in mind
X
()
()
[Chapter III, (4.1)], we can assert that the series
ak t exp(t)Lk (t)Ln (t)
k =0
104
()
may be integrated termwise on the interval (0, ). Since t exp(t)Ln (t)f (t) is
its sum for t (0, ), the representations (5.7) follow from the orthogonality of
the Laguerre polynomials [Chapter I, (3.7)].
(IV.5.3) Let 0 < 0 and R \ Z . If the series (2.1) is pointwise
convergent in (0 ), and if its sum is identically zero there, then an = 0 for
n = 0, 1, 2, . . . , i.e. the system of Laguerre polynomials with parameter R \ Z
has the uniqueness property in the space H((0 )).
Proof. Due to (IV.2.1) the series (2.1) is uniformly convergent on every compact subset of the domain (0 ). By the Weierstrass theorem it can be termwise
differentiated and, moreover, all the derivatives of its sum are identically zero in
this domain. Then from the relation [Chapter I, Exercise 7], i.e.
(5.8)
( )
(+1)
{Ln (z)}0 = Ln1 (z), n = 1, 2, 3, . . . ,
we can assert that if the assertion holds for the series (2.1), then it remains true
X
(1)
also for the series
an Ln
(z). That means we need to prove the proposition
n=0
under consideration only for > 1. But in this case it follows at once from
(IV.5.2).
An immediate consequence of (IV.5.3) is the following assertion:
(IV.5.4) Suppose that 0 < 0 , R \ Z and that f is a complex function
defined in the region (0 ). Suppose that for each (0, 0 ) the function f can
be represented in the region () by a pointwise convergent series in the Laguerre
polynomials with parameter , i.e
(5.9)
f (z) =
()
an ()Ln (z), z ().
n=0
Then f is holomorphic in (0 ), the coefficients an (), n = 0, 1, 2, . . . do not

depend on , i.e an () = an , n = 0, 1, 2, . . . , and the expansion (5.9) holds in
(0 ).
A proposition like (IV.5.2) holds also for the series representations by Hermite
polynomials:
(IV.5.5) If a complex-valued function f is representable in the strip S(0 ),
0 < 0 , by a pointwise convergent series in Hermite polynomials, i.e.
(5.10)
f (z) =
an Hn (z), z S(0 ),
n=0
105

then f is holomorphic in S(0 ) and, moreover,
Z
1
exp(t2 )Hn (t)f (t) dt, n = 0, 1, 2, . . . .
(5.11)
an =
In
It follows from (IV.3.1), and the inequality [Chapter III,(4.5)]. We leave its
proof as an exercise to the reader. As its application we obtain:
(IV.5.6) The system of Hermite polynomials has the uniqueness property in
an arbitrary space of the kind H(S(0 )), 0 < 0 .
5.4 As we have just seen, the orthogonality play the essential role in the proofs
of the uniqueness of the expansions in the systems of Jacobi, Laguerre and Hermite polynomials. Now we are going to show that the uniqueness of the representations by the systems of Jacobi, Laguerre and Hermite associated functions is
a consequence of their asymptotic properties only. We start with the following
proposition:
(IV.5.7) If + 1, + 1 and + + 2 differ from 0, 1, 2, . . . , then for
z C \ [1, 1],
(5.12)
(, )
zQn
1 (+1, +1)
(, )
, +1
(z) Qn (z) + Qn
(z) = Qn1
(z), n = 1, 2, 3, . . . .
2
Proof. We define the open set in the space of the complex variables and
by the requirement + 1, + 1 and + + 2 to be distinct from 0, 1, 2, . . . .
Obviously, the set is open and since it is connected, it is a region in C2 .
(, )
If z C \ [1, 1] and n = 1, 2, 3, . . . are fixed, then (, ; z) and Pn

(z) are
holomorphic in as function of and . Then from [I, (4.1)] it follows that the
(, )
same holds for Qn (z) as a function of and .
If Re > 1 and Re > 1, then (5.12) follows from the integral representation [Chapter I, (4.4)]. For other values of (, ) the assertion follows from
the identity theorem for holomorphic functions of several complex variables.
If n = 0, 1, 2, . . . is fixed, then
(5.13)
(, )
Qn
(z) =
2n++ +1 (n + + 1)(n + + 1) n1
z
{1 + O(z 1 )}
(2n + + + 2)
when z in the region C \ [1, 1].

Proof. If Re > 1 and Re > 1, then (5.13) follows from [Chapter I,
(4.4)]. For other (, ) the validity of the asymptotic formula (5.13) can be
proved by means of relation (5.12).
106
(IV.5.9) Suppose that + 1, + 1 and + + 2 are not equal to 0, 1, 2, . . .
and that 1 R < . If the complex function f has the representation
(5.14)
f (z) =
(, )
bn Q n
(z), z E (R),
n=0
then it is holomorphic in E (R). Moreover,

2+ +1 ( + 1)( + 1)
b0 = lim zf (z)
z
( + + 2)
(5.15)
and
2k++ +1 (k + + 1)(k + + 1)
bk
(k + + + 2)
(5.16)
= lim z k+1 f (z)

z
k
X1
(, )
bn Qn
o
(z)
n=0
for k = 1, 2, 3, . . . . In particular, if f 0, then bk = 0 for k = 0, 1, 2, . . . , i.e. under

the condition that + 1, + 1 and + + 2 are not equal to 0, 1, 2, . . . the
(, )
system of Jacobi associated functions {Qn (z)}
n=0 has the uniqueness property
in every space of the kind H(E (R)), 1 R < .
5.5 The above assertion, or more precisely, the representations (5.15) and (5.16)
show that the series in Jacobi associated functions have a property similar to that
of the asymptotic expansions in the neighbourhood of the point at infinity. Now
we are to see that a similar property holds for series in Laguerre and Hermite
associated functions too.
(IV.5.10) Suppose that 0 0 < and R \ Z . If a complex-valued
function f has the representation
(5.17)
f (z) =
( )
bn Mn (z), z (0 ),
n=0
then it is holomorphic in (0 ). Moreover, for R+ ,

(5.18)
( + 1)b0 =
lim
zf (z)
zH (0 ; ),z
and
(1)k (k + + 1)bk
(5.19)
lim
zH (0 ; ),z
z k+1 f (z)
k
X1
o
( )
bn Mn (z) , k = 1, 2, 3, . . . .
n=0
107

In particular, if f 0, then bk = 0 for k = 0, 1, 2, . . . , i.e. if is
real and not equal to 1, 2, 3, . . . , then the system of Laguerre associated
()
functions {Mn (z)}
n=0 has the uniqueness property in every space of the kind
H( (0 )), 0 0 < .
Proof. The fact that f is holomorphic in (0 ) is a consequence of
(IV.2.3). The representations (5.18) and (5.19) follow immediately from proposition (IV.2.7) and the asymptotic formula [Chapter III, (3.2)].
(IV.5.11) If a complex-valued function f has the representation
(5.20)
f (z) =
bn G
n (z), z S (0 ), 0 0 < ,
n=0
then it is holomorphic in S (0 ). Moreover, for every (0 , ),
zf (z)
b0 =
(5.21)
lim
zS ( ),z
and
(5.22)
bk =
lim
zS ( ),z
z k+1 f (z)
k
X1
o
bn G
(z)
, k = 1, 2, 3, . . . .
n
n=0
In particular, if f 0, then bk = 0 for k = 0, 1, 2, . . . , i.e. the systems of

Hermite associated functions has the uniqueness property in every space of the
kind H(S (0 )), 0 0 < .
Proof. The holomorphy of f follows from (IV.3.3). In order to obtain
the representations (5.21) and (5.22), we have to prove that a series of the
X
bn z k+1 G
kind
n (z), k = 0, 1, 2, . . . , is uniformly convergent on every closed
n=k
set S ( ) with (0 , ). This follows from (IV.3.3) and the equality
zG
n (z) = nGn1 (z) + (1/2)Gn+1 (z), n = 1, 2, 3, . . . . The last one is nothing
but the recurrence relation [Chapter I, 4.18)].
Exercises
1. Prove the validity of (IV.1.2).
2. State and prove a proposition similar to (IV.1.1) for series of the kind
X
(, )
(, )
{an Pn
(z) + bn Qn (z)}.
n=0
3. Using the inequality [Chapter III, (4.5)], verify the convergence of the series
(2.3) when is an arbitrary complex number.
108
Comments and referneces

4.
5.
6.
7.
8.
9.
Verify (IV.2.4) when C \ Z .

Prove that (IV.2.4) holds even in the case when C \ Z .
Prove (IV.3.1).
Prove (IV.3.2).
Prove (IV.3.3).
Using the notations of [Chapter III, Exercise 4], prove that if
(k )
0 < 0 = min {max[0, lim sup(2n + 1)1/2 log |(2n/e)an |]} < ,
k =1,2
then the series
(1)
(1)
(2)
(2)
{an Gn (z; 0 ) + an Gn (z; 0 )}
n=0
is absolutely uniformly convergent on every closed strip S( ), where 0 < 0 .

10. Prove (IV.4.4).
11. Prove (IV.4.5).
12. Prove (IV.4.6).
13. Using Exercise 5, prove the uniqueness property of the system
( )
{Mn (z)}
n=0 when C \ Z .
14. Let the bilinear form B(X, Y ) be defined on a topological vector space.
If it is separately continuous with respect to its first argument and the system
= {n }
n=0 is orthogonal with respect to B, then has the uniqueness property.
15. Suppose that the series in (5.7) is convergent in the region (0 ),
0 0 < . Prove that:
(a) If for some > 0 its sum f has infinitely many zeros in the closed half-plane
H(0 ; ) = {z C : Re z (0 + )2 }, then f 0;
(b) If 1/2 and, moreover, for some > 0 the function f has infinitely
many zeros in the closed region (), then f 0.
It is a common property of series in Jacobi, Laguerre and Hermite polynomials and associated functions that their regions of convergence coincide with their
regions of absolute convergence. Moreover, these series are (absolutely) uniformly
convergent on the compact subset of their regions of convergence. The properties
in question, which are well-known for power and Laurent series, respectively, are
corollaries of Abels lemma for series in classical orthogonal polynomials and associated functions. In addition, we have also formulas of Cauchy-Hadamards type
for these series.
Let us mention that a proposition similar to (IV.3.3) is proved by G.G. Walter [1] but for series expansions of complex functions defined by Cauchy type
integrals.
109

The analogy with the power series seems to be deeper, since propositions like
Abels theorem hold true also for series in Laguerre and Hermite systems [P.
Rusev, 4], [L. Boyadjiev, 1, 8].
The uniqueness of the representations by series in the systems of Jacobi, Laguerre and Hermite polynomials is obtained, as usually, as a corollary of their
orthogonality. The uniqueness of the representations by the systems of Jacobi,
Laguerre and Hermite associated functions is proved by means of their asymptotic
properties only.
Let us note that a proof of (IV.5.4) is given in [P. Rusev, 16, p. 120, Lemma
2]. The proposition (IV.5.10) as well as its generalization, i.e. Exercise 15 can
be found in [P. Rusev, 14].
The entire functions
cn (z) = An cos[(2n + 1)1/2 z n/2], n = 0, 1, 2, . . . ,
sn (z) = An sin[(2n + 1)1/2 z n/2], n = 0, 1, 2, . . . ,
where
A2n = (1)n H2n (0) =
(2n + 1)
, n = 0, 1, 2, . . . ,
(n + 1)
A2n+1 = (1)n (4n + 3)1/2 H20 n+1 (0)

= 2(4n + 3)1/2
(2n + 2)
, n = 0, 1, 2, . . .
(n + 1)
are introduced in [E. Hille, 2, p.880] and the series
X
X
() C(z) =
an cn (z),
() S(z) =
an sn (z)
n=0
n=0
are called the associated Fourier series to the series (3.1). As it is proved in [E.
Hille, 2, 885 - 887] the series (3.1) converges at a point of C \ R if and only if
either the series (*) or (**) converges at such a point. An assertion like this can be
regarded as a complex analog of a well-known equiconvergence theorem for series
, 1, Theorem 9.1.5].
in Hermite polynomials [G. Szego
An equiconvergence theorem for series in the Laguerre polynomials is given in
[L. Boyadjiev, 11, Theorem 3]. He proves that if lim supn (2 n)1 log |an |
> 0, and 1/2 < < 1/2, then the series (2.1) converges at a point of the region
C \ [0, ) if and only if the series
()
In an cos[i(4n + 1) z]
n=0
converges at such a point.
110
Chapter V
SERIES REPRESENTATION OF HOLOMORPHIC FUNCTIONS
BY JACOBI, LAGUERRE AND HERMITE SYSTEMS
1. Expansions in series of Jacobi polynomials and
1.1 The problem of expansion of holomorphic functions in series of Jacobi systems can be solved by means of the Christoffel-Darboux formula for these systems
and the asymptotic formulas for the Jacobi polynomials and their associated functions. It is sufficient to consider this problem for holomorphic functions defined
by Cauchy type integrals. Recall again that e(r) = {z C : |(z)| = r},
1 < r < , where (z) is that inverse of Zhukovskii function z = ( + 1 )/2 in
the region C \ [1, 1] for which |(z)| > 1, and that E(r)=inte(r) for 1 < r < ,
and E() = C.
(V.1.1) Suppose that + 1, + 1 and + + 2 are not equal to
0, 1, 2, . . . , 1 < r < , and let be a L-integrable complex-valued function
on the ellipse e(r). Then the function
Z
1
()
d, z C \ e(r),
(1.1)
(z) =
2i e(r) z
is representable for z E(r) by a series of the kind [Chapter IV, (1.2)], i.e.
(, )
an Pn
(z)
n=0
with coefficients
(1.2)
an =
1
(, )
2iIn
(, )
e(r)
()Qn
() d, n = 0, 1, 2, . . . .
Proof. We multiply [Chapter I, (4.28)] by (2i)1 (), and integrate along

e(r). Thus, we obtain that for z C \ e(r)
( )
(1.3)
(z) = S
(, )
(z) + R
(z),
where
(1.4)
(, )
(z) =
(, )
an Pn
(z), = 0, 1, 2, . . . ,
n=0
111
Series representation of holomorphic functions. . .

(, )
Z
(, )
1
() (z, )
d, = 0, 1, 2, . . . ,
(z) =
2i e(r)
z
and {an }
n=0 are given by the equalities (1.2).
If z C \ [1, 1], then the asymptotic formulas [Chapter III, (1.9)], [Chapter
III, (1.30)] as well as the Stirling formula yield
Z
|(z)
(, )
|()|dm(r) , ,
|R (z)| = O
r
e(r)
where m(r) is the Lebesgue measure on e(r).
(, )
If z E(r)\[1, 1], then |(z)| < r and lim R (z) = 0, and (1.4) yields
that the function (1.1) has a representation for z E(r) \ [1, 1] as a series in the
(, )
(z)}
Jacobi polynomials {Pn
n=0 with coefficients (1.2). If 1 < < r, then this
series is absolutely uniformly convergent on the ellipse e(), hence, in E(), i.e. it
represents the function in the whole region E(r).
The Cauchy integral formula and the above assertion yield immediately the
following proposition:
(V.1.2) Suppose that + 1, + 1, + + 2 are not equal to 0, 1, 2, . . . and
that 1 < R . Then each function f H(E(R)) is representable in E(R) by a
( )
series in the Jacobi polynomials {Pn (z)}
n=0 , i.e.
f (z) =
(),( )
an Pn
(z),
z E(R)
n=0
with coefficients
(1.5)
an =
1
(, )
2iIn
(, )
e(r)
f ()Qn
() d, 1 < r < R, n = 0, 1, 2, . . . .
Suppose that , are arbitrary complex number and denote by H(, ) (R),
1 < R , the C-vector space of all complex-valued functions which are holomorphic in the region E(R) and have there representations by series in Jacobi
polynomials with parameters and .
(V.1.3) If 1 < R and + + 2 6= 0, 1, 2, . . . , then H(, ) (R)
= H(E(R)), i.e. under the assumption on and , just made, the system of
( )
Jacobi polynomials {Pn (z)}
n=0 is a basis in each of the spaces H(E(R)),
1 < R .
Proof. Suppose that H(+1, +1) (R) = H(E(R)) and let the function f be in
the space P (+1, +1) (R). Since f 0 H(E(R)), a representation of the kind
(1.6)
f 0 () =
X
(+1, +1)
(+1, +1)
an
(f 0 )Pn
()
n=0
112
Expansions in series of Jacobi polynomials and associated functions

holds in the region E(R).
The relation [Chapter I, Exercise 4] gives that
(+1, +1)
Pn
() =
2
(, )
{Pn
()}0 , n = 0, 1, 2, . . . ,
n+++2
and, hence,
f 0 () =
(+1, +1)
X
2an
(f 0 )
n=0
n+++2
(, )
{Pn
()}0 , E(R).
The series in the right-hand side of the above equality is uniformly convergent
on each compact subset of the region E(R). Therefore, if z E(R), then it can
be integrated termwise on the segment [0, z]. This gives the representation
f (z) = f (0) +
(+1, +1)
X
2an
(f 0 )
n=0
n+++2
(, )
(, )
{Pn+1 (z) Pn+1 (0)}.
Since the series in (1.6) is convergent in E(R), from (IV.1.1),(b) it follows

(+1, +1)
that for r (0, R) we have |an
(f 0 )| = O(rn ) when n tends to infinity.
As a corollary of [Chapter III, Exercise 7] we obtain that if 1 < < r, then
(, )
|Pn+1 (0)| = O(n ), n , hence, the series
(+1, +1)
X
2an
(f 0 )
n=0
n+++2
(, )
Pn+1 (0)
is (absolutely) convergent. Further, if we define

(, )
a0
(f ) = f (0)
(+1, +1)
X
2an
(f 0 )
n=0
and
(, )
an
(, )
P
(0),
n + + + 2 n+1
(+1, +1)
2a
(f 0 )
(f ) = n1
, n = 1, 2, 3, . . . ,
n+++1
then the representation

f (z) =
X
(, )
(, )
an (f )Pn
(z)
n=0
holds in the region E(R) and, hence, f P (, ) (R).

So far we have proved that if H(+1, +1) (R) = H(E(R)), then H(, ) (R)
= H(E(R)). By induction we obtain that if H(+k, +k) (R) = H(E(R)) for some
integer k 1, then H(, ) (R) = H(E(R)). If + + 2 6= 0, 1, 2, . . . , then there
113

exists a positive integer such that Re( + ) > 1, Re( + ) > 1 and, hence,
Re( + + 2 + 2) > 0. Then from (V.1.2) it follows that H(, ) (R) = H(E(R)).
1.2 Now we are going to consider series representations by means of Jacobi
associated functions.
(V.1.4) Suppose that + 1, + 1, + + 2 are not equal to 0, 1, 2, . . . ,
1 < r < and let be an L-integrable complex-valued function on the ellipse
e(r). Then the function
Z
1
()
d, z C \ e(r),
(z) =
2i e(r) z
is representable for z E (r) by a series of the kind [IV, (1.3)] with coefficients
Z
1
(, )
(1.7)
bn =
()Pn
() d, n = 0, 1, 2, . . . .
(, )
e(r)
2iIn
The proof proceeds as that of (V.1.1), but by changing the roles of and
z. The above assertion is true even in the case r = 1:
(V.1.5) Suppose that + 1, + 1, + + 2 are not equal to 0, 1, 2, . . . and
let b be an L-integrable complex-valued function on the interval [1, 1]. Then the
function
Z 1
1
b(t)
dt, z C \ [1, 1] = E (1)
(1.8)
B(z) =
2i 1 t z
is representable for z E (1) by a series of the kind [Chapter IV, (1.3)] with
coefficients
Z 1
1
(, )
b(t)Pn
(t) dt, n = 0, 1, 2, . . . .
(1.9)
bn =
(, )
1
2iIn
Proof. Using (1.8) and the Christoffel-Darboux formula [Chapter I, (4.25)],
we have that for z E (1) and = 0, 1, 2, . . . ,
(1.10)
B(z) =
(, )
bn Q n
(, )
(z) + K
(z),
n=0
where
(, )
Z 1
(, )
1
b(t) (t, z)
dt, = 0, 1, 2, . . . ,
(z) =
2i 1
tz
and (, ) (t, z) is obtained from [Chapter I, (4.26)] by substituting t for z and z

for .
114
Expansions in series of Hermite plynomials

Further, [Chapter III, Exercise 7], the asymptotic formula [Chapter III, (1.30)]
as well as the Stirling formula yield that if 1 < < |(z)|, then
Z 1
(, )
1
|b(t)(z t) | dt
|K
(z)| = O
|(z)|
1
(, )
and, hence, lim K

(z) = 0.
Suppose that g is a complex-valued function which is holomorphic in the region
E (R), 1 R < . Then for each r (R, ) and z E (R) we have

Z
1
g()
d
(1.11)
g(z) = g()
2i e(r) z
which is nothing but the Cauchy integral formula for functions holomorphic in a
region of the kind E (R), 1 R < .
The following proposition follows immediately from (1.11) and (V.1.4).
(V.1.6) Suppose that + 1, + 1, + + 2 are not equal to 0, 1, 2, . . .
and that 1 R < . Then every function g H(E (R)) such that g() =
0 is representable for z E (R) by a series in the Jacobi associated functions
(, )
{Qn (z)}
n=0 with coefficients
Z
1
(, )
g()Pn
() d, R < r < , n = 0, 1, 2, . . . .
(1.12)
bn =
(, )
e(r)
2iIn
2. Expansions in series of Hermite polynomials
2.1 Suppose that the function f H(S(0 )), 0 < 0 , is represented in the
strip z S(0 ) by a series in the Hermite polynomials, i.e.
f (z) =
an Hn (z)
n=0
for z S(0 ). Then from (IV.3.1) it follows that

lim sup(2n + 1)1/2 log |(2n/e)n/2 an | 0 .
n
Therefore, if 0 < + < 0 , then |an | = O{(e/2n)n/2 exp[( + ) 2n + 1]},

and [III, (4.6)] yields that for z = x + iy S( )
(2.1)
|f (z)|
X
n=0
2
|an Hn (z)| = O exp x
exp( 2n + 1) = O(exp x2 ).
n=0
Denote by E(0 ), 0 < 0 , the C-vector space of all complex-valued functions

which are holomorphic in the region S(0 ) and such that they have there expansions
115

in series of Hermite polynomials. Since the system of Hermite polynomials has the
uniqueness property, it is a basis of E(0 ).
From the inequality (2.1) it follows that not any function f H(S(0 )) can be
represented in the region S(0 ) by a series in Hermite polynomials, i.e. E(0 ) is a
proper (C-vector) subspace of H(S(0 )). As we shall see later, E(0 ), in general, is
not closed in H(S(0 )).
Remark. Suppose that G is a region in C and let H(G) be the C-vector space
of the complex-valued functions holomorphic in G. Usually H(G) is considered as
a topological vector space with respect to the compact-open topology. The last
one is generated by the neighborhoods of the zero element of H(G) of the kind
V (K, ) = {f H(G) : |f (z)| < , z K} provided that K runs the set of the
nonempty compact subset of the region G. It is well-known that H(G) is locally
convex, and metrizable as a topological vector space, and that it is complete, i.e.
it is a Frechet space. Usually, the vector subspaces of H(G) are considered as
topological vector spaces with the topology induced by that of H(G). But a (Cvector) subspace E of H(G), although it inherits the structure of H(G) as a
metrizable space, it may be not complete, in general, i.e. it may be not a Frechet
space.
2.2 The entire functions {Hn (z)}
n=0 , defined by the equalities
1/2
Hn (z) = In
(2.2)
exp(z 2 /2)Hn (z)
= ( n!2n )1/2 exp(z 2 /2)Hn (z), n = 0, 1, 2, . . . ,

are called Hermite functions. For n = 0, 1, 2, . . . the function Hn is in the space
L2 (R), i.e. Hn is square-integrable on the real axis. Moreover, the orthogonal
property of the Hermite polynomials yields that
Z
(t)H (t) dt =
(2.3)
Hm
mn , m, n = 0, 1, 2, . . . ,
n
2
i.e. {Hn }
n=0 is an orthonormal system in the space L (R).
An important property of the Hermite functions is given by the following proposition:

(V.2.1) If for a complex-valued function F L2 (R)
Z
An (F ) =
F (t)Hn (t) dt, n = 0, 1, 2, . . . ,
then
Z
(2.4)
116
|F (t)| dt =
X
n=0
|An (F )|2 .

In particular, if An (F ) = 0, n = 0, 1, 2, . . . , then F 0, i.e. F is equal to zero
almost everywhere in the interval (, ).
Propositions similar to that for Hermite polynomials holds also for the system
of Hermite functions as well as for the series in this system. In particular:
(V.2.2) (a) If
0 < lim sup(2n + 1)1/2 log |an | = 0 ,
(2.5)
then the series
(2.6)
an Hn (z)
n=0
is absolutely uniformly convergent on every compact subset of the strip S(0 ), i.e.
it defines a holomorphic function
f there, and diverges on the set S (0 );
Z
(b) f |R L2 (R), i.e.
|f (t)|2 dt < .
Proof. The part (a) follows immediately from the definition of Hermite functions, Stirlings formula and (IV.3.1).
From (2.5) it follows that if 0 <
< 0 , then there exists a positive constant
D = D( ) such that |an | D exp( 2n + 1), n = 0, 1, 2, . . . . Then (2.6) and

Schwarzs inequality yield that for t (, ),
X
2 X
|an |
|an |(Hn (t))2
|f (t)|
|an Hn (t)|
n=0
n=0
n=0
exp( 2n + 1)
exp( 2n + 1)(Hn (t))2
n=0
n=0
and, hence,
Z
|f (t)|2 dt D2
exp( 2n + 1)
2
< .
n=0
(V.2.3) Suppose that 0 < 0 and let f be a complex-valued function

holomorphic in the strip S(0 ). Suppose that f |R L2 (R) and denote
Z
(2.7)
an (f ) =
f (t)Hn (t) dt, n = 0, 1, 2, . . . .
Then in order that f be representable in S(0 ) by a series in Hermite functions,

it is necessary and sufficient that
(2.8)
lim sup(2n + 1)1/2 log |an | 0 .

n
117

Proof. If the function f has an expansion in a series of Hermite functions
in S(0 ), then its coefficients are given by the equalities (2.7) and the necessity
follows from part (a) of (V.2.2).
Suppose that (2.8) holds. Then again from (V.2.2) it follows that the series
X
an (f )Hn (z) defines a function f holomorphic in the strip S(0 ) and, moreover,
n=0
f |R L2 (R).
Further, for each n = 0, 1, 2, . . . we have the equality
Z
Z
f (t)Hn (t) dt = an (f ) =
f (t)Hn (t) dt,
i.e.
{f (t) f (t)}Hn (t) dt = 0, n = 0, 1, 2, . . . .
Since the function f f is continuous, from (V.2.1) it follows that f (t) =
f (t) for t R and the identity theorem for holomorphic functions gives that
f f , i.e. f has an expansion in a series of Hermite functions in the strip S(0 ).
2.3 The differential equation [Appendix, (4.1)], with z replaced by z 2, becomes

w00 + (2 + 1 z 2 )w = 0.
(2.9)
It is well-known [E.T. Whittaker, G.N. Watson, 1, 16.5] that the function
h , defined by the equality

(2.10)
h (z) = 2/2 D (z 2), z, C,
is the unique solution of the equation (2.9) such that

(2.11)
lim
| arg z|3/4,z
exp(z 2 /2)(2z) h (z) = 1.
From the definition of Hermite functions and relation [Chapter I, (5.16)] it

follows that
(2.12)
1/2
hn (z), n = 0, 1, 2, . . . .
Hn (z) = In
The functions h1 (iz) are also solutions of the equation (2.9) and if
C \ Z , then [Appendix, (4.3)]
h (z) = 1/2 ( + 1)2 {exp(i/2)h1 (iz) + exp(i/2)h1 (iz)}.
118

As a corollary of (2.12) we obtain that
(2.13)
1/2
Hn (z) = 1 In {in hn1 (iz) + (i)n hn1 (iz)}, n = 0, 1, 2, . . . .
We define the functions n (z), n = 0, 1, 2, . . . , on the (closed) upper half-plane

Im z 0 by the equalities
Z z
2
(2.14)
n (z) = (/4)N +
(N 2 2 ) d, n = 0, 1, 2. . . . ,
0
where N = (2n + 1)1/2 , provided (N 2 t2 )1/2 0 when N t N .

Denote by Sn (), n = 0, 1, 2, . . . the region defined by the inequalities: Im z
> 0, N < Re z < N , and |z N | > provided 0 < < 1. Then [E. Hille, 1,
(3.11)]:
(V.2.4) The representation
2N n+1 exp{N 2 (1 + i)/4}hn1 (iz)
(2.15)
= (1 z 2 /n2 )1/4 exp(in (z))(1 + n (z))

holds in the region Sn (). Moreover, there exist M = M () and n0 = n0 () such
that |n (z)| M for z Sn () and n > n0 .
(V.2.5) Denote by E + (n, ), 0 < < , n = 0, 1, 2, . . . the arc of the ellipse
E(n, ) : x2 /n2 + y 2 / 2 = 1 in the upper half-plane. Then the inequality
Im n (x + iy) + |x|( 2 y 2 )1/2 N (5/24) 3
(2.16)
holds for z = x + iy E + (n, ).

Proof. If z = x + iy and y > 0, then as a path of integration in (2.14) we
choose the union of the segments [0, x], and [x, x + iy]. Then from (2.14) it follows
that
Z y
Z
2
2
2 1/2
2
2 1/
(N x 2ixt+t ) dt .
Im n (x+iy) = Im
(N ) 2 d = Re
[x,x+iy ]
Substituting a2 = N 2 x2 , b2 = 2ixt + t2 in the identity
b2
b 1
b
2
2 1/2
2
2 1/2
= 2 (a + b ) + a +
(a + b ) a
2a
4a
2a
we obtain that
(N 2 x2 2ixt + t2 )1/2
= (N 2 x2 )1/2 + (ixt + t2 /2)(N 2 x2 )1/2 P (x, t)/Q(n, x, t),

119

where P (x, t) = t2 (t 2ix)2 and
Q(n, x, t) = 4(N 2 x2 ){(N 2 x2 2ixt + t2 )1/2
+(N 2 x2 )1/2 + (t2 /2 ixt)(N 2 x2 )1/2 }.
Since
|Q(n, x, t)| Re Q(n, x, t) = 4(N 2 x2 ){21/2 [N 2 x2 + t2
+((N 2 x2 + t2 )2 + 4x2 t2 )1/2 ]1/2 + (N 2 x2 )1/2 + (N 2 x2 )1/2 (t2 /2)}
and {Re Q(n, x, t)}0t 0 when 0 t y, we find that |Q(n, x, t)| Re Q(n, x, 0),
i.e. |Q(n, x, t)| 8(N 2 x2 )3/2 when 0 t y.
Further,
Z y
Im n (x + iy) = Re
[(N 2 x2 )1/2 + (ixt + t2 /2)(N 2 x2 )1/2
P (x, t)/Q(n, x, t)] dt

where
= (N 2 x2 )1/2 y + (1/6)(N 2 x2 )1/2 y 3 + (n, x, y),
Z y
(n, x, y) = Re
[P (x, t)/Q(n, x, t)] dt .
0
Since |P (x, t)| t2 |t 2ixt|2 5N 2 t2 when N x N ,

Z y
|P (x, t)/Q(n, x, t)| dt (5/24)N 2 (N 2 x2 )3/2 y 3 .
|(n, x, y)|
0
If N < x < N and 0 < y , then

Im n (x + iy) + |x|( 2 y 2 )1/2
|x|( 2 y 2 ) + (N 2 x2 )1/2 y (5/24)N 2 (N 2 x2 )3/2 y 3 .
But if x + iy E + (n, ), then |x| = (N/ )( 2 y 2 )1/2 , (N 2 x2 )1/2 = (N/ )y and
(2.16) follows.
2.4 Suppose that the function f E(0 ), 0 < 0 , i.e. that it has a
representation of the kind [Chapter IV,(4.9)] in the strip S(0 ). If we define f (z)
1/2
= exp(z 2 /2)f (z), an = In an , n = 0, 1, 2, . . . , then f has an expansion of the
kind
(2.17)
f (z) =
X
n=0
120
an Hn (z)

in the strip S(0 ).
Conversely, if for a function f H(S(0 )) the representation (2.17) holds, then
the function f (z) = exp(z 2 /2)f (z) has an expansion in Hermite polynomials in
the strip S(0 ) and, hence, f E(0 ). It turns out that in order to have a growth
characteristic of the functions of the space E(0 ), it is sufficient to know the growth
of the holomorphic functions which are representable by series in Hermite functions
in the region S(0 ).
(V.2.6) A function f H(S(0 )), 0 < 0 , is representable in the strip
S(0 ) by a series in Hermite functions if and only if for each [0, 0 ) there exists
a constant B ( ) such that the inequality
(2.18)
|f (z)| B ( ) exp{|x|( 2 y 2 )1/2 }
holds for z = x + iy S( ).
Proof. Suppose that the representation (2.17) holds in the strip S(0 ),
0 < 0 . Then for each (0, 0 ),
(2.19)
|an |2 exp(2N ) = A2 () < .
n=0
Indeed, since the series in the right-hand side of (2.17) is supposed to be

convergent in the strip S(0 ), lim supn (2n + 1)1/2 log |an | 0 . Therefore, if < 0 < 0 , then there exists a positive integer n0 = n0 ( 0 ) such
that |an | exp{ 0 (2n + 1)1/2 } when n > n0 . This implies the inequality
|an |2 exp(2N ) exp{2( 0 )} and (2.19) follows from it.
If 0 < < 0 , then the series
(2.20)
H(; x, y) =
|Hn (x + iy)|2 exp(2N )
n=0
converges for x + iy S( ). Indeed, the definition of the Hermite functions by

(2.2), the inequality [Chapter III, (4.6)] and the Stirling
formula yield that if
2
z = x + iy S( ), then |Hn (x + iy)| = O{exp(x + 2n + 1)}.
Further, (2.19), (2.20), and Schwarzs inequality as well as the expansion (2.17)
yield that if 0 < < 0 , then for z = x + iy S( ),
(2.21)
|f (z)|2 = |f (x + iy)|2 A2 ()H(; x, y).
Remark. Let = ( + 0 )/2 if 0 < and let = + 1 if 0 = .

Define for p, q > 0 and R
Z
(2.22)
J(p, q, ) =
exp(pt q/t)t dt.
121

Then, in particular,
J(p, q, 3/2) = 1/2 q 1/2 exp{2(pq)1/2 }
(2.23)
and, since J(p, q, 5/2) = Jq0 (p, q, 3/2),

J(p, q, 5/2) = 1/2 q 3/2 {1/2 + (pq)1/2 } exp{2(pq)1/2 }.
(2.24)
Further, using (2.23), (2.24), and Schwarzs inequality we obtain that

J(p, q, 2) 1/2 q 1 {1/2 + (pq)1/2 } exp{2(pq)1/2 }.
(2.25)
From (2.23) it follows that exp(2N ) = 1/2 J(2n + 1, 2 , 3/2)

R
= 1/2 0 exp[(2n + 1)t 2 /t]t3/2 dt. Then for z = x + iy S( ),
H(; x, y) =
|Hn (x + iy)|2 1/2
Z
0
n=0
= 1/2
exp( 2 /t)t3/2
nX
exp[(2n + 1)t 2 /t]t3/2 dt
o
|Hn (x + iy)|2 exp[(2n + 1)t] dt.
n=0
Putting = z = x iy in [Chapter II, (3.6)] and having in mind (2.2), we

obtain that if |w| < 1, then
n 1w
1 + w 2o
y
|Hn (x + iy)|2 wn = 1/2 (1 w2 )1/2 exp
x2 +
1
1
w
+
w
n=0
Setting w = exp(2t), 0 < t < , we obtain that

H(; x, y)
= 1
(1 exp(4t))1/2 exp( 2 /t t x2 tanh t + y 2 coth t)t3/2 dt.
But coth t (1 + t)/t and tanh t t/(1 + t) for t < 0; hence,

Z
(/)H(; x, y)
(1 exp(4t))1/2 exp( 2 /t t x2 t/(1 + t)
0
+y 2 (1 + t)/t)t3/2 dt = exp y 2 .H (; x, y),

where
H (; x, y) =
Z
0
122
h (; x, y, t) dt

and
n
x2 t
2 y2
t
h (; x, y, t) = (1 exp(4t))1/2 exp
t
1+t
t3/2 .
Suppose that |x| 4 and denote = 4|x|1 as well as

H1 (; x, y) =
and
H2 (; x, y) =
h (; x, y, t) dt,
h (; x, y, t) dt.
Since (1 exp(u))1 u1 + 1 for u > 0, it follows that if t > 0, then

(2.26)
(1 exp(4t))1/2 (1/(4t) + 1)1/2 (1/2)t1/2 + 1.
The function t/(1 + t) increases in the interval [0, ). Hence, it attains its
minimum in the interval [, ) at the point t = , and this minimum is (1 + )1
= 4(4 + |x|)1 . Then (2.26) and (2.22) yield that
n
4x2 o
{J(1, 2 y 2 , 3/2) + (1/2)J(1, 2 y 2 , 2)}.
H2 (; x, y) exp
4 + |x|
Since |x| 4, from (2.23) and (2.24) it follows that
exp[2|x| + 2( 2 y 2 )1/2 ]H2 (; x, y)
1/2 ( 2 y 2 )1 {(1/2)[1/2 + ( 2 y 2 )1/2 ]1/2 + ( 2 y 2 )1/2 }.
Then the choice of and the fact that |y| lead to the conclusion that there
exists a constant B2 ( ) such that
H2 (; x, y) B2 ( ) exp(2 |x|) B2 ( ) exp{2|x|( 2 y 2 )1/2 }.
The above inequality was proved under the assumption |x| 4, but a suitable
choice of the constant B2 ( ) ensure its validity for every x R.
The function t1/2 (1 exp(4t))1/2 is increasing in the interval (0, ) and
since (1 exp(4))1/2 < 2, we have (1 exp(4t))1/2 < 2t1/2 for t (0, 1).
Moreover, t/(1 + t) = t + t2 /(1 + t) < t + t2 for t > 0 and since 0 < 1, we
obtain
H1 (; x, y)
Z
2 2
2 exp( x )
exp{( 2 y 2 )/t x2 t}t2 dt < 2 exp(16 2 )J(x2 , 2 y 2 , 2)
0
123

2 1/2 exp(16 2 )( 2 y 2 )1 [1/2 + |x|( 2 y 2 )1/2 ]1/2 exp{2|x|( 2 y 2 )1/2 }.
The function
b( ; x, y)
= ( 2 y 2 )1 [1/2 + |x|( 2 y 2 )1/2 ]1/2 exp{2|x|[( 2 y 2 )1/2 ( 2 y 2 )1/2 ]}
is bounded on the (closed) strip S( ) and, hence, if
B1 ( ) = 2 1/2 exp(16 2 ) sup{b( ; x, y) : x + iy S( )},
then
H1 (; x, y) B1 ( ) exp{2|x|( 2 y 2 )1/2 }
provided that x + iy S( ).
So far we have proved that if the function f H(S(0 )), 0 < 0 , has a
representation by a series in Hermite functions in the strip S(0 ), then for every
[0, 0 ) there exists a constant B ( ) such that the inequality (2.18) holds for
z = x + iy S( ).
Conversely, suppose that for a function f H(S(0 )), 0 < 0 , an
inequality of the kind (2.18) holds in each closed strip S( ) with [0, 0 ). In
particular, if 0 < < 0 , then
(2.27)
|f (t)| = O{exp( |t|)}, < t < ,
hence, f |R L2 (R). Having in mind (V.2.3), we can assert that in order to

prove that the function f is representable by a series in Hermite functions in
the strip S(0 ), we have to show that the inequality (2.8) holds for the sequence
{an (f )}
n=0 which is defined by the equalities (2.7). In other words we have to
prove that for (0, 0 ),
|an (f )| = O{exp( N )}.
(2.28)
To that end we define (n = 0, 1, 2, . . . )

Z N 1
an,1 (f ) =
f (t)Hn (t) dt
N +1
and
an,2 (f ) =
Z N +1
f (t)Hn (t) dt +
Z
N 1
f (t)Hn (t) dt.
From inequality [Chapter III, (4.5)] it follows that the sequence of Hermite
functions is uniformly bounded on the interval (, ), and then the inequality
(2.27) gives that for (0, 0 ),
Z
(2.29)
|an,2 (f )| = O
exp( t) dt = O{exp( N )}.
N 1
124

It remains to show that for (0, 0 ),
|an,1 (f )| = O{exp( N )}.
(2.30)
From (2.13) we obtain
1/2
= 1 In in
Z N 1
N +1
an,1 (f )
f (t)hn1 (it) dt + (i)n

Z N 1
1/2
= 1 In
Z N 1
N +1
f (t)hn1 (it) dt
fn (t)hn1 (it) dt,
N +1
n
where fn (z) = i f (z) + (i) f (z), z S(0 ).
Denote by Pn (Qn ) the point of intersection of the line Re z = N + 1 (Re z

= N 1) and the arc E + (n, ) of the ellipse E(n, ). Then Cauchys integral
theorem yields that
Z
1 1/2
an,1 (f ) = In
fn (z)hn1 (iz) dz
[N +1,Pn ]
Z
+
Z
P\
n Qn
fn (z)hn1 (iz) dz +
[Qn ,N 1]
fn (z)hn1 (iz) dz .
From the asymptotic formula (2.15) and Stirlings formula it follows that
1/2
In |hn1 (iz)| = O{n1/4 |1 z 2 /N 2 |1/4 exp( Im n (z))}
(2.31)
in the region Sn ().

Then, having in mind that Im n (z) > 0 for z Sn () as well as that
|1 z 2 /N 2 | = O(n1/8 ), |fn (z)| = O{exp( N )}
S
for z {[N + 1, Pn ] [Qn , N 1]}, and that the lengths of the segments [N
+1, Pn ], [Qn , N 1] are O(n3/4 ) when n , we obtain
Z
1/2
In
fn (z)hn1 )(iz) dz = O(n7/8 exp( N ))
[N +1,Pn ]
and
In
Z
Since
1/2
Pn Qn
[Qn ,N 1]
fn (z)hn1 (iz) dz = O(n7/8 exp( N )).
|1 z 2 /N 2 |1/4 ds = O(N ), (2.16), (2.18) and (2.31) yield that
1/2
In
P\
n Qn
fn (z)hn1 (iz) dz = O{n1/4 exp( N )}.

125

So far we have proved that |an,1 (f )| = O{n1/4 exp( N )} for (0, 0 ).
Therefore, if < + < 0 , then |an,1 (f )| = O{n1/4 exp[( + )]N }
= O{n1/4 exp(N ) exp( N )}, i.e (2.30) holds for (0, 0 ). Further, taking
into account (2.29) as well as that an (f ) = an,1 (f ) + an,2 (f ), n = 0, 1, 2, . . . ,
we conclude that the sequence {an (f )}
n=0 satisfies the inequality (2.8). Thus,
the sufficiency of the condition (2.18) is proved.
As a corollary of (V.2.6) we can state a proposition which characterizes the
growth of the functions in the space E(0 ):
(V.2.7) The function f belongs to the space E(0 ), 0 < 0 , if and only if
for each [0, 0 ) there exists a constant B( ) such that for z = x + iy S( ),
(2.32)
|f (z)| B( ) exp{x2 /2 |x|( 2 y 2 )1/2 }.
If 0 < , then we define the function h( ; x, y) in the strip S( ) by the

equality
(2.33)
h( ; x, y) = exp{x2 /2 |x|( 2 y 2 )1/2 }.
By H(0 ), 0 < 0 , we denote the C-vector subspace of H(S(0 )) consisting

of those functions f for which an inequality of the kind (2.32) holds in each closed
strip S( ) with 0 < 0 , i.e.
(2.34)
|f (z)| = |f (x + iy)| = O(h( ; x, y)), z S( ).
An immediate corollary of (V.2.7) is the following proposition:

(V.2.8) The spaces E(0 ) and H(0 ) coincide for every 0 (0, ].
Example. If Re < 1/2, then the entire function exp(z 2 ) is in the space
H(). Indeed, if [0, ), then
B( ) = sup{| exp(z 2 )|(h( ; x, y))1 : z = x + iy S( )} < .
If 1/2, then the function exp(z 2 ) is not in the space H() and, in
particular, this is true for the function exp(z 2 /2). Since lim1/20 exp(z 2 )
= exp(z 2 /2) uniformly on each compact subset of C, it follows that H() is not a
closed subspace of H(C).
If Re < 1, then we may come to the above conclusions without using (V.2.7).
To that end we need to calculate the following integrals:
Z
1
(2.35)
a2n () = I2n
exp[(1 )t2 ]H2n (t) dt, n = 0, 1, 2, . . . .
126

It is easy to see that if Re < 1, then
Z
1/2 1
(2.36) a2n () = (1 )
I2n
exp(t2 )H2n [(1 )1/2 t] dt, n = 0, 1, 2, . . . .
The right-hand sides of (2.35) and (2.36), as functions of , are holomorphic in

the half-plane Re < 1. Replacing t by (1 )1/2 t with < 1, we conclude that
these functions coincide on the ray (, 1) and, hence, in the half-plane Re < 1.
Having in mind [Chapter I, Exercise 13, (a)], we get
(1 )1/2 n on
, n = 0, 1, 2, . . .
a2n () =
n!22n
1
Therefore,
if Re < 1/2;
1/2
n
0
if Re = 1/2;
lim sup(4n + 1)
log |(4n/e) a2n () =
n
if 1/2 < Re < 1.
In this way we obtain the representation of the function exp(z 2 ), Re < 1/2,
as a series in Hermite polynomials in the whole complex plane:
(2.37)
exp(z 2 ) =
X
(1 )1/2 n on
H2n (z).
2n
n!2
1
n=0
2.5 There are cases when the expansion of a complex-valued function f

H(S(0 )), 0 < 0 , in a series of Hermite polynomials can be obtained only
by using the Christoffel-Darboux formula for the Hermite system as well as the
asymptotic properties of Hermite polynomials and Hermite associated functions.
(V.2.9) Suppose that 0 < < and let be a locally L-integrable complexvalued function on the line l( ) : = t i, < t < . If satisfies the
condition
Z
|t i |1 |(t i )| dt < ,
(2.38)
then for z S( ) the function

(2.39)
Z
1
()
d, z C \ l( ),
F (z) =
2i l( ) z
has a representation by a series in Hermite polynomials with coefficients

Z
1
(2.40)
An =
G
()() d, n = 0, 1, 2, . . . .
2iIn l( ) n
127

Proof. From (2.39) and [Chapter III, (4.14)] it follows that if z C \ l( )
and = 0, 1, 2, . . . , then
(2.41)
F (z) =
An Hn (z) + R (z),
n=0
where
Z
1
(z, )()
d
R (z) =
2i l( )
z
and (z, ) is given by [Chapter I, (4.30)]

Having in mind [Chapter III, (4.33)], the inequalities [Chapter III, (4.24)] and
[Chapter III, (5.3)] as well as the Stirling formula, we obtain that for (0, )
and z = x + iy S( ),
Z
n
o
2
|R (z)| = O exp[x 2 + 1]
|t i z||(t i )| dt .
But since sup{|t i ||t i z|1 : t R} < for z S( ), from (2.38)

it follows that
Z
|t i z|1 |(t i )| dt < ,
hence, lim R (z) = 0. Then (2.41) yields that the series in the Hermite
polynomials with coefficients (2.40) is convergent in the strip S( ) and that the
function (2.39) is its sum.
Remark. It is clear that the assertion (V.2.9) remains true if we replace
l( ) by the line l( ) : = t + i, < t < .
(V.2.10) Suppose that the function f H(S(0 )), 0 < 0 , satisfies the
following condition: for every (0, 0 ) there exists ( ) > 0 such that |f (z)|
= O(|z| ( ) ) when z in (S)( ). Then f has an expansion for z S(0 ) in
the Hermite polynomials with coefficients (n = 0, 1, 2, . . . )
Z
1
(2.42) an =
{G (t i )f (t i ) G+
n (t + i )f (t + i )} dt, 0 < < 0 .
2iIn n
Proof. For z S(0 ) we define the functions
Z
f ()
1
d
F (z) =
2i l( ) z
and
128
Z
1
G(z) =
f () d,
2i l( )
Expansions in series of Laguerre polynomials

provided is chosen so that | Im z| < < 0 . These functions are holomorphic
in S(0 ) and, as it is easy to prove by means of the Caychy integral formula, the
equality f (z) = F (z) G(z) holds for z S(0 ).
Further, from (V.2.9) it follows that
F (z) =
An Hn (z)
n=0
and
G(z) =
X
Bn Hn (z)
n=0
for z S(0 ) and, moreover,

Z
Z
1
1
An =
G ()f () d =
G (t i )f (t i ) dt
2iIn l( ) n
2iIn n
and
Z
Z
1
1
+
G ()f () d =
G+ (t + i )f (t + i ) dt.
Bn =
2iIn l( ) n
2iIn n
for n = 0, 1, 2, . . . .
Thus, we come to the representation of the function f in S(0 ) by a series in
the Hermite polynomials with coefficients given by the equalities an = An Bn , n
= 0, 1, 2, . . . .
Remark. The fact that a function f H(S(0 )) satisfying the hypothesis of
(V.2.10) has a representation by a series in the Hermite polynomials in the strip
S(0 ) follows immediately from (V.2.7). The essential thing is that the coefficients
{an }
n=0 have representations in terms of the Hermite associated functions by
means of the equalities (2.42).
3. Expansions in series of Laguerre polynomials
3.1 Suppose that C, 0 < , and denote by L() (0 ) the C-vector space
of the complex-valued functions which are holomorphic in the region (0 ), and
()
which are representable there by series in the Laguerre polynomials {Ln (z)}
n=0 .
It is not difficult to prove that L() (0 ) is a proper C-vector subspace of H((0 )).
Indeed, the following proposition is true:
(V.3.1) Suppose that R \ Z . If the complex function f H((0 )) is
()
representable for z (0 ) by a series in the polynomials {Ln (z)}
n=0 , then for
(0, 0 ) and > max(1, 2),
(3.1)
|f (z)| = |f (x + iy)| = O(|z|/21/4 exp x)

129
on the closed region (,

) = () {z C : |z| }.
Proof. If we assume that the representation [Chapter IV, (2.1)] holds for f in
the region (0 ), then from (IV.2.1) it follows that |an | = O(exp[2( + ) n])
provided 0 < < + < 0 . Further, from [Chapter III, (4.21)] we find that if
z (,
), then
X
( )
|f (z)|
|an Ln (z)|
( )
|a0 ||L0 (z)|
n=0
+ O |z|/21/4 exp x
n/21/4 exp(2 n) ,
n=1
and, since
()
L0 (z)
is a constant, we obtain the inequality (3.1).
3.2 A growth characteristic of the functions in the space L() (0 ) can be obtained by the aid of the proposition (V.2.7) which itself is a corollary of (V.2.6).
Recall that by E(0 ), 0 < 0 , we denoted the C-vector space of the complexvalued functions holomorphic in the strip S(0 ) and having there expansions in
Hermite polynomials. The following proposition plays an essential role in the
further considerations.
(V.3.2) If f E(0 ), 0 < 0 , and is a L-integrable complex function on
the interval [0, 1], then:
(a) zf (z) E(0 );
Z 1
(b)
(t)f (zt) dt E(0 );
0
(c) f 0 (z) E(0 ).

Proof. (a) If 0 < + < 0 , then for z = x + iy S( ) we have
|zf (z)| = O{(x2 + y 2 )1/2 h( + ; x, y)}
= O{h( ; x, y)(x2 + 2 )1/2 h( + ; x, y)[h( ; x, y)] 1}
Since [( + )2 y 2 ]1/2 ( 2 y 2 )1/2 when |y| , it follows that
(x2 + 2 )h( + ; x, y)[h( ; x, y)]1
= (x2 + 2 )1/2 exp{|x|[( + )2 y 2 ]1/2 ( 2 y 2 )1/2 ]}
(x2 + 2 )1/2 exp(|x|) = O(1).
Hence, |zf (z)| = O(h( ; x, y)) when < x < and |y| , i.e zf (z) H(0 )
and then (V.2.8) yields that zf (z) E(0 ).
(b) Suppose that 0 < < 0 . If t [0, 1] is fixed, then
(t, u) = t(1 t2 u)1/2 (1 u)1/2 , 0 u 1,
130

as a function of u, is not decreasing since u0 (t, u) 0 when 0 u < 1. Therefore,
(t, u) (t, 0), i.e. t(1 t2 u)1/2 (1 u)1/2 (1 t), 0 u 1. Setting
u = y 2 / 2 , we obtain the inequality t( 2 t2 y 2 )1/2 ( 2 y 2 )1/2 (1 t) which
is valid when |y| . Hence, if |x| 2 and 0 t 1, then
h( ; tx, ty)[h( ; x, y)]1
= exp{(1 t2 )x2 /2 |x|[t( 2 t2 y 2 )1/2 ( 2 y 2 )1/2 ]}
exp{(1 t)[(1 + t)x2 /2 |x|]} 1.
If z = x + iy S( ), then
Z
Z 1
(t)f (zt) dt max{|f (zt)| : 0 t 1}
|(t)| dt
0
= O{max[h( ; tx, ty) : 0 t 1]} = O{h( ; x, y)}.

(c) Suppose that the series representation [Chapter IV, (54.27)] holds for
a function f H(S(0 )). Then from the uniform convergence of this series
on the compact subsets of the strip S(0 ), and from the equalities Hn0 (z) =
2nHn1 (z), n = 1, 2, 3, . . . [Chapter I, Exercise 11] it follows that f 0 (z) =
X
2(n + 1)an+1 Hn (z) in S(0 ), i.e. f 0 E(0 ).
n=0
(V.3.3) If 1/2 < Re < 1/2, then the integral transform

Z 1
1
( )
(1 t2 )1/2 F (zt) dt
(3.2)
f (z) = P (F ; z) =
( + 1/2) 0
is an automorphism of the space E(0 ).
Proof. From (V.3.2),(b) it follows that if F E(0 ), then f E(0 ). The
equalities
(k /2 + 1/2)
f (k) (0) =
F (k) (0), k = 0, 1, 2, . . .
2( + k/2 + 1/2)
imply immediately that the mapping P () is injective.
Define
(3.3) F (z) = Q
( )
Z 1
2z
d
2 /21/2 2+1
(f ; z) =
(1t )
t
f (zt) dt .
dz (/2 + 1/2) 0
From (V.3.2) it follows that if f E(0 ), then F E(0 ). Using power series
representation for the functions F and f centered at the origin we easily prove
that P () (F ; z) = f (z) for z U (0; 0 ) and, hence, in the whole strip S(0 ), i.e.
the mapping P () is surjective.
131

Suppose that the sequence {Fn (z)}
n=1 H(S(0 )) is convergent in the space
H(S(0 )) to the function F H(S(0 )). If T > 0 and 0 < 0 , then it is
uniformly convergent on the compact set K(T, ) = {z = x + iy : |x| T, |y| }.
From (3.2) it follows that the sequence {P () (Fn ; z)}
n=1 is uniformly convergent
()
on the set K(T, ) to the function P (F ; z). Since each compact subset of S(0 )
is contained in a set of the kind K(T, ), we find that limn P () (Fn ; z)
= P () (F ; z) with respect to the topology of the space H(S(0 )). Since this topology is metrizible, it follows that the mapping P () is continuous. In a similar way
we prove that the mapping Q() is also continuous. Since we consider E(0 ) as a
topological vector space with respect to the topology induced by that of H(S(0 )),
we obtain that P () and Q() are continuous as mappings of the space E(0 ).
Remark. The integral transform P () is, in fact, an operator of fractional
differentiation of Riemann-Liuvilles type and Q() is its inverse.
0 ), 0 < 0 , the set of even functions in E(0 ), i.e. E(
0 ) is
Denote by E(
the space of all complex functions which are holomorphic in the region S(0 ) and
which have there expansions in series of the polynomials {H2n (z)}
n=0 . Evidently,
()
the restriction of the operator P

to the subspace E(0 ) is an automorphism of
this subspace. Moreover, since {H2n (z)}

n=0 is a basis of E(0 ), as an immediate
corollary of (V.3.3) and (II.2.7) we obtain the following proposition:
(V.3.4) If 0 (0, ] and 1/2 < Re < 1/2, then the system of polynomials
{Ln (z 2 )}
n=0 is a basis of the space E(0 ).
()
Now, we are able to give a growth characteristic of the functions in the space
L (0 ), i.e. of the complex functions which are holomorphic in a region of the
kind (0 ), 0 < 0 , and have there representations as series in Laguerre
polynomials with parameter C. Moreover, we are to make clear for which
()
()
the system of polynomials {Ln (z)}
n=0 is a basis in the space L (0 ).
( )
(V.3.5) Suppose that 0 < 0 and C. Then L() (0 ) L(+1) (0 ). If

f (z) L(+1) (0 ), then zf (z) L() (0 ).
Proof. Suppose that the representation [Chapter IV, (4.6)] holds for the function f H((0 )) in the region (0 ). Then, having in mind the relation [Chapter
III, (2.10)], we find that
X
(+1)
f (z) =
(an an+1 )Ln
(z), z (0 ),
(3.4)
n=0
i.e. f L(+1) (0 ).
Conversely, if f (z) L(+1) (0 ), then from the relation [Chapter I, Exercise 6,
(b)], i.e.
(3.5)
132
(+1)
zLn
( )
()
(z) = (n + + 1)Ln (z) (n + 1)Ln+1 (z), n = 0, 1, 2, . . . ,

it follows that the function zf (z) is representable by a series in the polynomials
()
{Ln (z)}
n=0 in the region (0 ). Indeed, (IV.2.1),(b) and the equality
(3.6)
lim sup(2 n)1 log |nan | = lim sup(2 n)1 log |an |
n
yield that if the series

the series
( )
an Ln (z) converges in the region (0 ), then so does
n=0
()
nan Ln (z).
n=0
If 0 < < , then we denoted by () the closure of the region (), i.e.
() = {z C : Re(z)1/2 )}. Define, in addition, (0) = [0, ). Further, by
(; x, y) we denote the function defined in () as follows:
(; x, y)
p
(3.7)
= exp
x2 + y 2 + x
p
p 2

x y2 + x 2
x2 + y 2 x 1/2

.
2
2
p
The equality z = 2 with z = x + iy and = + i gives that 2 = ( x2 + y 2
p
+x)/2 and 2 = ( x2 + y 2 x)/2. Moreover, if S() = {w C : | Im w|
}, 0 < , then z () and (2.34) yields that
(3.8)
h(; , ) = (; x, y).
Denote by L(0 ), 0 < 0 , the C-vector subspace of H((0 )) consisting of

the functions f which satisfy the following condition: for [0, 0 ) there exists a
constant D = D() 0 such that the inequality
(3.9)
|f (z)| = |f (x + iy)| D()(; x, y).
holds for z = x + iy ().

Further, denote Ak = {z C : Re z = k + 1/2, z 6= k + 1/2}, k = 0, 1, 2, . . .
S
and define A = kZ Ak .
(V.3.6) If C \ A and 0 (0, ], then the space L() (0 ) coincides with
the space L(0 ).
Proof. Suppose that L() (0 ) = L(0 ) for some C. If the function f
L(+1) (0 ), then from (V.3.5) it follows that zf (z) L() (0 ), i.e. zf (z)
L(0 ), hence, f (z) L(0 ). If, conversely, f L(0 ), then again (V.3.6) yields
that f L(+1) (0 ). In other words, if the proposition which we wish to prove
holds for some C, then it holds for + 1 too.
133

Suppose now that L(+1) (0 ) = L(0 ) with C. If f L() (0 ), then
f L(+1) (0 ), hence, f L(0 ). If, conversely, f L(0 ), then the function
z 1 {f (z) f (0)} L(0 ) = L(+1) (0 ) and, using again (V.3.6), we find that
f (z) f (0) L() (0 ), i.e. f L() (0 ).
From this considerations it follows that it is sufficient to prove the validity of
(V.3.6) if 1/2 < Re < 1/2 as well as if = 1/2.
Suppose that 1/2 < Re < 1/2 and let f L() (0 ), i.e. the function
()
f H((0 )) is representable by a series in the Laguerre polynomials {Ln (z)}
n=0
in the region (0 ). Then the function f ( 2 ) H(S(0 )) has an expansion in a
()
series of the polynomials {Ln ( 2 )}
n=0 in the region S(0 ). Then from (V.3.4)
2
it follows that for [0, 0 ), f ( ) E()

E(), and from (V.2.7) we find
2
that |f ( )| = O(h(; , )) for = + i S(). Finally, (3.8) yields that
|f (z)| = O((; x, y)) for z = x + iy (), i.e. f L(0 ).
If, conversely, f L(0 ), then for [0, 0 ) we have |f ( 2 )| = O(h(; , ))
0 ). It means,
for = + i S() and from (V.2.7) we obtain that f ( 2 ) E(
2
due to (V.3.4), that the function f ( ) is representable in the strip S(0 ) by a
()
series in the polynomials {Ln ( 2 )}
n=0 , i.e. the function f (z) has an expansion in
()
()
a series of the polynomials {Ln (z)}
n=0 in the region (0 ), hence, f L (0 ).
It remains to consider the case = 1/2. Suppose that f L(1/2) (0 ). If we
take into account the relation [Chapter I, Exercise 14,(a)], i.e.
(3.10)
(1/2)
Ln
( 2 ) = (1)n 22n (n!)1 H2n (), n = 0, 1, 2, . . . ,
then we can conclude that the function f ( 2 ) H(S(0 )) is representable by a

series in the polynomials {H2n ()}
n=0 in the strip S(0 ), i.e. it belongs to the space
E(0 ). Then from (V.2.7) it follows that for [0, 0 ), |f ( 2 )| = O(h(; , ))

for = + i S() and, hence, |f (z)| = O((; x, y)) for z = x + iy (), i.e.
f L(0 ).
Let, conversely, f L(0 ). Then for the even function f ( 2 ) we have the estimate |f ( 2 )| = O(h(; , )) for = + i S(), 0 < 0 . Further, from
(V.2.7) it follows that this function is representable by a series in the polynomials {H2n (z)}
n=0 in the region S(0 ), and from relation (3.10) we obtain immediately that the function f ( 2 ) has an expansion in a series of the polynomials
(1/2)
{Ln
( 2 )}
n=0 in the strip S(0 ). Hence, the function f (z) is representable by a
(1/2)
series in the polynomials {Ln
(1/2)
(0 ).
(z)}
n=0 in the region (0 ), i.e. f L
Denote by L() the system of the Laguerre polynomials with parameter , i.e.
()
L() = {Ln (z)}
n=0 .
(V.3.7) If C \ (A Z ) and 0 < 0 , then the system L() is a basis
of the space L() (0 ).
Proof. Suppose that the system L() is a basis of L() (0 ). If the series
134
X
(+1) (+1)
an
Ln
(z) is convergent in the region (0 ) and its sum is identically
n=0
X
(+1)
(+1)
zero, then the same holds for the series
an
zLn
(z). Then from relation
n=0
(3.6) we obtain that

( +
(+1) ()
1)a0
L0 (z)
(+1)
{(n + + 1)an
n=1
(+1)
()
nan1 }Ln (z) = 0
(+1)
(+1)
(+1)
for z (0 ). Therefore, ( + 1)a0

= 0 and (n + + 1)an
an1 = 0
(+1)
for n = 1, 2, 3, . . . and since + 1 6= 0, 1, 2, . . . , we find that an
= 0 for
n = 0, 1, 2, . . . .
X
() ()
(+1)
(+1)
Suppose now that L
is a basis in L
(0 ). If the series
an Ln (z) is
n=0
convergent in (0 ), and its sum is identically zero, then the relations (3.5) give
X
()
( )
(+1)
()
()
(an an+1 )Ln
(z) = 0 for z (0 ). Hence, an an+1 = 0, n = 0, 1, 2, . . . ,
n=0
( )
i.e. an
()
= a0 , n = 1, 2, 3, . . . . But the series
X
() ()
a0 Ln (z) is convergent in a
n=0
()
region of the kind (0 ) with 0 < 0 if and only if a0 = 0.

From the above considerations it follows that it is sufficient to prove the
assertion only when 1/2 < < 1/2 as well as in the case = 1/2. If
()
()
1/2 < < 1/2, then the system {Ln (z)}
n=0 is a basis of the space L (0 )
( )
since, due to (V.3.5), the system {Ln (z 2 )}

n=0 is a basis of the space E(0 ). The
(1/2)
(1/2)
system {Ln
(z)}
(0 ) because of the relation (3.10) and
n=0 is a basis in L
0 ).
the fact that the system {H2n (z)}n=0 is a basis in E(
3.3 Now, as an application of (V.3.7), we are going to prove a proposition

which could be considered as a generalization of (IV.5.2).
(V.3.8) Suppose that 0 < 0 , R \ Z and f L() (0 ). Denote by
( )
()
{an (f )}
n=0 the coefficients of the series in the Laguerre polynomials {Ln (z)}n=0
representing the function f in the region (0 ) and let 0 < < 0 .
(a) If is not an integer, then
Z
1
()
( )
(z) exp(z)Ln (z)f (z) dz n = 0, 1, 2, . . . ;
(3.11) an (f ) =
( )
2iIn sin p()
(b) for k = 0, 1, 2, . . . ,
Z
(1)k
(k )
(k )
(z)k exp(z) log(z)Ln (z)f (z) dz, n = 0, 1, 2, . . . .
(3.12) an =
(k )
2iIn p()
135

Proof. Since L() (0 ) = L(0 ), we have |f (z)| = O((; x, y)) for (0, 0 )
and for z = x + iy (). In particular, |f (z)| = O(exp(x/2)) on the parabola
p() = (). Therefore, the integrals on the right-hand sides of (3.11) and (3.12)
are absolutely convergent for n = 0, 1, 2, . . . provided 0 < < 0 .
(+1)
()
From [III, (2.10)] it follows that an
()
= an an+1 , n = 0, 1, 2, . . . . Moreover,
X
()
(+1)
0
the equalities [IV, (5.8)] give that f (z) = an+1 (f )Ln
(z) for z (0 ) and,
(+1)
n=0
()
hence, an
(f 0 ) = an+1 (f ), n = 0, 1, 2, . . . .
Suppose that the part (a) of the proposition holds if + 1 R \ Z. Integrating
by parts we obtain
(+1)
(+1)
2iI0
sin( + 1).a0
(f )
Z
=
[( + 1)(z) f (z) + (z)+1 f 0 (z)] exp(z) dz.
p()
(+1)
( )
Since I0
= ( + 1)I0
(+1)
a0
and sin( + 1) = sin , we find that

Z
1
(+1)
(z) exp(z)f (z) dz + a0
(f 0 ).
=
()
2iI0 sin p()
( )
(+1)
Since a0 (f ) = a0
()
a0 (f ) =
()
(+1)
(f ) + a1 (f ) = a0
Z
1
()
2iI0
sin p()
(+1)
(f ) a0
(f 0 ), we conclude that
(z) exp(z)f (z) dz.
The above reasoning shows that if (a) holds for + 1 and n = 0, then it holds
for and n = 0 too.
Suppose now that (a) holds for + 1 and for some n 1. Then, having in
(+1)
()
(+1)
mind (3.6) as well as the relations (n + + 1)/In
= 1/In , (n + 1)/In
()
= 1/In+1 , n = 0, 1, 2, . . . , we find that

Z
1
(+1)
(+1)
an
(f ) =
(z)(+1) exp(z)Ln
(z)f (z) dz
+1
2iIn sin( + 1) p()
Z
1
()
()
=
(z) exp(z)[(n + + 1)Ln (z) (n + 1)Ln+1 (z)]f (z) dz
(+1)
2iIn
sin p()
Z
1
()
()
= an (f )
(z) exp(z)Ln+1 (z)f (z) dz.
()
2iIn+1 sin p()
( )
( )
(+1)
Since an+1 (f ) = an (f ) an
()
an+1 (f ) =
136
(f ), we get finally
Z
()
(z) exp(z)Ln+1 (z)f (z) dz.
1
2iIn+1 sin p()

It means that if the part (a) holds for + 1 R \ Z, then it holds for too,
i.e. it is sufficient to prove it when > 1.
As in the proof of (II.2.4), denote by R i(, R) the points of intersection
of the parabola p() and the line Re z = R > 0. Since |f (z)| = O(exp(R/2))
for z = R + iy (), 0 < < 0 , the Cauchy integral theorem yields that the
integrals in (3.11) and (3.12) in fact does not depend on (0, 0 ). But if > 1
is not an integer, then
Z
1
()
lim
(z) exp(z)Ln (z)f (z) dz
()
2iIn sin 0 p()
Z
1
()
t exp(t)Ln (t)f (t) dt, n = 0, 1, 2, . . . ,
= ()
In
0
and the validity of the equalities (3.11) follows from (IV.5.7).
If = k is a nonnegative integer, then
Z
(1)k
(k )
lim
(z)k exp(z) log(z)Ln (z)f (z) dz
()
2iIn 0 p()
Z
1
(k )
tk exp(t)Ln (t)f (t) dt, n = 0, 1, 2, . . . ,
= (k )
In 0
and, thus, we arrive to (3.12).
()
Remark. If f (z) 1, then a0 = 1 and (3.11) yields that for (0, ) and
R \ Z,
Z
(3.13)
(z) exp(z) dz = 2i( + 1) sin ,
p()
and
(3.14)
Z
p()
z k exp(z) log(z) dz = 2i.k!.
for k = 0, 1, 2, . . .
Let us consider as an example the entire function exp(z). If Re < 1/2, then
it is in the space L() since exp(z 2 ) H(). Therefore, for each R \ Z
()
it has a representation by a series in the polynomials {Ln (z)}
n=0 in the whole
()
complex plane. Denote by {an ()}n=0 the coefficients of this representation.

Then the Rodrigues formula for the Laguerre polynomials in the region C \ [0, )
[I, Exercise. 5, (c)] as well as the representations (3.11) give that if R \ Z, then
(n = 0, 1, 2, . . . ),
Z
(1)n
()
exp(z){(z)n+ exp(z)}(n) dz.
an () =
( )
2in!In sin p()
137

Integrating by parts we obtain
Z
n
an () =
(z)n+ exp[(1 )z] dz.
2i(n + + 1) sin p()
( )
If = is real, i.e. (, 1/2), then

Z
n /(1 )n
()
an () =
[z(1 )]n+ exp[(1 )z] dz.
2i(n + + 1) sin p()
By substituting (1 )1 z for z, the parabola p() is transformed into the
parabola p((1 )1/2 ) and, therefore,
Z
n /(1 )n++1
( )
an () =
(z)n+ exp(z) dz.
2i(n + + 1) sin p((1 )1/2 )
Since n + R \ Z, (3.13) gives that
(3.15)
()
an () = (1 )1 (/(1 ))n , n = 0, 1, 2, . . .
( )
For n = 0, 1, 3, . . . , an () and (1 )1 (/(1 ))n are holomorphic

functions of in the half-plane Re < 1/2. From (3.15) and the identity theorem
it follows that they coincide in this half-plane, i.e.
()
an () = (1 )1 (/(1 ))n , n = 0, 1, 2, . . . .
Hence, we have the representation
(3.16)
(1 )
1+
exp(z) =
()
(/(1 ))n Ln (z), Re < 1/2, z C.
n=0
Its validity was proved under the assumption that R \ Z, but it remains
true for each C and we leave the proof of the last assertion as an exercise to
the reader.
We have already seen that the function exp(z 2 /2) is not in the space H() and
that is why the function exp(z/2) is not in the space L() () for any R. Since
lim1/20 exp(z/2) uniformly on every compact subset of C, the space L() ()
considered with the topology induced by that of the space H(C) is not closed in
H(C), i.e. it is not a Frechet space.
Remark. Setting /(1 ) = w in (3.16), we obtain the representation [II,
(2.4)].
3.4 The representation by series in Laguerre polynomials of some classes of
holomorphic functions can be obtained without using (V.3.7). Of course, this
138

proposition ensures the existence of the corresponding expansions but the way we
are going to follow leads to integral representations of their coefficients in terms
of the Laguerre associated functions.
(V.3.9) Suppose that 0 < < , R \ Z and let F be a locally L-integrable
complex-valued function on the ray (, 20 ]. If F satisfies the condition:
Z 2
0
(3.17)
|F (t)|(t) () dt < , () = max(1, /2 5/4),
then the function

Z 2
0 F (t)
1
dt, z C \ (, 20 ]
f (z) =
2i t z
(3.18)
()
is representable for z (0 ) by a series in the Laguerre polynomials {Ln (z)}

n=0
with coefficients
Z 2
0
1
()
(3.19)
an =
F (t)Mn (t) dt, n = 0, 1, 2, . . . .
()
2iIn
Proof. From (3.17) and the asymptotic formula [Chapter III, (3.1)] it follows
immediately that the integral in the right-hand side of (3.19) is absolutely convergent for n = 0, 1, 2, . . . . We replace by t in [Chapter III, (4.10)], multiply by
(2i)1 F (t), and integrate on the interval (, 20 ]. Thus, we obtain that
f (z) =
( )
()
an Ln (z) + R (z), z C \ (, 20 ], = 0, 1, 2, . . . ,
n=0
where an , n = 0, 1, 2, . . . are given by the equalities (3.19),

Z 2 ()
0
1
(z, t)F (t)
dt, = 0, 1, 2, . . . ,
R (z) =
2i
tz
()
and () (z, t) is obtained from [Chapter I, (4.28)] by substituting t for .

The asymptotic formula [Chapter III, (2.1)], the inequality [Chapter III, (5.1)]
and the condition (3.17) yield
Z 2
0
()
1/2
1/2
|F (t)|
dt ,
|R (z)| = O exp{2[0 Re(z) ] }
()
()
for z (0 ) \ [0, ) and, hence, lim R (z) = 0. This means that the series
()
in the Laguerre polynomials {Ln (z)}
n=0 with coefficients (3.19) is convergent in
the region (0 ) \ [0, ). From (IV.2.1), (a) it immediately follows that this
139

series converges in the whole region (0 ) and, moreover, that it represents the
function f there.
If 0 < 0 < , then we denote by V (0 ) the half-plane Re z > 20 and define
V () = C.
(V.3.10) Suppose that 0 < 0 , R \ Z and let f H(V (0 )). If
limzV (),z f (z) = 0 for any (0, 0 ), then the function f is representable
()
for z (0 ) by a series in the Laguerre polynomials {Ln (z)}
(3.20)
an =
Z 2 +i
1
()
2iIn
i
2
( )
f ()Mn () d, (0, 0 ), n = 0, 1, 2, . . . .
Proof. The function f has the representation

(3.21)
Z 2 +i
1
f ()
d, z V ().
f (z) =
2i 2 i z
in any half-plane V (), 0 < < 0 .

In order to prove this, we denote by 2 (, R), (, R) > 0 the points of
intersection of the line Re z = 2 and the circle C(0; R) with R > max(2 , |z|).
If (, R) is the positively oriented arc of the circle C(0; R) lying in the half-plane
V (), then the Cauchy integral formula yields
(3.22)
Z 2 +i(,R)
Z
1
f ()
1
f ()
d +
d.
f (z) =
2i 2 i(,R) z
2i (,R) z
If M (, R) = max{|f ()| : (, R)}, then
1
RM
(,
R)
f
()
d = O
2i
R |z|
(,R) z
and, since limR M (, R) = 0, the representation (3.21) is a corollary of (3.22).
Further, the Christoffel-Darboux formula [Chapter III, (4.30)] gives
(3.23)
1
f ()
()
()
+
L (z)M0 ()f ()
2i( z) 2iI0() 0
()
()
2iIn
()
Ln (z)Mn ()
(z, )f ()
.
2i( z)
Using the asymptotic formula [Chapter III, (3.2)] we prove easily that the
integral in (3.20) is absolutely convergent for each n 1, and then (3.23) yields
140

that it exists for n = 0 too. Moreover, by integrating the equality (3.23) on the
line = 2 + i, < < , we obtain that for z V (),
(3.24)
f (z) =
( )
an Ln (z) + R (; z),
n=0
where an , n = 0, 1, 2, . . . , are given by the equalities (3.20) and

Z 2 +i
1
(z, )f ()
d
R (; z) =
2i 2 i
z
Z
()
M +1 (2 + i )f (2 + i )
d
=
( )
z + 2 i
2I
Z
()
( + 1)L +1 (z) M() (2 + i )f (2 + i )
d
()
z + 2 i
2I
()
( + 1)L (z)
(1)
(2)
= R (; z) + R (; z).
If z (), then [Chapter III,(2.3)], [Chapter III, (4.1)] and Stirlings formula
yield
()
(1)
2
s
()
1/2
]
|M +1 ( + i ) d ,
(3.25) |R (; z)| = O
exp[2 Re(z)
where s() depends on only.

As a corollary of the integral representation [Chapter III, (2.4)] we obtain the
inequality
Z
Z Z
t +1+ exp(t)
()
2
dt d
|M +1 ( + i )| d
[(t + 2 )2 + 2 ]( +2)/2
0
Z Z
=
0
[(t + 2 )2 + 2 ]( +2)/2
t +1+ exp(t) dt.
Setting = (t + 2 )u, < u < , we get that

Z
( )
|M +1 (2
Z
Z +1+
du
t
exp(t) dt
+ i )| d
(t + 2 ) +1
(1 + u2 )( +2)/2
0
Z
Z +1+
t
exp(t) dt du
= M+1 (2 ).
+1
2
(t + )
1 + u
0
Further, from the asymptotic formula [Chapter III, (3.1)] as well as from
(1)
(3.25), we have that lim R (; z) = 0. In a similar way we prove that
141

(2)
lim R (; z) = 0 for z (). Then (3.24) yields that the function f is rep()
resentable in the region () as a series in the Laguerre polynomials {Ln (z)}
n=0
with coefficients given by the equalities (3.20). Since (0, 0 ) was arbitrary, the
assertion follows from (IV.5.4).
A proposition like (V.3.10) holds under weaker hypothesis on the growth of
the function f in the half-planes V (), 0 < < 0 .
(V.3.11) Suppose that 0 < 0 , R \ Z and that f H(V (0 )). If
there exists q R such that for each (0, 0 ), |f (z)| = O(|z|q ) when z in
V (), then the function f is representable as a series in the Laguerre polynomials
()
{Ln (z)}
n=0 in the region (0 ). Moreover, if k > q + 1 is a positive integer, then
the coefficients {an }
n=k of this representation are given by the equalities (3.20).
Proof. It is easy to prove that if (0, 0 ) then
f
(k )
Z 2 +i
k!
f ()
d, z V ().
(z) =
2i 2 i ( z)k+1
Differentiating the Christoffel-Darboux formula [Chapter III, (4.12)] with respect to z and using [Chapter IV, (5.8)], we obtain that for k
( )
X
(1)k Mn () (+k)
k!
Lnk (z)
=
()
( z)k+1
I
n
n= k
(3.26)
k
X
k (1)s (k s)!( + 1)
s=0
()
( z)ks+1 I
(+s)
()
(+s)
( )
{Ls (z)M +1 () Ls+1 (z)M ()}.
As in the proof of (V.3.10) we obtain the equality

f
(k )
(z) =
(+k )
(1)k an Lnk (z), z (),
n=k
where {an }
n=k are given by (3.20). We integrate k-times the last representation
X
( )
an Ln (z), where Pk1 is a polynomial of
and obtain that f (z) = Pk1 (z) +
n= k
degree less or equal to k 1. Notice that the termwise integration is possible
X
(+p)
since each of the series
an Lnp (0), p = 0, 1, 2, . . . , k, is convergent. Indeed, if
n= p
(+p)
(0, 0 ), then lim supn (2 n)1 log |an | and, moreover, Lnp (0) =
n+
= O(n+p ) when n .
np
( )
Since deg Ln (z) = n for C and n = 0, 1, 2, . . . , the system of the Laguerre
()
n=0 is linearly independent, i.e. it is a basis in the space of
142

all polynomials. In particular, Pk1 (z) is a linear combination of the polynomials
()
1
{Ln (z)}k
n=0 .
An example illustrating the proposition (V.3.12) is the function z p exp(z),
where p is a positive integer and > 0. It shows that there exists an entire function
satisfying the condition |f (z)| = O(|z|p ) in every half-plane V (), 0 < < , but
not in V () = C.
(V.3.12) Suppose that 0 < < , R \ Z and let F be a locally Lintegrable complex function on the parabola p(). If F satisfies the condition:
Z
(3.27)
||() |F ()|dm() < , () = max(1, /2 5/4),
p()
where m() is the Lebesgue measure on p(), then the function

Z
1
F ()
d, z C \ p(),
(3.28)
f (z) =
2i p() z
()
is representable for z () by a series in the Laguerre polynomials {Ln (z)}

n=0
with coefficients
Z
1
()
Mn ()F () d, n = 0, 1, 2, . . . .
(3.29)
an =
()
2iIn
p()
Proof. Notice that the integrals in (3.28) and (3.29) do exist and this follows
from (3.27) as well as from the asymptotic formula [Chapter III, (3.2)]. Then the
Christoffel-Darboux formula [Chapter III, (4.30)] yields the representation f (z)
X
()
()
=
an Ln (z) + r (z), where an , n = 0, 1, 2, . . . , are given by (3.29) and
n=0
Z
( )
1
(z, )F ()
d,
r (z) =
2i p()
z
()
= 0, 1, 2, . . . .
Furthermore, Stirlings formula and the asymptotic formulas for the Laguerre
polynomials as well as the inequality [Chapter III, (5.1)] imply that if z (),
then
()
/
1/2
1/2
25/4
||
|r (z)| = O exp[2( Re(z) ) ]
|F ()|dm()
p()
()
and, hence, lim r (z) = 0.

Remark. Schwarzs inequality enables us to replace the hypothesis (3.27) by
the following one:
Z
(3.30)
||max(0,1/2) |F ()|2 dm() < .
p()
143

(V.3.13) Suppose that 0 < 0 , R \ Z and let the function f
H((0 )) satisfy the conditions:
(a) for each (0, 0 ) there exists () > 0 such that |f (z)| = O(|z|1/2 () )
when z in ();
Z
(b)
|z|() |f (z)|dm() < , 0 < < 0 , () = max(1, /2 5/4).
p()
Then f is representable for z (0 ) by a series in the Laguerre polynomials

{Ln (z)}
Z
1
()
(3.31)
an =
Mn ()f () d, n = 0, 1, 2, . . . .
( )
2iIn
p()
()
Proof. For (0, 0 ) we have the integral representation

Z
1
f ()
d, z ().
(3.32)
f (z) =
2i p() z
Indeed, if z () is fixed, then for > max(1, 22 , |z|),
Z
Z
1
1
f ()
f ()
d +
d,
f (z) =
2i (,) z
2i (,) z
where (, ) and (, ) are as in the proof of (IV.2.1). If l(, ) is the length
of (, ), then l(, ) = O( ) when and, hence,

Z
f ()
d = O( () ) = o(1), .
(,) z
From (V.3.12) it follows that for (0, 0 ) the function f is representable in

()
() by a series in the Laguerre polynomials {Ln (z)}
n=0 with coefficients given
by the equalities (3.31). Therefore, the assertion we wish to prove is a corollary of
(IV.5.4).
Remarks: (1) It is clear that the condition (a) can be replaced by the requirement
Z
(3.33)
|f ()|dm() = o(), .
(,)
(2) It seems that the conditions (a) (respectively (3.33)) and (b) are independent. For instance, if = 1/2, then the function f (z) = (z + 20 ) , 0 < 0 < ,
with 0 < < 1/2 satisfies (a) but not (b). It is not clear, in general, whether the
validity of (b) implies (a) (or (3.33), respectively).
144

(V.3.14) Suppose that 0 < 0 , > 1 and f H((0 )). If for each
(0, 0 ) there exists () > 0 such that |f (z)| = O(|z|1/2 () ) when z
in (), then the function f is representable for z (0 ) by a series in the
()
n=0 with coefficients given by (3.29).
Proof. Since the function f is in the space L(0 ), from (V.3.6) and (V.3.7)
it follows that it has an expansion for z (0 ) in a series of Laguerre polynomials with parameter . Moreover, (IV.5.3) and [Chapter I, (3.1)] yield that the
coefficients of this expansion are
Z
1
{tn+ exp(t)}(n) f (t) dt, n = 0, 1, 2, . . . .
an =
()
n!In
0
It is easy to see that if = + i p() and 0 t < then | t|2
2 + 2 = ( + 22 )2 if 0 and | t|2 2 = 42 ( + 2 ) for 0. Therefore,
Z
ds
2n+2
p() | t|
Z
(( + 22 )/( + 2 ))1/2
2
d + 2
( + 22 )n+1
2
for n = 0, 1, 2, . . . .
0
Z
(( + 22 )/( + 2 ))1/2
d
(42 ( + 2 ))n+1
0
For (0, 0 ) we have

(3.34)
(n)
Z
n!
f ()
d, n = 0, 1, 2, . . .
(z) =
2i p() ( z)n+1
provided z ().
In particular, if z = t [0, ), then Schwarzs inequality gives
Z
n! 2 Z
ds
2
( n)
2
|f ()| ds
K(, n),
|f (t)|
2n+2
2
p()
p() | t|
where K(, n) is a constant depending on and n only. Then, after integration
by parts, we obtain that
Z
(1)n n+
t
exp(t)f (n) (t) dt, n = 0, 1, 2, . . . ,
an =
()
n!In
0
and, having in view (3.34), we come to the following integral representation of the
coefficients an , n = 0, 1, 2, . . . ,
Z
Z
1
f ()
n
+
(3.35)
an =
t
exp(t)
()
n+1 d dt.
2iIn
0
p() (t )
145

Since
Z
tn+ exp(t) dt
|f ()|
n+1 ds < ,
p() |t |
the multiple integral in (3.35) is absolutely convergent and changing the order of
integrations we obtain finally (n = 0, 1, 2, . . . )
Z n+
Z
1
1
t
exp(t)
()
dt f () d =
an =
Mn ()f () d.
()
(
)
n
+1
(t )
2iIn
2iIn
0
p()
Remark. If 3/2, then the proposition (V.3.14) is a particular case of
(V.3.13) since () 1/2.
3.5 So far we have considered series expansions in Laguerre polynomials of
holomorphic functions defined by means of Caychy type integrals, and we have
got integral representations of the coefficients of these expansions in terms of Laguerres associated functions. Now we shall see that under certain conditions the
existence of such representations is equivalent to the representations of the sums
of the series into consideration as Cauchy type integrals.
For a function f H((0 )), 0 < 0 , we say that it is representable as
a Caychy type integral in the region (0 ), if the equality (3.33) holds for every
(0, 0 ) and z ().
(V.3.15) Suppose that 0 < 0 , R \ Z and let f H((0 )) be such
that
Z
(3.37)
||/21/4 |f ()| ds <
p()
for (0, 0 ). Then in order that f has an expansion for z (0 ) in a series

( )
of the Laguerre polynomials {Ln (z)}
n=0 with coefficients given by the equalities
(3.32), it is necessary and sufficient f to be representable as a Cauchy type integral
in the region (0 ).
Proof. From he asymptotic formula [Chapter III,(2.3)], the inequalities [Chapter III, (4.1)], [Chapter III, (5.1)] and Stirlings formula we obtain that for each
(0, 0 ) and z (),
()
()
()
(3.38) (In )1 |Ln (z)Mn ()| = O{na() ||/21/4 exp[2(Re(z)1/2 ) n]},
uniformly with respect to p(), where a() depends on only. This estimate
yields the following representation of the Cauchy kernel:
(3.39)
146
X
1 ()
1
()
Ln (z)Mn (), z (), p().
=
(
)
z n=0 In
Representations by series in Laguerre and Hermite. . .

Moreover, if z is fixed, then the series in the right-hand side of (3.39) is uniformly
convergent on each finite arc of p().
Suppose that the function f H((0 )) satisfies (3.37) and that it has Cauchy
type integral representation in the region (0 ). Then from (3.38) it follows that
after multiplying the series in (3.39) by f () we obtain a series which can be
integrated term by term on p(). Therefore, f has an expansion in a series of
()
the Laguerre polynomials {Ln (z)}
n=0 in (), with coefficients given by the
equalities (3.32). Since this is true for any (0, 0 ), the sufficiency is proved.
Conversely, suppose that (3.37) holds for the function f H((0 )) and that
()
it is representable for z (0 ) by a series in the polynomials {Ln (z)}
n=0 with
coefficients (3.32). Then by means of (3.38) we come to the conclusion that for
the equality (3.33) holds for (0, 0 ) and z (), i.e. f is representable as a
Cauchy type integral in the region (0 ).
4. Representations by series in Laguerre and Hermite
4.1 Suppose that 0 0 < , R \ Z and denote by M() (0 ) the C-vector
space of the complex functions which are holomorphic in the region (0 ) and are
()
representable there by series in the Laguerre associated functions {Mn (z)}
n=0 .
Since the last system has the uniqueness property [(IV.5.10)], it is a basis in each
space M() (0 ) with 0 0 < and R \ Z . It is easy to prove that, in fact,
M() (0 ) is a proper (vector) subspace of H( (0 )). This assertion is a corollary
of the following proposition:
(V.4.1) If 0 0 < , R \ Z and f M() (0 ), then for (0 , )
and z (),
|f (z)| = O(|z|max(1,/21/4) ).
(4.1)
Proof. Suppose that the representation [Chapter III, (4.17)] holds for the
function f H( (0 )) in the region (0 ). If 0 < < and 0 < < 0 ,
then there exists a constant B such that |bn | B exp[2(0 +) n], n = 0, 1, 2, . . . .

If k () = max(1, /23/4, 1) is an integer, then the asymptotic formula
[Chapter III, (4.17] and the inequality [Chapter III, (5.1)] give that for z (),
|f (z)|
k
X
( )
|bn ||Mn (z)| +
n=0
= O(|z|1 ) + O(|z|/21/4
()
|bn ||Mn (z)|
n=k +1
exp[2( 0 ) n])
n=k +1
= O(|z|max(1,/21/4) ).
147

Remark. A growth characteristic of the functions in the space M() (0 ) is
not known at the present. The solution of this problem, i.e. the discovery of a
proposition like (V.3.7) is, undoubtly, of considerable interest.
4.2 The series representations in Laguerre associated functions of some classes
of holomorphic functions can be obtained by means of the asymptotic formulas
for the Laguerre systems and the Christoffel-Darboux formula for these systems.
In particular, for the expansions of functions defined by Cauchy type integrals is
typical that their coefficients can be expressed in terms of Laguerre polynomials.
(V.4.2) Suppose that R \ Z and let F be a locally L-integrable complex
function on the ray [0, ). If |F (t)| = O(t exp(t/2)) for some ( 1)/2
when t , then the function
Z
1
F (t)
dt, z C \ [0, )
(4.2)
f (z) =
2i 0 t z
is representable for z C \ [0, ) = (0) as a series in the Laguerre associated
()
functions {Mn (z)}
Z
1
()
(4.3)
bn =
Ln (t)F (t) dt, n = 0, 1, 2, . . . .
()
2iIn
0
Proof. From [Chapter III, (4.30)] it follows that if z (0), then
(4.4)
1
bn Mn (z) +
f (z) =
2i
n=0
()
Z ()
(t, z)F (t)
dt, = 0, 1, 2, . . . ,
zt
0
where () (t, z) is obtained from [Chapter I,(4.28)] by substituting t for z and z

for .
By means of [Chapter III, (4.2)] and [Chapter III, (4.1)], respectively, we obtain
that if 1 and z (0), then
Z ()
Z
Ln (t)F (t)
/
2
2+1
/
6
dt = O n
t dt
tz
and
Z
Z ()
Ln (t)F (t)
dt = O na()
|F (t)| dt ,
tz
(4.5)
where a() = max(, /2 1/4). Further, the asymptotic formula [Chapter III,
(4.16)] as well as Stirlings formula give that if z (0), then
Z ()
n
o
(t, z)F (t)

s() exp[2 Re(z)1/2 ] ,
dt
=
O
tz
0
148

where s() depends on only. The assertion follows from (4.4).
It seems that there is another way to prove a proposition like (V.4.2). More
precisely, let F (t) = t exp(t)(t), > 1 and let
(4.6)
(t) =
( )
bn Ln (t), 0 < t < .
n=0
Then we multiply by t exp(t)(z t)1, z C \ [0, ), integrate on the ray

[0, ), and having in mind [Chapter III, (4.12)], we arrive to a representation of
the function (4.2) by a series in Laguerre associated functions.
Now we shall see that in this way it is not possible to obtain a generalization
of (V.4.2). Moreover, there are cases when the approach, just described, is not
applicable but the hypotheses of (V.4.2) are still satisfied.
Suppose that > 1/2 and (t) = t exp(t/2), 0 < t < , where 1 < <
/2 5/4. For the coefficients of the series (4.6), i.e.
Z
1
()
t exp(t)Ln (t)(t) dt
(4.7)
bn = ()
In
0
Z
1
( )
t+ exp(t/2)Ln (t) dt, n = 0, 1, 2, . . . ,
= ()
In
0
, 1, (9.5.22)]
we have the asymptotic formula [G. Szego
(4.8)
bn = {An1 + B(1)n n }(1 + n ),
where A 6= 0 and limn n = 0.

Since /2 5/4 > 0 and /2 + 1/4 < 0, from (4.8) and the asymptotic
formula [Chapter III,(4.13)] it follows that the series (4.6) diverges for every t > 0.
But the function F (t) = t exp(t)(t) = t+ exp(t/2) satisfies the condition
of proposition (V.4.2) since + < /2 5/4 < ( 1)/2.
(V.4.3) Suppose that 0 < 0 < , R \ Z and let F be a complex-valued
function satisfying the conditions of proposition (V.4.2) on the ray [20 , ).
Then the function
Z
1
F (t)
dt, z C \ [20 , )
(4.9)
f (z) =
2i 20 t z
is representable for z (0 ) by a series in the Laguerre associated functions
( )
{Mn (z)}
Z
1
( )
(4.10)
bn =
Ln (t)F (t) dt, n = 0, 1, 2, . . . .
( )
2
2iIn
0
149

Proof. Using the Christoffel-Darboux formula for the Laguerre systems, we
obtain that for z C \ [20 , ),
(4.11)
Z ()
1
(t, z)F (t)
dt, = 0, 1, 2, . . . .
f (z) =
bn Mn (z) +
2
2i
z
0
n=0
()
If > max(1, 220 ), then from the asymptotic formula [Chapter III, (2.3)] and
the inequality [Chapter III, (4.21)] it follows that
max
z (0 , )
()
|Ln (z)| = O(n/21/4 exp(20 n)),
where (0 , ) = {z C : Re(z) < 0 , |z| < }.

Further, the maximum modulus principle yields that the above estimate holds
for z = t (20 , ) and then, having in mind (4.5), we obtain
Z
Z ()
Ln (t)F (t)
dt = O na() exp(20 n)
|F (t)| dt .
zt
2
2
0
As in the proof of (V.4.2) we obtain that if z (0 ), then
Z ()
(t, z)F (t)
dt = O( s() exp[2(Re(z)1/2 0 ) ])
2
zt
0
and the assertion follows from (4.11).

(V.4.4) Suppose that 0 < 0 < , R \ Z and let F be a locally Lintegrable complex function on p(0 ) such that F () = O(() exp()) for
some < /2 + 1/4 when tends to infinity. Then the function
Z
1
F ()
d, z C \ p(0 )
f (z) =
2i p(0 ) z
is representable for z (0 ) by a series in the Laguerre associated functions
( )
{Mn (z)}
Z
1
()
Ln ()F () d, n = 0, 1, 2, . . . .
(4.12)
bn =
()
2iIn
p(0 )
Proof. We give only an outline. If > max(1, 220 ) and (0 , ) is the arc
of p(0 ) lying in the closed disk {z C : |z| }, then the inequality [IV,(4.3)]
yields that
()
|Ln ()F ()| = O(n/21/4 ||/21/4 exp(20 n))
150

uniformly with respect to p(0 ) \ (0 , ) when n tends to infinity. Therefore,
if z
/ p(0 ), then
Z
p(0 )
()
Z
Ln ()F ()
dm(0 ) = O n/21/4 exp(20 n)
p(0 )
||/23/4 dm(0 ).
Further, the asymptotic formula for the Laguerre polynomials in the region
C \ [0, ) yields
Z
()
Z
Ln F ()
/
2
1
/
4
|F ()| dm(0 )
exp(20 n))
z dm(0 ) = O n
(0 ,)
(0 ,)
provided z
/ p(0 ).
The assertion follows from the Christoffel-Darboux formula for the Laguerre
systems. Indeed, if z (0 ), then
( )
(, z)F () z dm(0 ) = O( 1/2 exp{2(Re(z))1/2 0 }).
p(0 )
4.3 Recall that if R, then by H + ( ) (H ( )) we denoted the half-plane

Im z > (Im z < ). If 0 0 < , then by G + (0 ) (G (0 )) we denote the Cvector space of complex functions which are holomorphic in the half-plane H + (0 )
(H (0 )) and have there expansions in series of the Hermite associated functions
{G+
n (z)}n=0 ({Gn (z)}n=0 ). Since each of the last systems has the uniqueness
property, {G+
n (z)}n=0 is a basis in G (0 ) and {Gn (z)}n=0 is a basis in G (0 ).
By the aid of the inequality [Chapter III, (5.4)] it is easy to prove that G + (0 )
(G (0 )) is a proper C-vector subspace of H(H + (0 )) (H(H (0 ))). More precisely,
we have the following proposition:
(V.4.5) The functions f G (0 ), 0 0 < , are bounded in the half-plane
H ( ), whenever (0 , ).
A growth characteristic of the functions in the spaces G (0 ), 0 0 < , is
not known at present. The Christoffel-Darboux formula for the Hermite systems as
well as the asymptotic formulas for these systems give the possibility to obtain the
representations by series in Hermite associated functions of some classes of complex
functions which are holomorphic in half-planes of the kind H (0 ), 0 0 < .
A typical example of this kind is the following proposition:
(V.4.6) Suppose that F is a locally L-integrable function on the real axis and,
moreover, |F (t)| = O(|t| exp(t2 /2)) for some > 1 when |t| tends to infinity.
Then the function
Z
F (t)
1
dt, z C \ R
(4.13)
f (z) =
2i t z
151

is representable for z H (0) by a series in the Hermite associated functions
{G
n (z)}n=0 with coefficients
Z
1
(4.14)
bn =
Hn (t)F (t) dt, n = 0, 1, 2, . . . .
2iIn
Proof. If T (0, ), then the asymptotic formula [III, (2.6)] yields
Z
Z
n/
2
|Hn (t)F (t)| dt = O (2n/e)
|F (t)| dt .
|t|T
|t|T
From the inequality [Chapter III, (4.5)] and the Stirling formula it follows that
Z
Z
1/4
n/
2
|Hn (t)F (t)| dt = O n (2n/e)

|t| dt .
|t|T
Therefore,
|t|T
|Hn (t)F (t)| dt = O(n1/4 (2n/e)n/2 )
when n tends to infinity, and the asymptotic formulas [Chapter III, (3.2)] and
[Chapter III, (3.6)] give
Z
Z
1
F (t)
(t, z)F (t)
dt =
{H (t)G
dt
+1 (z) H +1 (t)G (z)}
zt
2I
zt
= O( 1/4 exp(| Im z| 2 + 1)), .

The assertion is a corollary of the Christoffel-Darboux formula for the Hermite
system.
5. Holomorphic extension
5.1 We say that a complex function defined on an interval (a, b), a
< b , has a holomorphic extension in the complex plane if there exist a domain
D C containing the interval (a, b), and a complex function H(D) such
that (x) = (x) a.e. (almost everywhere) in (a, b). Evidently, the uniqueness
of a holomorphic extension follows immediately from the identity theorem for
holomorphic functions.
Examples. (1) Suppose that C ((a, b)) and that for every compact
interval I (a, b) there exist positive K = K(I) and r = r(I) such that |(n) (x)|
Kn!rn for x I and n = 0, 1, 2, . . . . Then, as it is well-known, has a
holomorphic extension in the complex plane.
(2) Suppose that C((a, b)) and let En (; I) be the best approximation of
on the interval I (a, b) by means of (algebraic) polynomials of degree not greater
152
Holomorphic extension
than n. If for every such I there exist positive Q = Q(I) and q = q(I) < 1 such
that En (; I) Qq n for n = 0, 1, 2, . . . , then has also holomorphic extension.
Now we are going to state sufficient conditions for measurable functions of one
real variable to be holomorphically extendable in the complex plane. We consider
the cases: I) a = 1, b = 1; II) a = 0, b = ; III) a = , b = and we
refer our requirements to the behaviour of the functions under consideration at
the ends of these intervals as well as to the asymptotics of their Fourier-Jacobi,
Fourier-Laguerre and Fourier-Hermite coefficients, respectively.
In order to give concise formulations of the corresponding propositions, we
introduce the following three classes of functions:
(I) The class U (, )( > 1, > 1) consists of all complex-valued measurable functions f on (1, 1) such that
Z 1
(1 x) (1 + x) |f (x)| dx < .
1
(II) The class V (, , r)( > 1, < 1, r > 0) consists of all complex-valued
measurable functions g on (0, ) such that the function exp(x)g(x) is essentially
bounded on (r, ) and, moreover,
Z r
x |g(x)| dx < .
0
(III) The class W (, r)( < 1, r > 0) consists of all complex-valued measurable functions h on (, ) such that the function exp(x2 )h(x) is essentially
bounded when |x| r and, moreover,
Z r
|h(x)| dx < .
r
(V.5.1) Suppose that f U (, ) and define

Z 1
(, )
(, )
(1 x) (1 + x) Pn
(x)f (x) dx, n = 0, 1, 2, . . . .
(5.1)
an (f ) =
1
(, )
If R(f ) := {lim supn |an (f )|1/n }1 < 1, then f has a holomorphic extension. More precisely, there exists a complex-valued function F which is holomorphic in the region E(R(f )) and such that F (x) = f (x) a.e. in (1, 1).
X
(, )
(, )
Proof. The function F (z) =
an (f )Pn
(z) is holomorphic inside the
n=0
ellipse E(R(f )). Moreover, if we define

A(, ) (x) = (1 x) (1 + x) (F (x) f (x))
153

for x (1, 1), then due to (5.1) we have
Z 1
(, )
(5.2)
A(, ) (x)Pn
(x) dx = 0, n = 0, 1, 2, . . . .
1
(, )
Since + + 2 > 0, deg Pn

= n for each n = 0, 1, 2, . . . and, hence, the
(, )
system of Jacobi polynomials {Pn
(z)}
n=0 is a basis
Z in the space of all (algebraic)
1
polynomials. Then the equalities (5.2) yield that
A(, ) (x)xn dx = 0 for n =
0, 1, 2, . . . and, therefore, as it is well-known, A(, ) (x) = 0 a.e. in (1, 1), i.e.

F (x) = f (x) a.e. in (1, 1).
(V.5.2) Suppose that g V (, , r) and define
Z
( )
( )
(5.3)
bn (g) =
x exp(x)Ln (x)g(x) dx, n = 0, 1, 2, . . . .
0
()
If 0 (g) := lim supn (2 n)1 log |bn | > 0, then g has a holomorphic
extension. More precisely, there exists a complex function G which is holomorphic
in the region (0 (g)) and such that G(x) = g(x) a.e. in (0, ). Moreover,
for every [0, 0 ) there exists a positive constant M () < such that the
inequality
(5.4)
|g(x)| M () exp(x/2 x)
holds a.e. in (0, ).
()
()
( )
Proof. If we define Bn (g) = (In )1 bn (g), n = 0, 1, 2, . . . , then Stirlings

formula gives that
( )
( )
lim sup(2 n)1 log |Bn (g)| = lim sup(2 n)1 log |bn (g)|.
n
From the Cauchy-Hadamard formula for series in Laguerre polynomials we
X
()
()
obtain that the complex function G(z) =
Bn (g)Ln (z) is holomorphic in the
n=0
region (0 (g)). Moreover,

(5.5)
()
()
Bn (g) = (In
)1
Z
0
( )
x exp(x)Ln (x)G(x) dx, n = 0, 1, 2, . . . .
We define B () (x) = x exp(x)(G(x) g(x)) for x (0, ) and then the

equalities (5.3) and (5.4) yield
Z
()
B () (x)Ln (x) dx = 0, n = 0, 1, 2, . . . .
0
154
()
Since deg Ln = n, n = 0, 1, 2, . . . , for every C, the system of Laguerre

()
n=0 is a basis in the space of the polynomials and, hence,
Z
(5.6)
B () (x)xn dx = 0, n = 0, 1, 2, . . . .
0
Since > 1, (V.3.6) implies that the function G is in the space L(0 (g)),
i.e. for every [0, 0 (g)) there exists a positive constant M = M () such that
(5.7)
|G(z)| = |G(x + iy)| M () exp{(; x, y)}
provided z (). In particular, |G(x)| M (0) exp(x/2) for x [0, ) and we

obtain that |B () (x)| B exp((1 )x) for x (r, ), where B is a constant
and = max(1/2, ). Therefore, the Fourier transform
Z
()
B (w) =
B () (x) exp(iwx) dx
0
of B () (x) is a complex-valued function which is holomorphic in the strip S(1 ).

() (w) and all its derivatives
Moreover, from (5.6) it follows that the function B
vanish at the point w = 0. Hence, by the identity theorem for holomorphic
() (w) = 0 for w S(1 ). Then the uniqueness property of the
functions, B
Fourier transform yields that B () (x) = 0 a.e. in (0, ), i.e. G(x) = g(x) a.e. in
(0, ). It remains to note that (5.4) follows from (5.7).
(V.5.3) Suppose that h W (, r) and define
Z
cn (h) =
exp(x2 )Hn (x)h(x) dx, n = 0, 1, 2, . . . .
If 0 (h) := lim supn (2n + 1)1/2 log |(2n/e)n/2 cn (h)| > 0, then h has
a holomorphic extension. More precisely, there exists a complex-valued function
H which is holomorphic in the strip S(0 (h)) and such that H(x) = h(x) a.e. in
(, ). Moreover, for every [0, 0 (h)) there exists a positive number N ( )
such that the inequality
(5.8)
|h(x)| N ( ) exp(x2 /2 |x|)
holds a.e. in (, ).
The proof of the above proposition is similar to that of (V.5.2). In particular,
(5.8) is a corollary of (2.32).
5.2 A complex-valued function f , defined on a (nonempty) set E C, is called
a locally Holder function (briefly LH-function) on E if for every E there exist
a (circular) neighbourhood U of , a positive constant K, and a positive number
155

(usually assumed to be less or equal to 1) such that |f (1 ) f (2 )| K|1 2 |
whenever the points j E U, j = 1, 2.
Remarks. (1) U, K and may depend on the point E.
(2) A LH-function does not need, in general, to be a (globally) Holder function.
We say that a complex-valued function f which is continuous on a Jordan
curve C has a holomorphic extension in the interior G() of if there exists
a complex-valued function F C(G()) H(G()) (i.e. F is continuous on the
closure of the region G() and holomorphic in G()) such that F () = f () for
.
Remark. It is clear that the holomorphic extension of a given function is
unique provided it exists.
The following proposition is a classical criterion for existence of holomorphic
extensions (see, e.g., B.Ja.Levin, Distribution of Zeros of Entire Functions, AMS,
Providence, Rhode Island, 1964, p.211. Theorem 17).
(V.5.4) Suppose that C is a smooth and positively oriented Jordan curve
and let f be a LH-function on it. Then the following propositions are equivalent:
(i) f has a holomorphic extension in G();
(5.9)
Z
1
f (w)
dw = f (), ;
(ii)
i w
Z
(iii) f (w)wn dw = 0, n = 0, 1, 2, . . . .
Remark. The integral in (5.9) is understood as a principal value in the Cauchy

sence, i.e.
Z
Z
f (w)
f (w)
dw := lim
dw,
0 \ ( ; ) w
w
where (; ) := {w : |w| < }, and its existence follows from the assumption
that f is a LH-function on .
If is a smooth Jordan curve in the extended complex plane C = C {}
which passes trough the point of infinity, then, in general, the above propositions
are not equivalent. Here are two examples which illustrate this.
(I) The function f (x) = exp(x2 ), x R, has a holomorphic extension both
in the upper and in the lower halfplane, but
Z
exp(x2 )x2n dx 6= 0, n = 0, 1, 2, . . . .
156
Moreover, since the function x1 exp(x2 ), x R \ {0}, is odd, we have
Z
exp(x2 )
dx = 0,
x
i.e. in our case the singular integral equation (5.9) is not satisfied.
(II) Define s(x) = x log x sin(2 log x) for x > 0 and s(0) = 0. As it is wellknown [I.P.Natanson, 1, p. 461: Example(Stieltjes)],
Z
s(x)xn dx = 0, n = 0, 1, 2, . . . .
0
Define f (x) = s(x) for

f (x) = s(x) for x 0. It is clear that f
R x > 0 and
2n
is continuous on R and f (x)x = 0, n = 0, 1, 2, . . . . Moreover, since f is an
Z
even function, it follows that
f (x)x2n+1 dx = 0, n = 0, 1, 2, . . . .
If we suppose that f has a holomorphic extension F in the upper half-plane,

then F (1) = f (1) = s(1) = 0. But F (z) = exp((log z)2 ) sin(2 log z) when
Im z > 0, hence, limz1 F (z) = exp( 2 ) sin(2 2 i) 6= 0 which is a contradiction.
Remark. In each of the above examples the function f is even (global) Lipshitz
function, since its derivative is bounded on the whole real axis.
5.3 Suppose that 0 < < . A Jordan curve C \ [0, ) passing trough
the point of infinity is called -admissible if sup\{} Re()1/2 = . It is clear
that if is -admissible, then () is the smallest closed domain which contains
provided the closure of () is formed with respect to the extended complex
plane.
Further, we denote by G() that component of C \ which lies in () and
call it the interior of . We suppose that is positively oriented with respect to
G().
(V.5.5) Suppose that C is a -admissible smooth Jordan curve and let f
be a LH-function on \ {} such that |f (w)| = |f (u + iv)| = O(|w| exp(u))
for some R when w = u + iv tends to infinity. If
Z
(5.10)
f (w)wn dw = 0, n = 0, 1, 2, . . . ,
then f has a holomorphic extension into the region G().

Proof. Define
Z
f (w)
1
dw, z G()
F (z) =
2i w z
and
F (z) =
Z
1
f (w)
dw, z G () := C \ G().
2i w z
157

It is easy to prove that for each \ {} there exist the limits
Z
1
1
f (w)
dw + f (),
(5.11)
lim F (z) =
2i w
2
z
Z
1
1
f (w)
dw f ().
lim F (w) =
2i w
2
z
(5.12)
Indeed, there exists > 0 such that (; ) is a smooth Jordan arc and, moreover, the function f satisfies a Holder condition on (). If we define
Z
1
f (w)
dw, z C \ (; ),
(5.13)
(f ; z) =
2i ( ; ) w z
and
(5.14)
Z
1
f (w)
dw, z C \ ( \ (; )),
(f ; z) =
2i \ ( ; ) w z
then there exist

(5.15)
Z
1
1
f (w)
dw + f (),
lim
( )(f ; z) =
2i ( ; ) w
2
zG( ),z
(5.16)
Z
1
f (w)
1
dw f ()
lim
2i ( ; ) w
2
zG ( ),z
and
(5.17)
Z
1
f (w)
dw.
lim
(f ; z) =
2i \ ( ; ) w
zC\(\ ( ; ))
Since (f ; z) + (f ; z) = F (z) for z G() and (f ; z) + (f ; z) = F (z)

for z G (), the equalities (5.11) and (5.12) follow from (5.13), (5.14), (5.15),
(5.16) and (5.17).
If we choose a real > 2 1/2, then < /2 + 1/4. Hence, we can assert
that the representation
X
( )
F (z) =
bn Mn (z)
n=0
holds for z () and, moreover, that the coefficients {bn }

n=0 are given by the
equalities which we get from (4.12) replacing 0 by .
It was already mentioned that the system of Laguerre polynomials is a basis in
the space of (algebraic) polynomials. Then from the assumption (5.10) it follows
158
that bn = 0 for n = 0, 1, 2, . . . , i.e. that the function F is identically zero in the
region (). Since G () (), the identity theorem implies that F (z) = 0
for z G (). Further, (5.12) yields
Z
1
1
f (w)
dw = f ()
(5.18)
2i w
2
for . Hence, if we define F () = f () for , then F is the holomorphic
extension of the function f into the region G(). Indeed, due to (5.11), we have
limzG(),z F (z) = f () for .
Remark. From (5.18) it follows that the function f satisfies the singular
integral equation (5.9).
It seems that, in general, the converse of proposition (V.5.5) is not true but
under some additional assumption it can be reversed.
We say that a -admissible Jordan curve C is regular at infinity if the
intersection C(; ) := G() C(0; ), where C(0; ) is the circle with center at
the origin and radius , has only one component, provided 0 and 0 is large
enough.
(V.5.6) Suppose that C is a -admissible smooth Jordan curve regular
at infinity. Let the LH-function f : \ {} C satisfy the growth condition
in (V.5.5). If f has a holomorphic extension F into the region G() such that
|F (z)| = O(|z| ) for some < 1/2 when z tends to infinity, then the equalities
(5.10) hold.
Proof. If 0 and 0 > 22 is large enough, then the Cauchy theorem
implies that for z G (),
Z
Z
Z
F (w)
F (w)
f (w)
dw =
dw +
dw = 0,
(5.19)
w z
C ( ;) w z
wz
where := {w : |w| }.
Denote by (, ) those of the endpoints of the circular arc C(; ) := ()
C(0; ) for which Im (; ) > 0. If (; ) = arg (; ), then
tan (; ) = 2( 2 )1/2 ( 22 )1 .
Further, for the length l(; ) of C(; ) we obtain that
l(; ) 2 (; ) = 2 arctan(2( 2 )1/2 ( 22 )1 ),
and, hence, l(; ) = O(1/2 ) when tends to infinity. Further,
Z
Z
|F (w)|
F
(w)
dw
ds Const(F , z)1/2 ,
C ( ;) |w z|
C ( ;) w z
159

and letting , from (5.19) we obtain that F (z) = 0. Since z is arbitrary,
X
( )
it follows that F 0 in the region G (), i.e.

bn Mn (z) = 0 for z ().
n=0
Then the uniqueness property of the expansions in series of Laguerre associated

functions [(IV.5.10)] yields that bn = 0, n = 0, 1, 2, . . . , i.e.
Z
()
f (w)Ln (w) dw = 0, n = 0, 1, 2, . . . ,
Since the system of Laguerre polynomials is a basis in the space of polynomials,

the equalities (5.10) follow.
5.4 Suppose that 0 < < . A Jordan curve C passing trough the point of
infinity is called + ( )-admissible if < inf \{} Im sup\{} Im =
( = inf \{} Im sup\{} Im < ).
By H + ()(H ()) we denote the component of C \ which contains the real
axis and suppose is positively orientiated with respect to H + ()(H ()).
Using series representations by the Hermite associated functions {G

n (z)}n=0
as well as the uniqueness of the expansions in these functions we can prove the
following propositions:
(V.5.7) Suppose that is a + ( )-admissible smooth Jordan curve and let

f be a LH-function on \ {} such that
(5.20)
|f (w)| = |f (u + iv)| = O(|w| exp(u2 ))
for some > 0 when w tends to infinity. If the equalities (5.10) hold, then f has
a holomorphic extension into the region H + ()(H ()).
(V.5.8) Suppose that C is a + ( )-admissible smooth Jordan curve
which is regular at infinity and let the LH-function f on \ {} satisfy the
growth condition (5.20). If f has a holomorphic extension F+ (F ) into the region
H + ()(H ()) such that |F+ (z)| = o(1)(|F (z)| = o(1)) when z H + ()(H ())
tends to infinity, then the equalities (5.10) hold.
Exercises
1. Prove (V.1.3).
2. Prove that each complex function which is holomorphic in a region of the
kind E (r) E(R), 1 r < R , has there unique representation by a series of
the kind
X
(, )
(, )
{an Pn
(z) + bn Qn (z)}.
n=0
160
Exercises
3. Prove that if Re < 1/2, then for z C,
z exp(z 2 ) =
X
(1 )1/2 n on+1
H2n+1 (z).
2n+1
n!2
1
n=0
4. Prove that if || < 1, then for z C:

(i) (1 + )a (a, 1/2; z 2 (1 + )1 ) =
X
(a)n n
n=0
(ii) z(1 + )a (a, 3/2; z 2 (1 + )1 ) =
(2n)!
H2n (z);
X
(a)n n
H2n+1 (z),
(2n
+
1)!
n=0
where a is an arbitrary complex number and (a, c; z) is the Kummer degenerate

hypergeometric function [Appendix , (3.8)].
5. Prove that the representation
(1 + )a (a, + 1; z(1 + )1 ) =
X
(a)n n ()
(1)n
Ln (z)
( + 1)n
n=0
holds for z C provided that 6= 1, 2, 3, . . . and || < 1.

6. Prove (V.4.5).
7. Suppose that 0 < < and let F be a locally L-integrable complex
function on the line l( ) : = t i, < t < such that |F ()| =
O(|| exp( 2 )) for some > 0 when = + i tends to infinity. Prove
that for z H ( ) the function
Z
F ()
1
d, z C \ l( )
f (z) = (2i)
l( ) z
is representable by a series in the Hermite associated functions {G

n (z)}n=0 with
coefficients
Z
1
Hn ()F () d, n = 0, 1, 2, . . . .
bn = (2iIn )
l( )
Suppose that 0 < < , R \ Z and let F be a L-integrable

Z 2
0
2
complex function on the ray (, 0 ]. If
|F (t)||t| () dt < , where
8.
() = max(1, /2 5/4). Prove that the equalities

Z 2
0
()
Mn (t)F (t) dt = 0, n = 0, 1, 2, . . . ,
161

imply F 0, i.e. that F is almost everywhere equal to zero in the interval
(, 20 ].
(k )
9. Suppose that 0 < 0 < and let {Gn (z; 0 )}

n=0 , k = 1, 2 be the functions
defined in [III, Exercise. 4]. Suppose that the complex function f is holomorphic
in the strip S(0 ) and that for each [0, 0 ) there exists ( ) > 0 such that
|f (z)| = {|z|( ) exp(x2 )} when z = x + iy tends to infinity in S( ). Prove that
the function f has the representation
f (z) =
X
(1)
(1)
(2)
(2)
{an (f )Gn (z; 0 ) + an (f )Gn (z; 0 )}, z S(0 )
n=0
with coefficients (n = 0, 1, 2, . . . )
Z
1
an (f ) =
{Hn (t + i0 ) + (1)n Hn (t i0 )}f (t) dt;
4iIn
(1)
Z
1
an (f ) =
{Hn (t + i0 ) (1)n Hn (t i0 )}f (t) dt.
4iIn
(2)
10. We say that a function f H(S(0 )), 0 < 0 , has Cauchys integral
representation in the strip S(0 ) if for any (0, 0 ) and z S( )
Z
f (t + i )
1
f (t i )
dt.
f (z) =
2i t i z t + i z
Z
Prove that if, in addition,
|f (t i )| dt < for (0, 0 ), then in order
that f has an expansion for z S(0 ) in a series of Hermite polynomials with

coefficients (2.42) it is necessary and sufficient f to have Cauchy type integral
representation in S(0 ).
From complex analytic point of view one of the main problems concerning
the Jacobi, Laguerre and Hermite systems is that of representing holomorphic
functions by series in these systems.
To solve the representation problem for a given region G C and a sequence
F = {fn }
n=0 of functions holomorphic in G means to describe the (C-vector)
subspace F(G; F ) of H(G) consisting of all functions which are holomorphic in G
X
and have there expansions in series of the kind
an fn (z) which converge in the
n=0
sence of the topology of the space H(G). If, in addition, the system F has the
uniqueness property, then it is simply a basis of the space F(G; F ).
162

Let us mention that, in general, F(G; F ) does not coincide with the whole
space H(G). It may happen also that F(G; F ) is not closed in H(G), i.e. that it
may be not a subspace of H(G) as a Frechet space.
If the simply connected region G C is unbounded and, moreover, the functions fn , n = 0, 1, 2, . . . , have no finite singular points (in particular if fn is a
polynomial of degree n), then usually we are trying to find growth characteristic of the functions in the space F(G; F ).
In the case of Jacobi systems we need no growth conditions when proving assertions about the representation of holomorphic functions by series in these systems.
The heavy role is played by the asymptotic formulas for the Jacobi polynomials
and their associated functions. In this way we obtain e.g. the proposition (V.1.2),
and by the use of the relation [Chapter I, Exercise. 4] we come to (V.1.3). Let
us mention that in [B.C.Carlson, 2] the expansions of holomorphic functions in
series of Jacobi polynomials are regarded as generalized Taylors series rather than
as series in special orthogonal polynomials.
The possibility to make use of the relation [Chapter I, Exercise 4] when the
representation by series in Jacobi polynomials is discussed has been noticed by
Boas and Buck [1, p. 61] and developed in details by D. Colton [1]. In the
last paper it is proved also that, in general, the expansion in a series of Jacobi
(, )
polynomials {Pn
}n=0 with real and is not possible, when + + 2 is a
nonpositive integer.
The fact that a complex function holomorphic in the interior of an ellipse with
foci at the points 1 is representable there by a series in Jacobi polynomials has
been established in the 19th century. The corresponding proposition is formulated
, Theorem 9.1.1] without giving any comments and historical refin [G. Szego
, 1], which is nothing but a
erences. For the expansion (9.2.1) from [G. Szego
bilinear representation of the Cauchy kernel in terms of the Jacobi polynomials
and their associated functions, it is said that it is well-known in the special case
= = 0 (E. Heine [1, p. 78]).
Let us note that (9.2.1) as well as Theorem 9.1.1 and Theorem 9.2.2 from [G.
, 1] are due to G. Darboux [1]. In fact, Darboux has proved the validity
Szego
of the proposition given as Exercise 2.
A proof of (V.1.3) is given [D. Colton, 1] provided 1, 1 and
+ + 2 6= 0, 1, 2, . . . . In the same paper it is proved that this proposition is
not valid if , are not equal to 1, 2, 3, . . . but ++2 = 0, 1, 2, . . . . More
precisely, it is shown that if 1 is a (positive) integer, then a polynomial
of degree 1 cannot be expanded in a series of the Jacobi polynomials
(, )
{Pn
(z)}
n=0
The solution of representation problem in the case of Hermite and Laguerre
polynomials has a longer history. For expansions in the Hermite functions of
complex-valued functions, which are holomorphic in a strip of the kind S(0 ), G.
[1, p. 253] refers to the first part of the paper [G.N. Watson, 1]. Sufficient
Szego
163

conditions for existence of series representations of holomorphic functions by means
of Laguerre and Hermite polynomials are given also by O. Volk [1].
In 1940 appeared the fundamental paper of E. Hille [1], where the representation problem by Hermite polynomials is solved. The essential part of this paper
is represented in Section 2. The only difference is that we use the completeness
of Hermite functions in the space L2 (R) [(V.2.1)] instead of Abels summability of the series representation by this system of a complex measurable function
satisfying suitable growth condition on the real line.
The main tools used by Hille is the bilinear generating function [Chapter II,
(2.6)] for the Hermite polynomials as well as the asymptotic representation [V,
(2.15)] of the Weber-Hermite functions obtained as an application of results due
to Langer [1]. For the details we refer to Hilles paper [1].
The main result in Section 3 is the proposition (V.3.7). It describes the growth
of the functions which are holomorphic in a region of the kind (0 ), 0 <
and have there expansions in series of Laguerre polynomials.
The solution of the representation problem in the case of the Laguerre poly()
nomials {Ln (z)}
n=0 for = 0 was given by H. Pollard [1]. The validity of
zs and N. Yeardley [1].
Pollards theorem when > 1 was proved by O. Sza
By establishing the sufficiency of the growth condition (1.5) in their paper they
make use of the equality [Lemma 3.2]
Z
+1 (x),
(u x) exp(u)L
n (u) du = (1 ) exp(x)Ln
x
which holds when > 1, < 1 and x 0. Let us note that its particular case
= = 1/2 has been already used by Pollard [1,(3.2)].
Our approach is based on Uspenskys formula [Chapter II, (2.17)] and on the
proposition (V.3.3) [P. Rusev,5,6]. As a corollary we obtain a generalization of
zs and Yeardley.
Pollards theorem as well as of that of Sza
The proposition (V.2.10) is due to P. Rusev [18, Theorem 3]. The propositions (V.3.10), (V.3.14), (V.3.16) and (V.4.3) were announced in [P. Rusev,
15] and their proofs appeared in [P. Rusev,16]. The proof of (V.3.16) is included
also in [P. Rusev, 17].
The proofs of (V.3.11) and (V.3.12) are published in [P. Rusev, 21] and [P.
Rusev, 22], respectively. The propositions (V.3.15) and (V.4.2) are included in
[P. Rusev, 19, pp. 191, 202].
The proposition (V.4.5) is published in [P. Rusev, Theorem 5]. The assertions given as Exercises 8 and 9 are included in [P. Rusev, 15] and [P. Rusev,
20], respectively, and that as Exercise 10 is also due to P. Rusev.
The results concerning the holomorphic extension of measuarable function of
one (real) variable are published in [P. Rusev, 34] and these for the holomorphic
extension of locally Holder functions which are defined on Jordan curves in the
extended complex plane are included in [P. Rusev, 35].
164
Chapter VI
THE REPRESENTATION PROBLEM IN TERMS OF
CLASSICAL INTEGRAL TRANSFORMS
1. Hankel transform and the representation by series
in Laguerre polynomials
1.1 The integral representation [Chapter II, (2.13)] of the Laguerre polynomials
{Ln (z)}
n=0 , i.e.
Z
exp z
()
exp(t/2)B (zt) dt,
Ln (z) =
n! 0
()
( )
shows that the entire functions exp(z)Ln (z) is a Hankel type integral transform
of the entire function (n!)1 z n exp(z) provided Re(n + + 1) > 0. This makes
plausible the conjecture that if a complex function f H((0 )), 0 < 0 ,
is representable by a series in Laguerre polynomials in the region (0 ), then the
function exp(z)f (z) has to be a Hankel transform of a suitable entire function.
In order to justify this conjecture we introduce the class G(), < ,
of entire functions such that:
p
(1.1)
lim sup(2 |w|)1 (log |(w)| |w|) .
|w|
The functions in G() can be described by means of a growth condition concerning the coefficients of their Taylor series expansions centered at the origin.
The following lemma plays an auxiliary role.
(VI.1.1) If Re > 1, then there exists a positive constant M () such that
the inequality
(1.2)
|B (z)| M ()(1 + |z|) exp(2| Im z|)
holds for z C.
Proof. The relation B (z) + zB+2 (z) = ( + 1)B+1 (z), which follows from
[Appendix, (2.8)], and the inequality [Chapter III, (4.7)] yield for z C
|B (z)| (K( + 1)| + 1| + K( + 2)|z|) exp(2| Im z|).

Denoting M () = max{K( + 1)| + 1|, K( + 2)}, we obtain (1.2).
(VI.1.2) An entire function
(1.3)
X
(w) =
(n!)1 an wn
n=0
165
The representation problem in terms. . .

belongs to the class G() if and only if
lim sup(2 n)1 log |an | .
(1.4)
Proof. Suppose that < and that the entire function (1.3) is in the class
G(). If > 0, then there exists a positive integer n0 = n0 () such that
|an | n!nn max |(w)| n!nn exp[n 2( ) n], n > n0 .

|w|=n
Stirlings formula yields that lim supn (2 n)1 log |an | + , and since
> 0 is arbitrary, we come to the inequality (1.4).
If = , then |an | n!nn exp(n 2A n) for A > 0 and sufficiently large
n and, hence, lim supn (2 n)1 log |an | A. Since A > 0 is arbitrary, we
1
obtain that limn (2 n) log |an | = .
In order to prove the sufficiency of (1.4) we shall consider separately the cases
> 0 and 0.
(a) Suppose that 0 < < . Since the sequence {an }
n=0 satisfies (1.4), then
from the asymptotic formula [III, (3.11)] it follows that for (0, ) there exists
(0)
a constant C() > 0 such that |an | C(){Mn (( )2 )} for n = 0, 1, 2, . . . .
Then [II, (4.5)] yields that |(w)| C()M (0) (( )2 , |w|) and [II, (4.4)] gives
Z
|(w)| = O
exp[|w|t(1 + t)1 ( )2 t] dt
Z
=O
exp[|w| |w|(1 + t)1 ( )2 t] dt
Z
=O
p
|w|
=O
exp[|w| ( ) t |w|t1 ] dt
2
( )/
|w|
1
exp[|w| ( ) |w|(u + u )] du .
If |w| is large enough, then we write the integral

as a sum of two integrals
p
namely: one of them on the segment [( )/ |w|, 1], and the other on the ray
[1, ). Further, we substitute u = ( + 2 4)/2, 2 < in both of them
and obtain that
p Z
p
2
1/2
|w|
[1 + ( 4)
(1.5) |(w)| = O
] exp[|w| ( ) |w| ] d .
2
It is easy to prove that if > 0, and if a( ) is a continuous function of

166
Hankel transform and representation. . .

(, ) such that a( ) = O(( ) ) for some < 1 when , and
a( ) = O(1) when , then
Z
(1.6)
a( ) exp(r ) d = O(exp(r))
for r .
p
p
|w|exp[|w|
|w|]}
Then (1.6) and (1.5) yield
that
|(w)|
=
O{
2(
)
p
1
and, hence, lim sup|w| (2 |w|) (log |(w)| |w|) + . Since (0, )
is arbitrary, we come to the conclusion that the entire function belongs to the
class G(). The proof in the case = is similar to the above one and we omit
it.
(b) Suppose that < 0. Then, having in mind the asymptotic formula
[Chapter III, (2.3)] for the Laguerre polynomials, we can assert that for every
> 0 there exists a positive constant D() such that the inequality
(0)
|an | D()Ln (( )2 )
(1.7)
holds for n = 0, 1, 2, . . . .
Remark. Notice that the validity of the above inequality follows from the fact
(0)
that Ln (x) > 0 for x > 0.
Further, with the aid of [Chapter II, (2.7)], we find that
|(w)| =
(0)
(n!)1 Ln (( )2 )|w|n
= O{exp(|w|)B0 (( )2 )|w|},
n=0
and then the inequality (1.2) yields that

p
|(w)| = O{|w| exp[|w| + 2( + ) |w|]}.
Since (0, ) is arbitrary, the above estimate implies that G().
Remark. It is clear that G(), (, ] is a C-vector space.
1.2 Suppose that 0 < 0 and C. Define the linear map H0 , of
the space G(0 ) in the space L() (0 ) assuming that to a function G(0 )
having the representation (1.3) there corresponds the function f L() (0 ) which
is defined by the series [IV, (2.1)].
The linearity of H0 , follows immediately from the definition. It is easy
to prove that H0 , is surjective. Indeed, if a function f L() (0 ) is represented in (0 ) by a series of the kind [ChapterIV,(2.1)], then from (IV.2.1)
lim supn (2 n)1 log |an | 0 . Due to (VI.1.2), the entire function defined by (1.3) is in the space G(0 ) and, moreover, f = H0 , ().
167

(VI.1.3) Suppose that 0 < 0 and Re > 1. Then f H, () if and
only if it has the form
Z
(1.8)
f (z) = exp z
t exp(t)(t)B (zt) dt, z (0 ).
In other words, a complex-valued function f is in the space L() (0 ) if and only

if the above representation holds with a function G(0 ).
Proof. If G(0 ), then the integral in the right-hand side of (1.8) is
absolutely uniformly convergent on every compact subset K of the region (0 ).
Suppose that 0 < and define = max{| Im z| : z K}, and r = max{|z| :

z K}. It is clear that 0 < 0 and 0 r < . If = (0 )/2, then the
definition of the class G() as well as the inequality (1.2) yields
|t exp(t)(t)B (zt)| = O{tRe (1 + rt) exp[2(0 ) t + 2 t]}
= O{tRe (1 + rt) exp(2 t)}

provided z K and t .
In other words, the integral
Z
|t exp(t)(t)B (zt)| dt
is majorizied on the set K by the integral

Z
tRe (1 + rt) exp(2 t) dt
and, hence, it is uniformly convergent on K. In a similar way, we consider the

case 0 = .
Suppose that the complex-valued function f H((0 )) has in (0 ) a representation of the kind (1.8), where G(0 ). If (1.3) is the Taylor expansion
of centered at the origin, then the inequality (1.4) holds with = 0 , and from
()
(IV.2.1) it follows that the series in Laguerres polynomials {Ln (z)}
n=0 with
coefficients {an }n=0 converges in the region (0 ).
X
()
If we define R (z) = f (z)
an Ln (z) for z (0 ) and = 0, 1, 2, . . . ,
n=0
then from [Chapter II, (2.13)], (1.3) and (1.8) it follows that
Z
(1.9)
R (z) = exp z
0
168
t exp(t)
(n!)1 an tn B (zt) dt.
n= +1
Hankel transform and representation. . .

Further, using (VI.1.2), we conclude that the entire function
(w) =
X
(n!)1 |an |wn
n=0
is in the class G(0 ). Therefore, for z (0 ) and > 0 there exists a T

= T (z, ) > 0 such that
Z
T
tRe exp(t) (t)|B (zt) dt < .
Then for = 0, 1, 2, . . . we have

Z
1
n
t exp(t)
(n!) an t B (zt) dt
(1.10)
n= +1
tRe exp(t) (t)|B (zt)| dt < .
There exists a nonnegative integer N = N (, T ) such that for N and

X
1
n
t [0, T ],
(n!) an t < and, hence,
n= +1
(1.11)
Z T
t
exp(t)
(n!)1a
t
B
(zt)
dt
n
n= +1
Z T
Re
t
exp(t)|B (zt)| dt = O().
=O
0
From (1.9), (1.10) and (1.11) it follows that R (z) = O(), N , i.e. the se( )
ries in the Laguerre polynomials {Ln (z)}

n=0 with coefficients {an }n=0 represents
the function f in the region (0 ).
Conversely, let the complex function f H((0 )), 0 < 0 , be rep()
resented for z (0 ) by a series in the polynomials {Ln (z)}
n=0 provided
are
the
coefficients
of
this
series,
then
from
(IV.2.1)
Re > 1. If {an }
n=0
and (VI.1.2) it follows that the entire function , defined by (1.3), is in the class
G(0 ). Then the function f defined in the region (0 ) by the right-hand side of
(1.8) is holomorphic in this region. But, as we have just seen, the function f is
()
representable in (0 ) by a series in the Laguerre polynomials {Ln (z)}
n=0 with
f , i.e. the function f has the
.
It
means
that
f
the same coefficients {an }
n=0
representation (1.8) in the region (0 ).
Example. Every entire function of exponential type and type less than one
is in the class G(). In particular, the function f (z) = exp[(1 )1 z] is in
169

G() when Re < 1/2. Then from (VI.1.3) we obtain for z C,
Z
(1.12)
t exp((1 )1 t)B (zt) dt = (1 )1+ exp((1 )z),
0
provided Re < 1/2.

1.3 Now we are going to prove that the map H0 , for R \ Z is invertible.
It was proved that this map is surjective for C. Its injectivity when R \ Z
follows from the uniqueness property of the system of Laguerre polynomials with
real parameter not equal to 1 2, 3, . . . [(IV.5.3)]. Notice that if > 1,
then the injectivity of H0 , follows from the uniqueness property of the Hankel
integral transform. Indeed, if f 0, then from (1.8) it follows that 0, i.e.
(t) = 0 almost everywhere in [0, ) and the identity theorem for holomorphic
functions yields that 0.
There is another proof of the fact that H0 , is invertible provided > 1.
Define the linear map H , of the space L() (0 ) in the space G(0 ) assuming that
0
to a function f L() (0 ) represented in the region (0 ) by the series [Chapter IV, (2.1)], there corresponds the entire function defined by (1.3).
(f ) if and only if
(VI.1.4) If 0 < 0 and > 1, then = H,
Z
(1.13)
(w) = exp w
t exp(t)f (t)B (wt) dt, w C.
In other words, an entire function is in the space G(0 ) if and only if the
above representation holds with a function f L() (0 ).
Proof. It is similar to that of the proposition (VI.1.3). Since is real,
the space L() (0 ) coincides with the space L(0 ) defined by the requirement
[Chapter V, (3.9)]. From the last one it follows that if f L() (0 ), then |f (t)| =
O(exp(t/2)) when t tends to infinity. Then (1.2) yields that the integral on the
right-hand side of (1.13) is absolutely uniformly convergent on the compact subsets
of the complex plane, hence, is an entire functions.
Since f L() (0 ), it is representable in the region (0 ) by a series in the
()

n=0 . If {an }n=0 are the coefficients of this series,
then from (IV.2.1) it follows that the inequality (1.4) holds with = 0 .
X
Defining S (w) = (w)
(n!)1 an wn for w C and = 0, 1, 2, . . . , then
n=0
[Chapter II, (2.13)] and (1.1) yield that

Z
S (w) =
0
170
t exp(t)f (t)
()
Ln (t)
n
w dt.
(n + + 1)
n= +1
Meijer transform and representation. . .

Further we proceed as in the proof of (VI.1.3) and obtain that lim S (w) = 0
for w C. It means that the entire function has the representation (1.3), and
since the inequality (1.4) holds for its coefficients with = 0 , we can assert that
G(0 ).
Conversely, suppose that the function , defined by (1.3), is in the class G(0 ).
X
()
Then from (1.4) with = 0 and (II.2.1) it follows that the series
an Ln (z)
n=0
is uniformly convergent on the compact subsets of the region (0 ). Hence, this

series defines a complex-valued function f L() (0 ) there. But, as we have
just seen, in such a case the right-hand side of (1.13) defines an entire function
G(0 ) and, moreover, (w) =

(n!)1 an wn , w C. Therefore,
n=0
and, hence, has a representation of the kind (1.13) with f L() (0 ).

Remark. The fact that the right-hand side of (1.13) has the same form as that
of (1.8) is not surprising since a well-known property of the Hankel type transforms
is that, in general, they coincide with their inverses.
If the entire function defined by (1.3) is in the space G(0 ), then the series
[Chapter IV, (2.1)] represents a function f L() (0 ) and, moreover, H , (f ) =
0
, i.e. the map H , is surjective.
0
In order to prove the injectivity of this map and that in fact it is the inverse to
is the identity mapping
H0 , , we have to show that the composition H0 , H,
of the space L() (0 ). If z (0 ), then having in mind [Chapter II, (2.13)], we
obtain
(1.14)
)(f )(z) = H
(H, H,
, (H, (f ))(z) = H, ()(z)
Z
= exp z
0
= exp z
X
an
n=0
n!
an n
t B (zt) dt
n!
n=0
t exp(t)
tn+ exp(t)B (zt) dt =
()
an Ln (z) = f (z).
n=0
2. Meijer transform and the representation by series

in Laguerre associated functions
()
2.1 The equality [Chapter II, (4.7)] shows that the function (z)/2 Mn (z)
which is holomorphic in the region C \ [0, ), is a Meijers type integral transform
of the function 2((n + 1))1 z n+/2 exp(z). Therefore, one may expect that
if a complex-valued function is representable by a series in Laguerre associated
functions, then it is a Meijer transform of a suitable (holomorphic) function. This
is, really, the fact and, more precisely, we have the following proposition:
171

(VI.2.1) Suppose that 0 0 < and > 1. A complex-valued function f
is in the class M() (0 ) if and only if for it an integral representation of the kind
Z
/
2
(2.1)
f (z) = 2(z)
t/2 exp(t)(t)K (2 zt) dt, z (0 )
0
holds, where K is the modified Bessel function of the third kind with index
[Appendix, (2.6)] and the entire function G(0 ).
Proof. Notice that if G(0 ), 0 0 < , then the integral in the
right-hand side of (2.1) is absolutely uniformly convergent on every compact set
() and denote
E (0 ). Indeed, let (0 , ) be chosen so that E
= ( 0 )/2. Then the estimate |(t)| = O{exp(t + 2(0 + ) t)}, t , as
well as the asymptotic formula [Appendix, (2.17)], yield that
t/2 exp(t)|(t)K (2 zt)| = O{t/2 exp(2t)}

for z E.
Suppose that the representation (2.1) holds for the function f with
G(0 ). If has the expansion
(2.2)
(w) =
X
(n!)1 bn wn ,
n=0
then (VI.1.2) and (II.2.3), (b) yield that the series in the Laguerre associ()
ated functions {Mn (z)}

n=0 with coefficients {bn }n=0 is convergent in the region
(0 ).
X
()
bn Mn (z) for z (0 ). Then the integral repreDefine (z) = f (z)
n=0
sentation [Chapter II, (4.7)] yields

(z) = 2(z)/2
t/2 exp(t)
(n!)1 bn tn K (2 zt) dt
n= +1
for z (0 ). Further, we proceed as in the proof of (VI.1.4), i.e. in view of
X
the fact that the entire function (w) =
(n!)1 |bn |wn is in the class G(0 ),
n=0
we conclude that if > 0, then (z) = O() provided that N and that the
positive integer N = N () is large enough. Hence, the series
(2.3)
( )
bn Mn (z)
n=0
represents the function f in the region (0 ), i.e. f M() (0 ).

172

If, conversely, the function f M() (0 ), 0 0 < , is represented by the
series (2.3), then (IV.2.3) and (VI.1.2) yield that the entire function defined by
(2.2) is in the class G(0 ). The right-hand side of (2.1) defines a complex function
f H( (0 )) and, moreover, for z (0 ) the function f is representable by
the series (2.3), i.e. f f .
2.3 Suppose that D C \ {0} is an unbounded region and f is a complexvalued function defined in D. Suppose that there exists a sequence {An }
n=0 of
complex numbers such that limzD,z z R (z) = 0 for = 0, 1, 2, . . . , where
X
R (z) = f (z)
An z n , = 0, 1, 2, . . . . Then, by definition, the series
n=0
X
An
(2.4)
n=0
zn
is called asymptotic expansion of the function f when z in the region D. In

such a case we write
(2.5)
f (z)
X
An
n=0
zn
, z .
We point out that the series (2.4) does not need to be convergent in D or even in
the vicinity of the point of infinity.
An asymptotic expansion, if it exists, is unique. This follows immediately from
the equalities:
(2.6) A0 =
lim
zD,z
f (z), An =
lim
zD,z
z n f (z)
n
X1
k =0
Ak
, n = 1, 2, 3, . . . .
zk
A series of the kind (2.4) may well be an asymptotic expansion of more than one
function. There is a criterion which enable us to assert that (2.4) is an asymptotic
expansion of exactly one complex-valued function. It is based on the following
proposition:
(VI.2.2) Suppose that > 0, 0 < 2, 0 < < 1 and let F be a complexvalued function which is holomorphic in the region S(, , ) = {z C : |z|
> , | arg[exp(i)z]| < }.
Suppose that there exist two increasing sequences of positive numbers {n }
n=0
with
lim
=
,
a
positive
integer
n
,
and
a
nonnegative
conand {n }
n n
0
n=0
stant M such that the inequality |F (z)| M (n |z|1/2 )n holds for z S(, , )
and n n0 .
X
1
If the series
(n+1 n )
n diverges, then F is identically zero in S(, , ).
n=0
173

As a corollary we have the proposition:
(VI.2.3) Let the complex-valued function f be holomorphic in the region S(, , ) and let (2.4) be its asymptotic expansion there. If |Rn (z)| =
O((n |z|1/2 )n ) uniformly for z S(, , ) and n n0 , then f is the unique
holomorphic function having (2.4) as its asymptotic expansion in S(, , ). In
particular, this is true if |Rn (z)| = O((n + 1)(|z|1/2 )n , > 0, uniformly for
z S(, , ) and n n0 provided {n }
n=1 is an increasing sequence of positive
numbers such that limn n = .
Using the asymptotic expansions language it is possible to state a proposition which gives a necessary as well as sufficient condition for a complex-valued
function to be in a space of the kind M() (0 ).
(VI.2.4) If 0 0 < , 1/2 1/2, and f M() (0 ), then for every
> 0 the function f has in () the asymptotic expansion
(2.7)
f (z)
X
(1)n (n + + 1)cn
z n+1
n=0
, z ,
where
n
X n
1
ck 0 .
lim sup(2 n) log
k
n
(2.8)
k =0
Conversely, if f H( (0 )) and the equality
(2.9)
lim
zS (,,1/2),z
z n f (z)
n
X1
k =0
(1)k ( + k + 1)ck
z k+1
=0
holds uniformly with respect to n n0 for some > 20 , then f M() (0 ).

Proof. Suppose that 1/2 < < 1/2 and let the function f M() (0 ),
0 0 < , have the expansion [Chapter IV, (5.17)] in the region (0 ). Then
the representation (2.1) holds, where the entire function G(0 ) is given by
the series (2.2).
If we define a(z) = z(z 2 ) exp(z 2 ), then from (1.1) it follows that |a(t)|
= O(exp(2t)) for > 0 when t tends to infinity. Hence, the integral
Z
(2.10)
A(w) =
a(t) exp(wt) dt
0
is uniformly convergent on each closed half-plane Re w 2 with > 0 , i.e. it

defines a holomorphic function in the half-plane Re w > 20 .
174

From (VI.1.2) we obtain that the function (k) is in the class G(0 ) for
k = 1, 2, 3, . . . . Further, it is easy to prove that if t tends to infinity, then
|a(k) (t)| = O(exp(2t))
(2.11)
for k = 1, 2, 3, . . . and 0 . In particular, since a(0) = 0, from (2.10) it follows

that for > 0
|A(w)| = O(|w|1 )
(2.12)
when w tends to infinity in the half-plane Re w 2.

Using the integral representations (2.1) and [Appendix, (2.16)], and replacing
z by z 2 /4, and t by t2 , we find that if Re z > 20 , then
Z
Z
4
2
f (z /4) =
a(t) dt
( 2 1)1/2 exp(zt ) d.
( + 1/2) 0
1
Having in mind (2.12), as well as the assumption < 1/2, we easily prove that
the multiple integral
Z
Z
2
1/2
a(t) exp(zt ) dt
( 1)
d
0
is absolutely convergent in the half-plane Re z > 20 . Then, changing the order of

integrations, we come to the representation
Z
4
2
(2.13)
f (z /4) =
( 2 1)1/2 A(z ) d, Re z > 20 .
( + 1/2) 1
Since (2.11) holds for each > 0 , the integration by parts in (2.10) is possible.
Thus, we find that if Re w > 2, then
(2.14)
A(w) =
2n
X
a(k) (0)
k =0
wk+1
w2n+1
Further, we have the expansion a(z) =
a(2n+1) (t) exp(wt) dt
X
cn (n!)1 z 2n+1 , where
n=0
(2.15)
cn =
n
X
k =0
n
(1)k
bnk , n = 0, 1, 2, . . . .
k
Hence,
A(w) =
n
X1
k =0
1
(2k + 1)!ck
+ 2n+1
2
k
+2
w
k!w
a(2n+1) (t) exp(wt) dt
175

and then (2.13) yields that
n
X1 22k+2 (k + + 1)c
k
n (z), Re z > 2,
+R
f (z /4) =
z 2k+2
k =0
2
where
Z
Z
4
2
1/2 2n1
Rn (z) =
( 1)
d
a(2n+1) (t) exp(z t) dt.
2
n
+1
( + 1/2)z
1
0
In this way we obtain the representation
f (z) =
n
X1
k =0
(1)k (k + + 1)ck
+ Rn (z), z (), n = 1, 2, 3, . . . ,
k
+1
z
n (2(z)1/2 ), z (). Since limz (),z z n Rn (z) = 0, it

where Rn (z) = R
follows that the asymptotic expansion (2.7) holds whenever > 0 .
From (2.15) it follows
n
X
n
c = bn , n = 0, 1, 2, . . . ,
k k
(2.16)
k =0
and since the series in the right-hand side of [Chapter IV, (5.17)] converges in the
region (0 ), (IV.2.3),(b) implies (2.10).
p
Suppose that = 1/2. Since K1/2 (z) = /2z exp(z) [Appendix, (2.13)],
we have
Z
2
t exp(t2 )(t2 ) exp(zt) dt = 2 A(z).
f (z /4) = 2
0
Then (2.14) gives

Z
X1 (2k + 1)!c
n
2 (2n+1)
k
2n+1
a
(t) exp(zt) dt,
f (z /4) = 2
z
k!z 2k+2
0
2
k =0
i.e. the representation

f (z) =
n
X1
k =0
(1)k (k + 3/2)ck
+ o(|z|n ), z (), z
z k+1
holds whenever > 0 . The proof in the case = 1/2 is similar to that when
= 1/2.
176
Laplace transform and. . .

Suppose that (2.9) holds uniformly for n n0 and, moreover, that the inequality (2.8) is true. Then we have
(2.17)
lim
zS (,,1/2),z
z n+1 Rn (z) = (1)n (n + + 1)cn , n = 1, 2, 3, . . .
uniformly for n n0 , where

Rn (z) = f (z)
n
X1
k =0
(1)k (k + + 1)ck
, n = 1, 2, 3, . . . .
z k+1
From (2.16) and (2.8) we obtain

(2.18)
lim sup(2 n)1 log |bn | 0 ,

n
i.e. |bn | = O(exp(2 n)) for > 0 when n tends to infinity and, hence, the
relation (2.15) implies |cn | = O(2n exp(2 n)) when n tends to infinity. Then,
having in mind (2.17), we find
|Rn (z)| = O{(n + + 1)(2|z|1 )n+ }, z S(, , 1/2), z ,
uniformly for n n0 . Further, from (VI.2.3) it follows that f is the only holomorphic function having the right-hand side of (2.7) as its asymptotic expansion
in the region S(, , 1/2).
From (2.18) and (IV.2.3), (b) we obtain that the series in the Laguerre associ()
ated functions {Mn (z)}

n=0 , 1/2 1/2, with coefficients {bn }n=0 converges
in the region (0 ) and, hence, its sum f is a holomorphic function there. Since
f has the same asymptotic expansion in S(, , 1/2) as the function f , it follows
that f f , i.e. f is representable in the region (0 ) as a series in the Laguerre
( )
associated functions {Mn (z)}
n=0 .
3. Laplace transform and the representation by series in Laguerre
3.1 There is another way to make use of a classical integral transform when the
representation problem by series in Laguerre associated functions is in question.
Indeed, the representation [Chapter IV, (4.1)] shows that if Re z < 0, then the
( )
function (z) Mn (z) is a Laplace transform of the function z n+ (1 + z)n1
which is holomorphic in the region C \ (, 0]. This observation leads to the
conjecture that if a holomorphic function is representable by a series in Laguerre
associated functions, then it is a Laplace transform of a suitable (holomorphic)
function.
In order to clarify the above considerations we introduce the class B(),
177

0 < , of
all complex-valued functions B(z) which are holomorphic in the
half-plane V (1/ 2) = {w C : Re w > 1/2} and have the property that for each
> 0 there exists a positive constant b() such that
( + )2 |w|
(3.1)
|B(w)| b() exp
, w V.
|1 + w| |w|
(VI.3.1) A function
B(w) =
X
n=0
bn
H(V (1/ 2))

1+w
is in the class B() if and only if

(3.2)
lim sup(2 n)1 log |bn | .

n
Proof. By the mapping = w(1+w)1 the half-plane V(1/ 2) is transformed

into the unit disk U (0; 1) and to a function B H(V (1/ 2)) there corresponds
the function B()

= B((1 )1 ) H(U (0; 1)). In particular, the class B()
H(U (0; 1)) with the property

is transformed into the class B()
of functions B
that for each > 0 there exists a positive constant b() such that
( + )2 ||
(3.3)
|B()| b() exp
1 ||
Therefore, we have to prove that a function B()

=
bn n H(U (0; 1)) is in
n=0
the class B()

if and only if the inequality (3.2) holds.
The necessity of (3.2) follows from the Cauchy inequalities for the coefficients
of the power series expansion of a holomorphic function. Indeed, if > 0 and
rn = 1 ( + )n1/2 , n > ( + )2 , then rnn = O{exp(( + ) n)} when n tends

to infinity. Hence,
( + )2 rn
n
1
n
|bn | = O
|B()
| ds = O rn exp
1 rn
||=rn
= O{exp(2( + ) n)}.
The sufficiency can be proved as an application of the expansion [Chapter II,
(2.4)] and the asymptotic properties of the Laguerre polynomials.
() = exp( 2 (1 )1 ) for > 0 and U (0; 1).
We define the function B
X
(1)
Then [II, (2.4)] yields that B () =

Ln ( 2 ) n , U (0; 1).
n=0
178

Suppose that the sequence {bn }
n=0 satisfies (3.2). Using the asymptotic formula [Chapter III, (2.6)] for the Laguerre polynomials with parameter = 1
[(III.2.3)], we find that
(1)
lim sup(2 n)1 log{|bn ||Ln (( + )2 )|1 }
n
(1)
= lim sup(2 n)1 log |bn | lim (2 n)1 log |Ln (( +)2 )| ( +) = ,
n
(1)
i.e. |bn | = O{Ln (( + )2 )} for each positive . Since the Taylor coefficients of
() are positive, we obtain
B
X
X
(
1)
n
2
n
|B()|
|bn ||| = O
Ln (( + ) )||
n=0
n=0
2
(
+
)
||
+ (|)|) = O exp
= O(B
, U (0; 1),
1 ||
B().
i.e. the function B
For a complex-valued function F which is holomorphic in the region V (1/ 2) \

(1/2, 0]), i.e. in the half-plane Re w > 1/2 cut along the segment (1/2, 0], we
say that it is in the class B(, ), 0 < , > 1, if the function w F (w) is
in the class B(). It is easy to see that F B(, ) if and only if F (w)
= (1 + w)1 w B(w), where B B(). Using the last representation of the
functions in B(, ), as well as (VI.3.1), we shall prove the following proposition:
(VI.3.2) Suppose that 0 0 < and > 1. A complex-valued function
f H( (0 )) has an expansion in a series of the Laguerre associated functions
( )
{Mn (z)}
n=0 in the region (0 ) if and only if the representation
Z
F (t) exp(zt) dt
(3.4)
f (z) = (z)
0
holds in the halfplane Re z < 20 with a function F B(0 , ).
X
( )
Proof. If f (z) =
bn Mn (z) for z (0 ), then from (IV.2.3) it follows
n=0
that the sequence {bn }

n=0 satisfies (3.2) with = 0 . Then, from (VI.3.1), we
obtain that the function
(3.5)
F (w) = (1 + w)1 w
X
n=0
bn
w n
1+w
as well as the function

F (w) = (1 + w)1 w
X
n=0
|bn |
w n
1+w
179

is in the class B(0 , ). In particular, if > 0, then F (t) = O{exp((0 + )2 t)}
and F (t) = O{exp((0 + )2 t)} when t tends to infinity. Hence, the integral in
(3.4) is absolutely uniformly convergent on each (closed) half-plane Re z 2
with (0 , ), i.e. this integral defines a complex-valued function holomorphic
in the half-plane Re z < 20 .
We define
Z
X
()
(z) = (z)
F (t) exp(zt) dt
bn Mn (z), Re z < 0 , = 0, 1, 2, . . . .
0
n=0
Then, having in mind (3.5) and [Chapter II, (4.1)], we find that
(3.6)
(z) = (z)
Z X
t n
t
bn
exp(zt) dt.
1 + t n= +1
1+t
0
If x = Rez < 20 , then we choose > 0 such that (0 + )2 + x < 0. Further,

for every > 0 there exists T = T () > 0 such that
Z
exp{((0 + )2 + x)t} dt < .
T
Then we obtain
(3.7)
t
t n
bn
exp(zt) dt
1+t
T 1 + t +1
Z X
t n
t
|bn |
exp(xt) dt
1+t
T 1 + t +1
Z
Z
2
exp{((0 + ) + x)t} dt = O()

F (t) exp(xt) = O
for = 0, 1, 2, . . . .
1
n
Further, we choose N = N () > 0 such that
bn (t(1 + t) ) < for
> N and 0 t T . Then ( > N )

(3.8)
n= +1
Z T
t n
X
exp(zt)
dt
b
n
1 + t n= +1
1+t
0
Z T
t exp(xt)
=O
dt = O().
1+t
0
From (3.6), (3.7) and (3.8) it follows that (z) = O(), > N , and the
validity of the representation (3.4) is proved.
180

Suppose that the complex-valued function f H( (0 )) has the representation (3.4) in the half-plane Re z < 20 with F B(0 , ). If F is defined by the
expansion (3.5), then from (VI.3.1) it follows that (3.2) holds with = 0 . By
()
virtue of (IV.2.3), the series in the Laguerre associated functions {Mn (z)}
n=0
with the same coefficients as those of expansion (3.5) converges to a holomorphic
function f in the region (0 ). But, as it was just proved, f has a representation
of the kind (3.4) in the half-plane Re z < 20 . Hence, f f , i.e f has an expansion in a series of Laguerre associated functions with parameter in the region
(0 ).
Examples: (1) If 0 < 0 < and > 1, then F (w) = w exp(0 w)
B(0 , ). Moreover, from [Chapter II, (2.2)] it follows that
F (w) = (1 + w)1 w
X
n=0
(0)
Ln (20 )
t n
.
1+t
Since
exp(2i)( + 1)(z +
20 )1
z
= (z)
2
z + 0
Z
0
t exp((z + 20 )t) dt
in the half-plane Re z < 20 , from (VI.3.2) it follows that if z (0 ), then

(3.9)
X
n=0
(0)
Ln
()
(20 )Mn (z)
= exp(2i)( + 1)(z +
20 )1
z
.
z + 20
(2) Suppose that the function F (t), 0 t < satisfies the conditions of
proposition (V.4.2) with = 0 and define
Z
1
(3.10)
F (w) =
F (t) exp(wt) dt.
2i 0
is a holomorphic function in
Since F (t) = O(t1/2 exp(t/2)) for t , F
B(, 0) for each positive . If f
the half-plane Re w > 1/2 and, moreover, F
is the function, defined by [Chapter V, (4.2)], and Re z < 2 , then (3.10) yields
that
Z
Z
Z
1
(u) exp(zu) du =
F (t)
F
exp((z t)u) du dt
2i 0
0
0
Z
1
F (t)
dt = f (z),
=
2i 0 t z
i.e. if = 0, then the proposition (V.4.2) follows from (VI.3.2).
3.2 If 0 < and R, then a function f H((0 )) has a representation
for z (0 ) by a series in Laguerre polynomials with parameter if and only
181

if it is in the vector space L(0 ) [(V.3.7)]. But if the functions f and g are in
L(0 ), then, in general, it is not true that f g L(0 ). For instance, if a, b < 1/2
and a + b = 1/2, then the entire functions exp(az) and exp(bz) are in L() but
exp(az) exp(bz) = exp(z/2) is not in L().
In the case of Laguerre associated functions the situation is quite different.
Before stating a general result, we need an auxiliary proposition:
(VI.3.3) If F B(, ), G B(, ), 0 , < , , > 1, then the
function
Z w
(3.11)
H(w) =
F ()G(w ) d
0
is in B(max(, ), + + 1).
Proof. It is easy to see that if Re w < 1/2 and 0 t 1, then
(3.12)
(|1 + wt| |wt|)1 (|1 + w| |w|)1 .
Indeed, if Re w > 1/2, then the function (t) = |1 + wt| |wt| is positive and
decreasing on the segment [0, 1]. Hence, for each t [0, 1] we have the inequality
(t) (1) which is equivalent to (3.12).
Further, if F (w) = w B(w) and G(w) = w C(w), with B B() and C
B( ), then from the definition of the function H(w) by (3.11) it follows that
H(w) = w+ +1 D(w), where
Z 1
t (1 t) B(wt)C(w(1 t)) dt.
D(w) =
0
If > 0, then there exist b() > 0 and c() > 0 such that the inequality (3.1)
as well as the inequality
( + )2 |w|
|C(w)| c() exp
|1 + w| |w|
holds. Then, having in mind(3.12), we obtain that
(max(, ) + )2 |w|
|D(w)| d() exp
,
|1 + w| |w|
where
d() = b()c()
t (1 t) dt.
(VI.3.4) Suppose that 0 , < , , > 1 and + > 1. If f

M() () and g M( ) ( ), then f g M(+ ) (max(, )).
182
Fourier transform and. . .

Proof. From (VI.3.2) it follows that
Z
f (z) = (z)
F (t) exp(zt) dt, Re z < 2 ,
0
g(z) = (z)
G(t) exp(zt) dt, Re z < 2 ,
where F B(, ) and G B(, ). The multiplication rule for the Laplace
transform yields that
Z
+
f (z)g(z) = (z)
H(t) exp(zt) dt, Re z < (max(, ))2 ,
0
where H is defined by (3.11). Moreover, from (VI.3.3) we obtain that H

B(max(, ), + + 1) B(max(, ), + ). Therefore, by virtue of (VI.3.2),
the function f g has a representation as a series in the Laguerre associated functions
( + )
{Mn
(z)}
n=0 in the region (max(, )).
Corollary. If f, g M(0) (0 ), 0 0 < , then f g M(0) (0 ), i.e. every
space M(0) (0 ), 0 0 < , is an algebra over the field of complex numbers.
4. Fourier transform and the representation by series in Hermite
polynomials and associated functions
4.1. As in the Laguerre case there is another approach to the representation
problem by series in the Hermite polynomials. In a similar way, i.e. using the
integral representation [Chapter II, (3.4)] or [Chapter II, (3.5)] of Hermite polynomials, we can prove a proposition like (VI.1.4). But it is much more convenient
to make use of the last proposition as well as of the relations between Hermite
and Laguerre polynomials [Chapter I, (5.24), (5.25)]. Recall that by E we denote
the C-vector space of complex-valued functions which are holomorphic in the strip
S(0 ) = {z C : | Im z| < 0 }, 0 < 0 , and have there representations by
series in Hermite polynomials.
(VI.4.1) Suppose that 0 < 0 . A complex-valued function f is in the
space E(0 ) if and only if the representation
Z
(4.1)
f (z) =
{1 (t2 ) + t2 (t2 )} exp((t iz)2 ) dt
= 2 exp z
exp(t2 ){1 (t2 ) cos(2zt) + it2 (t2 ) sin(2zt)} dt
holds in the strip S(0 ), where the functions 1 and 2 are in the space G(0 ).
Proof. Suppose that g is an even function of the space E(0 ), i.e. g(z)
183
=
an H2n (z), z S(0 ). Since g( z) is single-valued, it is holomorphic in the
n=0
region (0 ) and, due to the relations [Chapter I, (5.24)], it has there a represen(1/2)
tation by a series in the Laguerre polynomials {Ln

gives
Z
g( z) = exp z
0
(z)}
n=0 . Then (VI.1.4)
t1/2 exp(t)1 (t)B1/2 (zt) dt,
1/4
1/2 cos(2w)
1 G(0 ). Since B
where
1/2 (w) = w J1/2 (2 w) =
[Appendix, (2.11), (a)], we have
Z
2
g(z) = 2 exp z
exp(t2 )1 (t2 ) cos(2zt) dt,
0
where 1 (w) = 1/2 1 (w) i.e. 1 G(0 ).
X
Suppose that the function h E(0 ) is odd, i.e. h(z) =
bn H2n+1 (z), z
n=0
1
S(0 ). Then the function ( z) h( z) is analytic in the simply connected region (0 ), hence, it is holomorphic there. Moreover, due to the relations [Chapter I, (5.25)], for z (0 ) it has a series representation by the polynomials
(1/2)
{Ln (z)}
n=0 .
Further, using (VI.1.4) as well as that B1/2 (w) = w1/4 J1/2 (2 w)
= 1/2 ( w)1 sin(2 w) [Appendix, (2.11), (b)] we obtain the representation

Z
2
h(z) = 2i exp z
t exp(t2 )2 (t2 ) sin(2zt) dt, z S(0 ),
0
where 2 G(0 ).
In the general case f (z) = g(z) + h(z), where g(z) = (f (z) + f (z))/2 is even,
h(z) = (f (z) f (z))/2 is odd and, moreover, if f has a representation by a series
in Hermite polynomials in S(0 ), then so does each of the functions g and h.
Conversely, suppose that the function f has a representation of the form (4.1)
in the strip S(0 ), where the functions j , j = 1, 2 are in G(0 ). Suppose that
X
(j )
j (w) =
(n!)1 an wn , j = 1, 2. Then for each z S(0 ) we have
n=0
(4.2)
f (z) = 2 exp z
Z
0
+2 exp z
n=0
2
exp(t )
0
184
nX
o
(1)
exp(t )
(n!)1 an t2n cos(2zt) dt
2
nX
0
o
(2)
(n!)1 an t2n+1 sin(2zt) dt.
Representation of entire functions. . .

Further, exchanging the summations and integrations, and taking [Chapter I,
Exercise 30] into consideration, we obtain that f has a representation as a series
in Hermite polynomials in the strip S(0 ).
4.2 As an application of (VI.2.1), we are able to give a necessary and sufficient
condition for a complex function to be in the space G + (0 ), 0 0 < , i.e. to
be representable in the half-plane H + (0 ) : Im z > 0 as a series in the Hermite
associated functions {G+

n (z)}n=0 . Indeed,
p the relations [Chapter I, (5.26), (5.27)],
the equalities K1/2 (z) = K1/2 (z) = /2z exp(z) [Appendix, (2.13)] and the
proposition (VI.2.1) lead to the following result:
(VI.4.2) A complex function f is in the space G + (0 ), 0 0 < , if and only
if it has the representation
Z
(4.3)
f (z) =
{1 (t2 ) + t2 (t2 )} exp(t2 + 2izt) dt, z H + (0 ),
0
with 1 , 2 G(0 ).
Remark. The above assertion remains true if we replace the space G + (0 ) by
G (0 ), the half-plane H + (0 ) by H (0 ) : Im z < 0 as well as z by z.
5. Representation of entire functions of exponential type
by series in Laguerre and Hermite polynomials
5.1 Now we shall see that for entire functions of exponential type it is possible
to give sufficient as well as necessary conditions in order that they are representable
by series in Laguerre or Hermite polynomials in terms of their indicator functions.
(VI.5.1) If f is an entire functions of exponential type and hf (0) < 1/2, then
f L() () for each > 1.
Proof. Denote by B(f ; z) the Borel transform of f and define the entire
function (f ; w) by
Z
w
1
B(f ; ) d,
(f ; w) =
(1 )1 exp
2i
1
where is a positively oriented Jordan curve which is located in the half-plane
Re < 1/2 and contains the conjugate diagram of the function f in its interior.
It is easily seen that (f ; w) is of exponential type and, moreover, that its
type is less than one. Therefore, (f ; w) G() and then from (1.12) we obtain
that for z C
Z
Z
1
exp(z)B(f ; ) d = f (z)
exp z
t exp(t) (f ; t)B (zt) dt =
2i
0
and (VI.1.3) yields immediately f L() ().
185

Remark. Observe that the above assertion is not true if hf (0) = 1/2. Indeed,
the entire function exp(z/2) cannot be represented in the whole complex plane by
()
a (convergent) series in the Laguerre polynomials {Ln (z)}
n=0 , > 1, since it
is not in the space L() [(V.3.7)]. In fact it is not in the space L(0 ) for any
0 (0, ).
The next proposition could be considered as an inverse of the preceding one.
(VI.5.2) Suppose that the entire function , defined by the equality (1.3), is
of exponential type and that its type is less than one. If > 1, then (1.8) defines
an entire function of exponential type and, moreover, hf (0) < 1/2.
Proof. Denote by the type of . Since = lim supn |an |1/n < 1, it
follows that limn (2 n)1 log |an | = and from (VI.1.2) we obtain that
G(). Then (VI.1.3) yields that in the case under consideration (1.8)
defines an entire function. If B(; w) is the Borel transform of , then (1.8) and
(1.12) yield that for (, 1),
Z
z
1
1
B(; ) d.
(1 )
exp
(5.1)
f (z) =
2i C (0,)
1
Denote
and
M () = max{|(1 )1 B(; )| : C(0; )}

() = max{|(1 )1 | : C(0; )},
then from (5.1) it follows that for z C, |f (z)| M () exp(()|z|). Hence, f is

of exponential type and, moreover, (5.1) yields the estimate
(5.2)
hf (0) max Re{(1 )1 } = (1 + )1 < 1/2.

C (0;)
Remark. Since the inequality (5.2) holds for each (, 1), we have in fact
hf (0) (1 + )1 .
5.2 Now we are to pay some attention to the representation of entire functions
of exponential type by series in Hermite polynomials. Again, the main tool we are
going to use is the Borel transform.
(VI.5.3) Every entire function f of exponential type is representable by a series
in the Hermite polynomials in the whole complex plane. Moreover, if {an }
n=0 are
the coefficients of the representation, then
(5.3)
an = (n!2n )1
(k +n)
X
f
(0)
k =0
186
k!4k
, n = 0, 1, 2, . . . .
Representation of entire functions. . .

Proof. Denote by C a positively oriented circle with center at the origin which
contains the indicator diagram of the function f in its interior. Then, substituting
w = /2 in [Chapter II, (3.2)], we find that
Z X
X
1
n
1
n
2
f (z) =
(n!2 ) Hn (z)
exp( /4)B(f ; ) d =
an Hn (z),
2i C n=0
n=0
where an = (n!2n )1 bn , n = 0, 1, 2, . . . and
Z
1
bn =
n exp( 2 /4)B(f ; ) d, n = 0, 1, 2, . . . .
2i C
If is the type of f , then from the expansion B(f ; ) =
f (k) (0) k1 which
k =0
holds in the neighbourhood C \ U (0; ) of the point of infinity, it follows that

X
1
n
2
(k )
k
1
exp( /4)
f (0)
d
bn =
2i C
k =0
X
1
nk
1
2
=
exp( /4) d f (k) (0), n = 0, 1, 2, . . . .

2i C
k =0
Since
Z
C
nk1 exp( 2 /4) d = 0, k = 0, 1, 2, . . . n 1,
we find that
bn =
kn (k!)1 f (k) (0), n = 0, 1, 2, . . . ,
k =n
where
Z
k!
kn =
nk1 exp( 2 /4) d, n = 0, 1, 2, . . . ; k = n, n + 1, n + 2, . . . .
2i C
Further, from the expansion
exp( 2 /4) =
2s
s , = 0, 1, 2, . . .
(s
)!4
s=
it follows that kn = k!/(k n)!4kn , n = 0, 1, 2, . . . ; k = n, n + 1, n + 2, . . . and,

thus, we obtain the representations (5.3).
Now, we are going, as a corollary of the above proposition, to give a test for a
series in the Hermite polynomials to represent an entire functions of exponential
type.
187

(VI.5.4) The sum of a series in the Hermite polynomials with coefficients
{an }
n=0 is an entire functions of exponential type not greater that if and only if
= lim sup |n!an |n/2 /2.
(5.4)
Proof. If f is an entire function of exponential type , then for each (, )

there exists a positive constant M = M ( ) such that the inequality |f (k) (0)|
M k holds for k = 0, 1, 2, . . . . Then the coefficients representations (5.3) yield
|an | M (n!2n )1 n exp( /4). Hence, lim supn |n!an |1/n /2 and since
(, ) is arbitrary, (5.4) follows.
Conversely, suppose that (5.4) holds. If (/2, ), then there exists a positive integer n0 = n0 () such that |an | (n!)1 n for n > n0 . Since n! (n/e)n ,
we find that (2n/e)n/2 |an | (2e2 /n)n/2 and, hence, limn (2n/e)n/2 |an | = 0.
From (II.3.1) it follows that the series in the Hermite polynomials with coefficients
{an }
n=0 converges in the whole complex plane. Let f be its sum and let be the
sum of the Maclaurin series with coefficients {k!ak }
k =0 . Then for z C we find
that
(5.5)
X
Z
1
k!ak (2i)
f (z) =
(n!) Hn (z)
n=0
k =0
Z
= (2i)1
C (;) k =0
k!ak k1
C (0;)
nk1 d
(n!)1 Hn (z) n
n=0
and, having in mind [Chapter II, (3.2)], we obtain the representation

Z
1
(5.6)
f (z) = (2i)
exp( 2 + 2z)( 1 ) 1 d.
C (0;)
Notice that both series in the second row of (5.5) are uniformly convergent
on the circle C(0; ) and, hence, the exchange of summation and integration is
possible.
Further, from (5.6), it follows that f is of exponential type not exceeding 2.
Since (/2, ) is arbitrary, we find that f is of type not greater than .
Exercises
1. Suppose that 0 0 < and f G (0 ). If > 0 , then the asymptotic
expansion
X
cn
, z
f (z)
z n+1
n=0
188

holds in the closed half-planes H + ( ), where
n
X
1
lim sup(2 n) log (1)k
n
and
k =0
n
X
1
lim sup(2 n) log (1)k
n
k =0
c2k
0
(k + 1/2)
c2k+1
0 .
(k + 3/2)
Conversely, if the above inequalities hold and, moreover, if for each > 0 it
is satisfied the equality
lim
zH + ( ),z
z n f (z)
n
X1
k =0
ck
z k+1
=0
for the function f H(H + (0 )) uniformly for n n0 ( ), then f G(0 ).

2. Justify the exchange of the summations and integrations in (4.2).
3. As an application of (VI.2.1) prove that if z C \ (, 0], C \ [0, )
and Re z 1/2 > Re()1/2 , then
Z
p
1
/
2
/
2
J (2 zt)K (2 t) dt =
2z
()
z
0
provided > 1.
4. Suppose that 0 0 < and R \ Z . Define the mapping M0 , of the
space M() (0 ) in the space G(0 ) assuming that to a function f represented
in the region (0 ) by the series [II, (2.5)] there corresponds the entire function
(2.2). Prove that M0 , is an (algebraic) isomorphism of M() (0 ) and G(0 )
considered as C-vector spaces.
5. Suppose that 0 0 < and R \ Z . Define the mapping L0 , of the
space M() (0 ) into the space B(0 , ), assuming that to a function f represented
by the series [Chapter IV, (2.5)] there corresponds the function F defined by
(3.5). Prove that L0 , is an (algebraic) isomorphism of M() (0 ) and B(0 , )
considered as C-vector spaces.
0 ), 0 < 0 , the set of all entire functions of the kind
6. Denote by G(
2
(w)
= 1 (w ) + w2 (w2 ) provided 1 and 2 are in G(0 ). Verify the validity
of the proposition that (4.1) establishes an (algebraic) isomorphism of E(0 ) and
0 ) considered as C-vector spaces.
G(
Comments and References
The idea to engage classical integral transforms in the problem of representation by series in Laguerre and Hermite polynomials is not new. It has been used
e.g. in a paper of Ervin Feldheim [1].
189

The results, given both as propositions and as exercises, show that the vector
spaces of holomorphic functions which are representable e.g. by series in Laguerre
polynomials or in Laguerre associated functions, are isomorphic, via integral transforms of Hankel or Meijer type, to suitable vector spaces of entire functions of
exponential type.
The key Lemma (VI.1.2) as well as the proposition (VI.1.3) can be found
in in [P. Rusev, 8, 9, 10, 24, 25] and (VI.1.4) is due to L. Boyadjiev [2].
The proposition (VI.2.4) as well as that given as Exercise 1 is due to I.
Kasandrova [1]. It provides a growth characteristic of the functions in the
space M() (0 ), 1/2 1/2, 0 0 < .
We note that (VI.2.2) is a slight modification of a Lemma due to T. Carleman [1, p.16, I]. The proposition (VI.2.3) is given in [E. Rieckstin
s, 1, p. 63,
0
Theorems 4.3, 4.3 ].
The proof of (VI.3.1) can be found in [P. Rusev, 26] and that of the multiplication rule for the spaces of the kind M() (0 ) is published in [P. Rusev,
19].
The proposition (VI.5.1) is proved in [R.P. Boas and R.C. Buck, 1, p. 40,
(X)]. Its converse, i.e. (VI.5.2) is due to L. Boyadjiev [3]. The coefficients
criterion in order that a series in the Hermite polynomials to represent an entire
function of exponential type can be found in [L. Boyadjiev, 4].
190
Chapter VII
BOUNDARY PROPERTIES OF SERIES IN JACOBI, LAGUERRE
AND HERMITE SYSTEMS
1. Convergence on the boundaries of convergence regions
1.1 The asymptotic formulas for the Jacobi systems as well as the corresponding formula of Christoffel-Darboux type for these systems allow to study the convergence of series in Jacobi polynomials and Jacobi associated functions on the
boundaries of their regions of convergence. This can be realized, as in the classical
theory of Fourier series, by means of appropriate asymptotic formulas for their
partial sums.
Here we restrict our considerations to Jacobi series representations of functions
in the spaces H(E(r)), H(E (r)), 1 < r < , defined by means of Cauchy type
integrals.
The following auxiliary proposition is an analogon of the classical RiemannLebesgue Lemma.
(VII.1.1) Suppose that < A < a < b < B < and < 1 2 <
are such that 1 A a and 2 B b. Let h(t), A t B, be an L-integrable
function and let g(t, ), a t b, 1 2 , be a bounded function with
bounded variation in the interval [a, b] for each fixed [1 , 2 ]. Then
Z t2
h(t )g(t, ) exp ikt dt = 0
(1.1)
lim
|k| t1
uniformly with respect to t1 , t2 [a, b] and [1 , 2 ].

Proof. It is sufficient to prove the assertion in the case when h and g are real.
Suppose, in addition, that h is absolutely continuous. Then
Z t2
(1.2)
lim
h(t ) exp ikt dt = 0
|k| t1
uniformly with respect to t1 , t2 [a, b], [1 , 2 ] and this can be proved by

integration by parts.
Further, we apply the second mean value theorem to the real part of the integral
on the left-hand side of (1.1). Thus, we obtain
Z t2
Rk (; t1 , t2 ) =
h(t )g(t, ) cos kt dt
t1
Z
= g(t1 , )
t1
h(t ) cos kt dt + g(t2 , )
Z t2
h(t ) cos kt dt.

191
Boundary properties of series. . .

If K = sup{|g(t, )| : t [a, b], [1 , 2 ]}, then
Z t
|Rk (; t1 , t2 )| K
h(t ) cos kt dt +
h(t ) cos kt dt ,
t1
and (1.2) yields that lim|k| Rk (; t1 , t2 ) = 0 uniformly with respect to t1 , t2

[a, b] and [1 , 2 ]. In the same way, we prove that
lim Ik (; t1 , t2 ) = lim
|k|
Z t2
|k| t1
h(t )g(t, ) sin kt dt = 0

If h is L-integrable and > 0, then there exists an absolutely continuous
function h(t),
A t B such that
Z B
A
|h(t) h(t)|
dt < (1 + K)1 .
Hence, the inequality

Z t
)}g(t, ) exp ikt dt <
{h(t
h(t
t1
holds for t1 , t2 [a, b], [1 , 2 ] and |k| = 0, 1, 2, . . . . It yields that (1.1) is true
(VII.1.2) Suppose that +1, +1 and + +2 are not equal to 0, 1, 2, . . . .
Let () be an L-integrable complex-valued function on the ellipse e(r),
(, )
1 < r < , and denote by {S

(z)}
=0 the partial sums of the series in Jacobi
(, )
polynomials {Pn
(z)}n=0 which represents the function [Chapter V, (1.1)] in the
region E(r).
(, )
Then there exists a sequence of complex-valued functions {r (z)}

=0 which
are holomorphic in the region C \ [1, 1], and such that
Z
1 ((z)/())
1
(, )
(, )
() d + r (z), z C \ [1, 1].
(1.3) S
(z) =
2i e(r)
z
(, )
Moreover, lim r
(z) = 0 uniformly on e(r).
Proof. Denote by G the region C \ [1, 1]. From [Chapter I, (4.28)], [Chapter
V, (1.1)] and [Chapter V, (1.2)] it follows that if z G \ e(r) and = 0, 1, 2, . . . ,
then
Z
(, )
1 (z, )
1
(, )
() d.
(1.4)
S
(z) =
2i e(r)
z
192
Convergence on the boundaries of convergence regions

( )
Since (z, z) 1 for z G and = 0, 1, 2, . . . [Chapter I, Exercise 27,

(, )
(a)], {1 (z, )}( z)1 as a function of G \ {z} has a removable
singularity at the point = z and, moreover, the representation (1.4) holds in the
whole region G.
If (z, ) GG, then from the asymptotic formulas [Chapter III,(1.9)], [Chapter III,(1.30)] and from Stirlings formula we obtain that
(1.5)
(, )
(, )
(z, ) = ((z)/()) {D(, ) (z, ) +
(z, )}, = 1, 2, 3, . . . ,
(, )
where D(, ) (z, ) and {

(z, )}
=1 are complex-valued functions which are
holomorphic in the region G G. Moreover,
(, )
(1.6)
lim
(z, ) = 0
uniformly on each compact subset of this region.

(, )
From (1.5) it follows that D(, ) (z, z) +

(z, z) = 1 for every z G and
= 1, 2, 3, . . . . Then, having in mind (1.6), we obtain that D(, ) (z, z) 1 in G
(, )
(, )
and, hence,
(z, z) 0 in G for each = 1, 2, 3, . . . . Assuming that r0
(z)
(, )
= S0
(, )
(z) for z G, we obtain the representation (1.3) with r
(, )
(z) = r,1 (z)
(, )
+r,2 (z), = 1, 2, 3, . . . , where

(1.7)
(, )
r,1 (z)
Z
1
1 D(, ) (z, )
((z)/()) () d, = 1, 2, 3, . . .
=
2i e(r)
z
and
(1.8)
(, )
r,2 (z)
Z
(, )
1
(z, )
((z)/()) () d, = 1, 2, 3, . . . .
=
2i e(r) z
If 0 < < d(r) =dist(e(r), [1, 1]), then we define M ( ) = ze(r) U (z; ).
Obviously, M ( ) is a compact subset of the region G and e(r) M ( ). Further,
(, )
we define m ( ) = max{|
(z, )| : (z, ) e(r) M ( )}. Then Schwarzs
(, )
Lemma gives |
(z, )( z)1 | m ( ) 1 provided (z, ) e(r) M ( ) and
= 1, 2, 3, . . . .
If u(t) = (r exp it + r1 exp(it))/2 and
(t) = (u(t)), t R, then substituting = u(t), t in the integral in (1.8), and taking into account that
|(z)/()| = 1 for (z, ) e(r) e(r), we obtain that
Z
(, )
1
|r,2 (z) (2 ) m ( )
|
(t)u0 (t)| dt, = 1, 2, 3, . . .
( )
for z e(r). Hence, lim r,2 (z) = 0 uniformly on e(r).

193

(, ) (z, ) = (1 D(, ) (z, ))( z)1 when
If (z, ) G G, then we define D
(, ) (z, z) = {D(, ) (z, )/} =z . It is easy to see that
z 6= and assume that D
this function is holomorphic in G G.
We set (z)/() = exp(it), t , in the integral (1.7) and since
= u(t + ) for z = u(), , we find that
Z
(, )
r,1 (z) =
(t + )
g (t, ) exp(it) dt, = 1, 2, 3, . . . ,
(, ) (u(), u(t + ))u0 (t + ).

where g(, ) (t, ) = (2i)1 D
If [, ] is fixed, then g(, ) (t, ) as a function of t R is in the class
C . Hence, it has a bounded variation in the interval t . Moreover, as a
function of the variables t, , it is bounded for (t, ) R [, ]. Then (VII.1.1)
yields that
Z
lim
(t + )
g (, ) (t, ) exp(it) dt = 0
(, )
uniformly with respect to [, ], i.e. lim r,1 (z) = 0 uniformly on e(r).

We define e(z, ) = e(r) U (z; ) for z e(r) and 0 < < d(r), i.e e(z, )
is that arc of the ellipse e(r) which is contained in the closed disk U (z; ). We
suppose that this arc is positively oriented and denote by z1, and z2, its initial
and end-point, correspondingly. By setting (z)/() = exp(it), the parametric
equation of the ellipse e(r) becomes = u(t + ), t . Since the point
z = u(), corresponds to t = 0, we have zj, = u(tj, + ), j = 1, 2,
where < t1, < 0 < t2, < .
(VII.1.3) Suppose that +1, +1 and + +2 are not equal to 0, 1, 2, . . . .
Let e(r) e(r), 1 < r < , be a closed arc (which may reduce to a point) and let
() be an L-integrable (complex-valued) function on e(r) such that:
(a) is bounded on e(r);
(b) for each > 0 there exists = () (0, d(r)) such that
Z
() (z)
dm(r) <
z
e(z, )
for z e(r), where m(r) is the Lebesgue measure on the ellipse e(r).
(, )
Then the series in Jacobis polynomials {Pn

(z)}
n=0 which represents the
function [V, (1.1)] in the region E(r) is uniformly convergent on the arc e(r) and
Z
1
()
1
d + (z)
(1.9)
2i e(r) z
2
is its sum for z e(r).
194

Proof. From the assumption (b) it follows that if z e(r), then the integral
Z
1
() (z)
d
2i e(r)
z
exists as a main value in the Cauchy sence. Since in the same sence we have
Z
1
1
d
= , z e(r),
2i e(r) z
2
the integral
Z
Z
Z
1
1
1
()
() (z)
(z)
d =
d +
d, z e(r)
2i e(r) z
2i e(r)
z
2i e(r) z
also exists in the Cauchy sence. Then from (1.3) it follows that for z e(r) and
= 0, 1, 2, . . .
Z
Z
(z)
1
() (z)
1 ((z)/())
(, )
d +
d
S
(z) =
2i e(r)
z
2i e(r)
z
Z
1
() (z)
(, )
((z)/()) d + r (z).
2i e(r)
z
The point z is a removable singularity for each of the functions
{1 ((z)/()) }( z)1 , = 0, 1, 2, . . . ,
considered as functions of in the region {G \ {z}} {}. Hence, the Cauchy
integral theorem yields that for R > (r + r1 )/2 and = 1, 2, 3, . . . ,
Z
Z
1
1
1 ((z)/)())
1 ((z)/())
d =
d,
2i e(r)
z
2i C (R)
z
where C(R) is the positively oriented circle centered at the origin and with radius
R.
Since
Z
1 ((z)/())
d = 2i, = 1, 2, 3, . . . ,
lim
z
R C (R)
we obtain that
(1.10)
Z
1
1 ((z)/())
d = 1, = 1, 2, 3, . . . .
2i e(r)
z
Hence, for z e(r) and = 1, 2, 3, . . . we have that

Z
1
()
1
(, )
d + (z)
(1.11)
S
(z) =
2i e(r) z
2
195

Z
1
() (z)
(, )
((z)/()) d + r (z).
2i e(r)
z
Define
Z
I,1 (z) =
and
Z
I,2 (z) =
() (z)
((z)/()) d
z
e(z, )
() (z)
((z)/()) d
z
e(r)\e(z, )
provided z e(r) and = 1, 2, 3, . . . .

If > 0, then the assumption (b) yields that there exists = () such that
|I,1 (z)| < for z e(r) and = 1, 2, 3, . . . .
Further, substituting (z)/() = exp(it), t , in the integral I,2 (z),
we obtain
Z t1, Z
I,2 (z) =
+
(t + )g(t, ) exp(it) dt
(z)
Z t1,
t2,
t2 ,
g(t, ) exp(it) dt,
where g(t, ) = {u(t + ) u()}1 u0 (t + ).

Since the arc e(r) is a compact set and tj, , j = 1, 2 as functions of z e(r) are
(1)
(2)
continuous, it follows that t = sup t1, is negative and t = inf t2, is positive.
Let zj = u(j ), j = 1, 2 be the end points of the arc e(r). It is clear that the
(1)
(2)
function g(t, ) is bounded for t {[, t ] [t , ]} and [1 , 2 ]. Moreover,
if is fixed, then this function has bounded variation on each of the intervals
(1)
(2)
[, t ], [t , ]. Then (VII.1.1) yields that there exists a positive integer 0
= 0 () such that |I,2 (z)| < for z e(r) and > 0 . Thus, we find that
Z
() (z)
((z)/()) d = 0
lim
e(r)
z
uniformly on the arc e(r) and the assertion we have to prove is a corollary of
(1.11).
We say that the function satisfies Holder condition with exponent (0, 1]
on the arc e(r) if there exist constants K and (0, d(r)) such that |() (z)|
K| z| for z e(r) and e(z, ). It is easily seen that in such a case
the condition (b) of (VII.1.3) is satisfied. Now we can formulate the following
proposition:
(VII.1.4) Suppose that + 1, + 1 and + + 2 are not equal to
0, 1, 2, . . . , 1 < r < , and let f be a complex-valued function continuous
on the closed set E(r) and holomorphic in E(r). If f satisfies Holders condition on the arc e(r) e(r), then the series [IV, (1.2)] in the Jacobi polynomials
196

(, )
{Pn
(z)}
n=0 which represents the function f in E(r) is uniformly convergent on
e(r) with sum f (z) for z e(r). In particular, if e(r) = e(r), then this series is
uniformly convergent on E(r).
Proof. The generalized Cauchy integral formula yields that
Z
1
f ()
d, z E(r).
f (z) =
2i e(r) z
Moreover, it holds the equality
Z
1
1
f ()
d = f (z)
2i e(r) z
2
for z e(r). Then as a corollary of (VII.1.3) we obtain that the series [Chapter
IV, (1.2)] is uniformly convergent on the arc e(r) and that f (z) is its sum for
z e(r).
If e(r) = e(r), then the uniform convergence of the series [IV, (1.2)] on e(r)
and the maximum modulus principle imply its uniform convergence in the region
E(r).
1.2 The possibility to prove assertions about the convergence of series in Jacobi
polynomials on the boundaries of their regions of convergence is due to the fact that
the coefficients of these series have integral representations in terms of the Jacobi
associated functions. Let us note that the last property is a direct corollary of the
Christoffel-Darboux formula for the Jacobi systems and of the Cauchy integral
theorem as well.
In the case of series in Laguerre and Hermite polynomials the situation is
rather different. If we want to use integral representations of their coefficients
in terms of the corresponding associated functions via formulas of ChristoffelDarboux type, then we have to confine ourselves to classes of holomorphic functions
having Cauchy type integral representations in regions of the kind (0 ), 0 < 0
, and S(0 ), 0 < 0 , respectively.
We define (z, ) = (z)1/2 ()1/2 and E (z, ) = exp{2(z, ) + 1},

= 0, 1, 2, . . . provided z, C \ [0, ).
(VII.1.5) Suppose that 0 < < , R \ Z , and that F is a complex-valued
function which is L-integrable on the parabola p() and satisfies the condition [V,
(3.27)].
( )
If {S (z)}
=0 are the partial sums of the series in the Laguerre polynomials
()
{Ln (z)}n=0 representing the function [Chapter V, (3.28)] in the region (), and
()
{r (z)}
=0 is the sequence defined for z p() by the equalities
Z
1
1 E (z, )
()
()
F () d + r (z), = 0, 1, 2, . . . ,
(1.12)
S (z) =
2i p()
z
197

()
then lim r (z) = 0 uniformly on each finite arc of p().

Proof. First we note that = z is a removable singularity of the function
E (z, ) for each = 0, 1, 2, . . . . From [Chapter V, (3.29)], [Chapter V, (3.30)]
and the Christoffel-Darboux formula for the Laguerre systems we obtain that for
z p()
(1.13)
Z
()
1
1 (z, )
F () d, = 0, 1, 2, . . . .
S (z) =
2i p()
z
()
Suppose that p() is a finite (closed) arc of the parabola p() and define
m(
p()) = max{|z|; z p
()}. If > max(1, 22 , m(
p())), then we denote by
(, ) the arc of p() lying in the disk U (0; ). The asymptotic formula [Chapter III, (2.3)], the inequality [Chapter III, (5.1)], Stirlings formula as well as the
requirement [Chapter V, (3.28)] lead to the conclusion that
Z
()
1 (z, )
F () d = 0
p()\(,)
z
(1.14)
lim
uniformly for z p
().
Since |E (z, )| = 1 for z, p() and = 0, 1, 2, . . . , we have
Z
1 E (z, )
F () d = 0
(1.15)
lim
p()\(,)
z
uniformly for z p
().
The validity of the asymptotic formula (1.12) will be established if we show
that
Z
1 E (z, )
1
()
F () d = 0
lim S (z)
2i p()
z
uniformly for z p
().
If m(
p) = max{|z| : z p
} and > max(1, 22 , m(
p)), then we define for
z p() and = 0, 1, 2, . . .
(1.16)
1
D (; z) =
2i
()
()
(z, ) E (z, )
F () d.
z
(,)
Therefore, in view of (1.15) and (1.16), it is sufficient to prove that if

> max(1, 22 , m(
p)), then
(1.17)
uniformly for z p
().
198
()
lim D (; z) = 0

Using the relations [Chapter IV, (2.6)] and [Chapter III, (2.10)] we obtain the
representation (z, C \ [0, ), = 1, 2, 3, . . . )
()
(z, ) =
( + 2)
(1)
( )
()
{()L
+1 (z)M +1 () L +1 (z)M +1 ()}.
( + + 1)
Further, from the asymptotic formulas for the Laguerre polynomials and associated functions we obtain
( )
()
(z, ) = {E () (z, ) + E (z, )}E (z, ), = 1, 2, 3, . . . ,
(1.18)
( )
where E () (z, ) and {E (z, ) are complex functions which are holomorphic in
()
the region (C \[0, ))(C \[0, )) and, moreover, lim E (z, ) = 0 uniformly
on each compact subset of this region. We note also that E () (, ) = 1 and
()
E (, ) = 0 for C \ [0, ) and = 1, 2, 3, . . . .
From the asymptotic formulas [Chapter III,(2.3)] and [Chapter III, (3.1)] it
2
X
( )
()
()
()
()
follows that E (z, ) =
sj (z)hj (), where sj , hj , j = 1, 2, are holomorj =1
phic functions in the region C \ [0, ). Then, from (1.16) and (1.18), we obtain
3
X
(
()
that D (; z)) =
D,j (; z), where
j =1
sj (z) Z
()
()
D,j (; z) =
2i
()
(,
and
( )
D,3 (; z)
( )
hj () hj (z)
1
=
2i
E (z, )F () d, j = 1, 2,
()
E (z, )
E (z, )F () d.
z
(,)
Using Schwarzs Lemma, we prove easily that if > max(1, 22 , m(

p)) is fixed,
then
Z
()
1
E (z, )
()
E (z, )F () d = 0
lim D,3 (; z) = lim
2i (,) z
uniformly for z p
().
2
Let 0 < < and denote (z, ) = p() U (z; ). Then
sj (z) Z
D,j (; z) =
()
2i
()
()
()
(,)\ (z, )
(z, )
()
H,j (z, ) d, j = 1, 2,
()
where H,j (z, ) = {hj () hj (z)}( z)1 E (z, )F (), j = 1, 2.

Let z = ( i)2 , 1 2 be a parametrization of the arc p()(1 and
2 correspond to the initial and to the endpoint of p(), respectively), and let
199

= (t + i)2 , t1 t t2 (t1 and t2 correspond to the initial and to the end
point of (, ), respectively, and, evidently, they depend on and z). If we denote
h(t) = F ((t i)2 )(t i), then (j = 1, 2)
()
D,j (; z)
=
( )
sj (z) Z 1
t1
Z 2
1
Z t2 h() () h() (z)

j
j
t(t + 2 2i)
h(t + ) exp(2it + 1) dt,
where t1 < 1 < 0 < 2 < t2 , and k , k = 1, 2, correspond to the initial and
to the end point of the arc (z, ) p(), respectively, i.e. they are uniquely
determined by the equations (k + i)2p= exp ik , 0 < 1 < < 2 < 2.
Their solutions are k = sin k /(2), k (k + )2 + 42 = , k = 1, 2, and,
hence, lim0 k = 0, k = 1, 2, uniformly for [1 , 2 ]. Moreover,
(1.19) lim |k 1 | = lim {(k + )2 + 42 }1/2 = (2 + 42 )1/2 6= 0, , k = 1, 2,
0
uniformly for [1 , 2 ].
()
()
()
Since the function sj (z){hj ()hj (z)}( z)1 , j = 1, 2, has a removable

singularity at the point = z, it is bounded as a function of (, ) and
zp
(), and this yields the inequalities (j=1,2)
()
( )
()
Z
Z 2
sj (z) 2 hj () hj (z)
h(t + ) exp(2it + 1) dt K
|h(t + )| dt,
i
1 t(t + 2 2i)
1
where K is a constant not depending on and .
From (1.19) and the absolutely continuity of the Lebesgue integral we may
assert
R 2 that if > 0, then there exists = () > 0 such that the inequality
K 1 |h(t + )| dt < /2 holds for [1 , 2 ].
Due to the choice of , for every [1 , 2 ] the function
()
()
gj (t, ) =
()
hj ((t + i)2 ) hj (( i)2 )

t(t + 2 i)
, j = 1, 2,
has a bounded varation as a function of t [t1 , 1 ](j = 1) and t [2 , t2 ](j = 2),

respectively. Moreover, it is bounded on the sets [t1 , 1 ] [1 , 2 ](j = 1) and
[2 , t2 ] [1 , 2 ](j = 2) respectively. Since h(t) is L-integrable on every finite
()
interval and each of the functions sj , j = 1, 2, is bounded on p
(), from (VII.1.1)
it follows that there exists a positive integer 0 such that for > 0 and [1 , 2 ]
() Z
Z t2 h () h() (z)
1
sj (z)
j
j
< /2.
+
h(t
+
)
exp(2it
+
1)
dt
i
t(t + 2 2i)
t1
200

()
This considerations imply |D,j (; z)| < , j = 1, 2, for z p

() and > 0 .
Thus, the validity of (1.17) is proved.
(VII.1.6) If 0 < < , then
1
lim
, 2i
(1.20)
1 E (z, )
d = 1
z
(,)
uniformly on every finite arc of p().

Proof. Suppose that p() is a finite arc of p() and let it be parametrized as
in the proof of (VII.1.5), i.e. z = ( i)2 , 1 2 , < 1 2 < . If
> max(1, 22 , m(
p)), then we parametrize the arc (, ) again by = (t +
i)2 , t1 t t2 . It is easy to see that
p
p
(1.21)
t1 = 2 , t2 = + 2 .
If
1
R (; z) =
2i
1 E (z, )
d,
z
(,)
then
(1.22)
Z
1 t2 (1 exp(2it + 1))(t + i)
R (; z) =
dt
i t1
t(t + 2 2i)
Z t2
Z t2
1
1
1 exp(2it + 1)
dt
dt +
=
2i t1
t
2i t1 t + 22 i
Z t2
Z
1
1 t2 sin2 (2t + 1)
exp(2it + 1)
dt
dt =
2i t1
t + 2 2i
i t1
t
Z t2
Z t2
sin(2t + 1)
1
1
dt
dt +
+
2 t1
t
2i t1 t + 2 2i
Z t2
1
exp(2it + 1)
dt.
2i t1
t + 2 2i
Since the function t1 sin2 (2t + 1) is odd, the inequality
Z t
2 sin2 (2t + 1) t2 sin2 (2t + 1)
dt =
dt
t
t
t1
t1
2 +
| log((t1 )/t2 )| = log p

2
201

holds for = 0, 1, 2, . . . , [1 , 2 ], hence,
Z
1 t2 sin2 (2t + 1)
dt = 0
(1.23)
lim
, i t
t
1
Since lim (t1 ) = lim t2 = when runs on [1 , 2 ], from the equality
Z t1 +1 Z t2 +1
Z t2
sin(2t + 1)
1
sin 2t
1
dt =
dt
+
2 t1
t
2 0
t
0
it follows
(1.24)
Z
Z t2
1 sin 2t
1
sin(2t + 1)
dt =
dt =
lim
, t
t
0
t
2
1
Having in mind (1.21), we find that
Z
Z t2
Z t2
dt
dt
t + 2
1
1
t2
=
dt +
2
2
2i t1 t + 2 2i
2i t1 (t + 2) + 4
t1 (t + 2)2 + 42
p
p
p
2 +
2
( + 2 )2 + 42 1
1
p
arctan
+arctan
=
log
+
4i
2
2
( 2 )2 + 42 2
and, hence,
(1.25)
lim
Z t2
t
1
dt
1
=
t + 2 2i
2
Integrating by parts we obtain
Z t2
1
exp(2it2 + 1)
exp(2it + 1)
dt =
t + 2i
t2 + 2 2i
2i + 1
t1
Z t2
exp(2it1 + 1)
exp(2it + 1)
+
dt .
t1 + 2 2i
(t + 2 2i)2
t1
Hence, for [1 , 2 ] and = 1, 2, 3, . . . we obtain the inequality
Z t
Z
2 exp(2it + 1)
dt
1
1
+
dt
,
2
2
t + 2 2i
2 +1
t + 4
t1
which yields that
(1.26)
202
Z t2
exp(2it + 1)
lim
dt = 0
, t
t + 2 2i
1

The desired assertion follows from the equalities (1.22), (1.23), (1.24), (1.25)
and (1.26).
(VII.1.7) Suppose that 0 < < , R \ Z , and that F is an L-integrable
complex function on p() which satisfies the condition [Chapter V, (3.28)].
Suppose that F is bounded on the finite arc p
() p() and, moreover, that
for each > 0 there exists = () such that the inequality
Z
F () F (z)
dm() <
(1.27)
z
(z, )
holds for z p
(), where m() is the Lebesgue measure on p().
( )
Then the series in the Laguerre polynomials {Ln (z)}

n=0 which represents the
function [V, (3.29)] in the region () is uniformly convergent on the arc p
() and
Z
1
1
F ()
d + F (z)
(1.28)
2i p() z
2
is its sum.
Proof. From (1.12) it follows that if z p
(), > max(1, 22 , m(
p)) and
= 0, 1, 2, . . . , then
Z
1
1 E (z, )
()
{F () F (z)} d
(1.29)
S (z) =
2i (,)
z
F (z)
+
2i
Z
1
1 E (z, )
1 E (z, )
d +
F () d
z
2i p()\(,)
z
(,)
()
+r (z) =
3
X
()
A,j (; z) + r (z).
j =1
Since |E (z, )| = 1 for z, p() and = 0, 1, 2, . . . , from [Chapter V,

(3.28)] it follows that if > 0, then there exists 0 > max(1, 22 , m(
p)) such that
the inequality
(1.30)
|A,3 (; z)| < /6
holds for z p
(), > 0 and = 0, 1, 2, . . . .
Since the function F is bounded on the arc p(), due to (VII.1.6) we can
assert that 0 and the positive integer 0 can be chosen in such a way that the
inequality
(1.31)
|A,2 (; z) F (z)| < /6

203

to hold for z p
(), > 0 , and > 0 .
The condition (1.27) implies that for z p
() the integral
Z
1
F ()
d
2i p() z
exists as a main value in the Cauchy sence. If j , j = 1, 2, are the end points of
the arc (, ), then for z p
() it holds the equality
Z
1
F (z)
1
F ()
1 z
d F (z)
A,1 (; z) =
log
(1.32)
2i (,) z
2
2i
2 z
1
2i
F () F (z)
E (z, ) d
z
(,)
Since lim log{(1 z)/(2 z)} = 0 uniformly for z p

() and F is
bounded on the arc p(), the inequality
|(2i)1 F (z) log{(1 z)/(2 z)}| < /6
holds for z p
() provided that > 0 and 0 is large enough.
It remains to study the integral
Z
F () F (z)
1
E (z, ) d
2i (,)
z
1
=
2i
Z
(,)\ (z, )
(z, )
F () F (z)
E (z, ) d
z
when > 0 is small enough.

There exits a constant M > 0 not depending on z and , and such that for
zp
() and = 0, 1, 2, . . . ,
Z
Z
1
F () F (z)
F () F (z)
dm().
E (z, ) d M
2i
z
(z, )
(z, )
From the above inequality as well as from the condition (1.27) it follows that
there exists = () > 0 such that for z p
() and = 0, 1, 2, . . .
Z
1
F
()
F
(z)
< /6.
E
(z,
)
d
2i
z
(z, )
If this is fixed, then by means of (VII.1.1) we prove the inequality
Z
1
F
()
F
(z)
E (z) d < /6
2i
z
(,)\ (z, )
204
(C, )-summability on the boundaries of convergence regions

for z p
() provided is large enough.
Let > 0 be chosen such that for z p
()
Z
1
1 F ()
F ()
d
d < /6.
2i
2i z
p() z
Then, from (1.32) it follows that for z p
() and for sufficiently large
1
1
F ()
< /2
d
+
F
(z)
(1.33)
A
(;
z)
,
1
2i p() z
2
()
Further, (VII.1.5) yields that |r (z)| < /6 for z p

() provided is large
enough. Then, taking into account (1.29), (1.30), (1.31) and (1.33), we conclude
that for such z and
( )
1
1
F
()
S (z)
d F (z) < .
2i z
2
Remark. If the function F satisfies a Holder condition on the arc p(), i.e. if
there exist constants K > 0 and 0 < 1 such that |F () F (z)| | z| for
, z p
(), then the requirement (1.27) is satisfied.
As a corollary of (VII.1.7) we can state the following proposition:
(VII.1.8) Suppose that 0 < < , R \ Z , and let f be a complex
function which is continuous on the closed region () and holomorphic in ().
Suppose that f satisfies the following conditions:
(a) there exists > 0 such that |f (z)| = O(|z|1/2 ) when z in ();
Z
(b)
|z| () |f (z)|dm() < , = max(1, /2 5/4).
p()
If f satisfies Holder condition on the finite arc p

() p(), then the series in
()
the Laguerre polynomials {Ln (z)}n=0 which represents f in the region () is

uniformly convergent on p
() and f (z) is its sum for each z p
().
2. (C,)-summability on the boundaries of convergence regions
2.1 Let us remind that a series
(2.1)
un , un C, n = 0, 1, 2, . . .
n=0
is said to be summable by the Cesaro means or, breafly, Cesaro-summable, if there

exists
1
{s0 + s1 + s2 + + sn },
= lim n = lim
n
n n + 1
205
X
where s =
uk , = 0, 1, 2, . . . .
k =0
Usually the complex number is called Cesaro sum of the series (2.1). Every
convergent series is Cesaro-summable and, moreover, its Cesaro sum is equal to
its sum in the usual sence. In general, the converse is not true.
The formal identity
(2.2)
(1 z)2
un z n =
n=0
X
(n + 1)n z n ,
n=0
as well as the expansion
(1 z)2 =
(2.3)
(n + 1)z n , |z| < 1,
n=0
provide a generalization of the Cesaro summability which is based on the fact that
the Cesaro means {n }
n=0 can be obtained by dividing the coefficients of the series
on the right-hand side of (2.2) by those of the series in (2.3).
( )
We define the sequence {

n }
n=0 , C \ Z , by the (formal) expansion
(1 z)1
un z n =
( )
n z n .
n=0
n=0
Then, having in view the series representation

(1 z)1 =

X
n+
n=0
z n , |z| < 1,
we say that the series (2.1) is (C, )-summable if there exists
( )
n + 1 ( )
= lim n = lim
n ,
n
n
n
( )
and then we use the notation

(C, )
un = ( ) .
n=0
From the formal expansion

(1 z)1
X
n=0
206
un z n =
X
n=0
sn z n

it follows that (C, 0)-summability is, in fact, the usual convergence and (C, 1)summability is nothing but the Cesaro summability.
It is well-known that if the series (2.1) is (C, )-summable for some > 1,
then it is (C, )-summable for every > and, moreover,
(C, )
un = (C, )
n=0
un .
n=0
In particular, if a series is convergent with sum s, then it is (C, )-summable for

every > 0 and ( ) = s.
The proof of the validity of the combinatorial identity
n
X
k+1
(2.4)
k =0
n+
=
, n = 0, 1, 2, . . . ;
n
n
n
X
X
nk+1
(1)
n =
Ank sk ,
sk =
nk
( )
(2.5)
k =0
k =0
where
(2.6)
( )
Ak =
k+
k
(k + + 1)
, C \ Z , k = 0, 1, 2, . . . ,
(k + 1)
is left to the reader as easy exercises.

2.2 Now we are going to study the (C, )-summability of series in Jacobi polynomials on the boundaries of their regions of convergence. To this end we shall
use the notations introduced in the proof of the proposition (VII.1.2). More precisely, if z0 = u(0 ) = (r exp i0 + r1 exp i0 )/2, < 0 , is a point on the
ellipse e(r), then we define the function
(2.7)
(t)
=
Z t
|
( + 0 )
(0 )| d
0
(VII.2.1) Let + 1, + 1 and + + 2 be not equal to 0, 1, 2, . . . , and

let 1 < r < . Suppose that for some point z0 e(r)
(2.8)
(t)
= o(t), |t| 0,
and, moreover, that the integral in (1.9) exists as a Cauchy main value for z = z0 .
(, )
Then the series in Jacobi polynomials {Pn
(z)}
n=0 representing the function
[Chapter V, (1.1)] in the region E(r), is (C, )-summable at the point z0 for each
> 0 with sum (1.9), where z = z0 .
207

Proof. Suppose that 0 < < 1 and let
( )
n (, ; z) =
n
n + 1 X n k + 1 (,
Sk (z)
n
nk
k =0
be the corresponding Cesaro means of order . From the asymptotic formula (1.3)
we obtain
(2.9)
Z
( )
1
1 Kn (z, )
( )
() d + Rn (, ; z),
n (, ; z) =
2i e(r)
z
( )
for z e(r), where

( )
(2.10)
Kn (z, ) =
n
n + 1 X n k + 1
((z)/())k
n
nk
k =0
and
n
n + 1 X n k + 1 (, )
rk (z).
Rn (, ; z) =
nk
n
( )
k =0
(, )
Moreover, since limn rn (z) = 0 for each z e(r), it is easy to prove that
( )
limn Rn (, ; z) = 0 for z e(r).
1
Suppose that n0 is a positive integer such that n
0 < d(r) =dist(e(r), [1, 1])
and define en (r) = e(r) \ e(z0 , 1/n), and
Z
1
() (z0 )
( )
( )
d
(2.11)
Tn (, ; z0 ) = n (, ; z0 ) (z0 )
2i en (z0 )
z0
for n > n0 .
From (1.11) and (2.4) it follows that (n > n0 )
Z
( )
1
1 Kn (z0 , )
( )
{() (z0 )} d + Rn (, ; z0 ).
n (, ; z0 ) (z0 ) =
2i e(r)
z)0
( )
Having in mind (2.10), we find that

(2.12)
Z
( )
Kn (z0 , )
1
{() (z0 )} d
(z0 )
Tn (, ; z0 ) =
2i en
z0
( )
Z
( )
1
1 Kn (z0 , )
( )
{() (z0 )} d + Rn (, ; z0 )
+
2i e(z0 ,1/n)
z0
( )
( )
( )
= Pn (z0 ) + Qn (z0 ) + Rn (, ; z0 ).
208

Suppose that z0 = u(0 ) 6= (r + r1 )/2 and denote by zj,n , j = 1, 2, the
endpoints of the arc e(z0 , 1/n). Then zj,n = u(j,n ), j = 1, 2, and < 1,n
< 0 < 2,n < . If z0 = (r + r1 )/2, i.e. 0 = , then we choose j,n , j = 1, 2,
such that 0 < 1,n < < 2,n < 2. As it is easily seen, in both cases j,n 0 =
O(n1 ) when n , j = 1, 2.
We suppose again that z0 6= (r + r1 )/2 but our considerations hold also for
z0 = (r + r1 )/2. By means of the parametrization = u(t), t , we
2
X
( )
( )
obtain that Pn (z0 ) =
Pn,k (z0 ), where
k =1
( )
Pn,1 (z0 )
Z 1,n
( )
pn (0 , t) dt,
( )
Pn,2 (z0 )
Z
=
2,n
( )
pn (0 , t) dt
and
( )
(2.13)
4pn (0 , t)
( )
Kn (u(0 ), u(t))
0 )}(r exp it r1 exp(it)), t .
{
(t) (
u(t) u(0 )
Assume that 0 0 < . Then, setting t = + 0 in the integral defining

Z 0
( )
( )
( )
Pn,2 (z0 ), we obtain that Pn,2 (z0 ) =
pn (0 , +0 ) d, where 0 < t2,n < 0
t2,n
1
and t2,n = 2,n 0 = O(n ) when n . Then, having in mind (2.13), we can
assert that there exists a positive constant A such that

Z 0
( )
|Kn (u(0 ), u( + 0 ))|
|
( + 0 )
(0 )| d.
(2.14)
|Pn,2 (z0 )| A
sin(/2)
t2,n
Since 0 < < 1, the power series expansion of the function (1 w) in the
disk U (0; 1) converges for each w 6= 1 with |w| = 1, and as a corollary of (2.10) we
obtain that if 0 < < , then
X
n k+1
n+
( )
(2.15)
|Kn (u(0 ), u( + 0 ))| =
exp ik
n
k
k =0
k+1
exp ik.
= (1 exp i)
k
k =n+1
k+1
Since 0 < < 1, the sequence
decreases and tends to zero.
k
k =0
Hence, for 0 < < we have the estimate

n
+
k
+
|1 exp i|1 .
exp ik 2
(2.16)
n+1
k
k =n+1
209

Using (2.15) and (2.16), we obtain that (0 < < )
n+
( )
|Kn (u(0 ), u( + 0 ))|

1
1
n+1
+
.
n+
sin(/2)
sin(/2)
(2
sin(/2))
sin(/2)
n
Further, from the above inequality, the inequality sin(/2) /, 0 < < ,
as well as from the asymptotic formula
n+
n
=
{1 + O(n1 )}, n ,
(1 + )
n
it follows the existence of a constant B not depending on n and such that
( )
|Kn (u(0 ), u( + 0 ))| B1 n for 0 < < , and when n is large enough.
Then (2.14) and (2.7) yield that
( )
|Pn,2 (z0 )|
= ABn
ABn
Z 0
t2,n
Z 0
t2,n
|
( + 0 )
(0 )|1 d
0 )( 0 )1
0 () d = ABn (
1
2,n )t1 + AB(1 + )

(t
2,n
Z 0
t2,n
2 d .
()
Using the above estimate along with the condition (2.8), we obtain that
( )
( )
limn Pn,2 (z0 ) = 0. In the same way we prove that limn Pn,1 (z0 ) = 0 and,
( )
hence, limn Pn (z0 ) = 0.

It is easily seen that there exists a constant C, not depending on and n such
that
Z t2,n
( )
|1 Kn (u(0 ), u( + 0 ))|
|Qn (z0 )| C
|
( + 0 )
(0 )| d.
| sin(/2)|
t1,n
( )
Since | sin k| k| sin |, k = 0, 1, 2, . . . , the equality (2.5) yields

P
n nk+1
( )
(1 exp(ik))
k=0
nk
|1 Kn (u(0 ), u( + 0 ))
=
n+
| sin(/2)|
n | sin(/2)|
n
X
n k + 1 | sin(k/2)|
2
n+
| sin(/2)|
nk
k =0
n
210
n
X
2n
nk+1
= 2n.
n+
nk
k =0
n
Hence,
( )
|Qn (z0 )| 2Cn
Z t2,n
t1,n
2,n ) (t1,n )},

|
( + 0 ) (0 )| d = 2Cn{(t
( )
and then from (2.6) it follows that limn Qn (z0 ) = 0.

So far we have proved that
Z
1
() (z0 )
( )
d = 0.
lim n (, ; z0 ) (z0 )
n
2i en (r)
z0
Then, from the existence of the integral (1.10) as a Cauchy main value, we
have
Z
1
()
1
( )
d + (z0 ).
lim n (, ; z0 ) =
n
2i e(r) z0
2
The validity of the last equality was proved under the assumption that 0 <
< 1 but a property of the (C, ) summation, mentioned above, gives that it holds
for every 1.
As an immediate corollary of (VII.2.1) we can state the following proposition:
(VII.2.2) Suppose that + 1, + 1 and + + 2 are not equal to
0, 1, 2, . . . , 1 < r < , and let f be a complex function which is continuous on
E(r) and holomorphic in E(r). If > 0, then the series in the Jacobi polynomials
(, )
{Pn
(z)}
n=0 which represents f in the region E(r) is (C, )-summable at each
point z0 e(r) with (C, )-sum f (z0 ).
2.3 For series in Laguerre, and respectively, Hermite, polynomials it is desirable
to have propositions like (VII.2.2) but, at present, we shall confine ourselves on
classes of functions having Cauchy type integral representations. The main reason
is that in order to obtain suitable asymptotic formulas for the corresponding Cesaros means, for the coefficients of the series expansions in the Laguerre or Hermite
polynomials of the functions under consideration we need integral representations
in terms of the corresponding associated functions.
As usually, we shall begin by proving an auxiliary proposition which plays the
role of the key Lemma. To this end, we define
(2.17)
( )
Wn (t) =
n
X
(1)
Ank exp(it k + 1), t R, C \ Z , n = 0, 1, 2, . . . ,
k =0
( )
where Ak , k = 0, 1, 2, . . . , are given by the equalities (2.6).

211

( )
We need the asymptotics of Wn (t) when n tends to infinity and |t| is bounded.
The following assertion holds true:
(VII.2.3) If 0 < < 1 and q (0, min(1/2, )), then there exist func( )
( )
tions Wn,j (q; t), j = 1, 2, 3, t R, n = 0, 1, 2, . . . , such that Wn,1 (q; t) =
( )
( )
O(1), Wn,2 (q; t) = O(n1 t2 ), Wn,3 (q; t) = O(n/2 |t| ) uniformly with respect
to t on each set of the kind (T, 0) (0, T ) with T R+ when n tends to infinity
and, moreover
( )
Wn (t) =
(2.18)
3
X
(q; t), t R.
Wn,j
j =1
Proof. Define
(n z + ) exp(it z + 1)
wn (t; z) =
, n = 0, 1, 2, . . .
()(n z + 1)
( )
(2.19)
for t R and z C \ {(, 1] [n + , )}. Then, having in mind (2.17), we

obtain
n
X
( )
( )
wn (t; k).
Wn (t) =
k =0
If {zj }sj=1 C, then we denote by [z1 , z2 , z3 , . . . , zs ] the polygonal line joining

successively the points z1 , z2 , z3 , . . . , zs .
We define a(z) = (cot z + i) for z C \ Z and Im z 0, a(z) = (cot z i)
when Im z < 0, and
Z
1
( )
( )
wn (t; z)a(z) dz,
(2.20)
In (q; t) =
2i Ln (q,R)
where Ln (q, R) = [n + q iR, n + q + iR, q + iR, q iR, n + q iR] provided
R > 0.
Remark. It is clear that the integral in (2.20) does not depend on R.
If Ln,1 (q, R) = [n + q, n + q + iR, q + iR, q] and Ln,2 (q, R) = [q, q iR, n
iR, n + q], then the residue theorem as well as the Cauchy integral theorem yield
( )
Z
=
Z
=
212
Ln,1 (q,R)
( )
Ln (q,R)
2iIn (q, t)
Z
( )
wn (t; z)(cot z + i) dz +
wn (t; z) cot z dz +i
Ln,2 (q,R)
( )
Ln,1 (q,R)
( )
wn (t; z)(cot z i) dz
wn (t; z) dz i
( )
Ln,2 (q,R)
wn (t; z) dz

X
Z n+q
n
( )
( )
= 2i
wn (t; k) +
wn (t; x) dx .
q
k =0
( )
( )
( )
Hence, Wn (t) = In (q; t) + Hn (q; t), where

Z n+q
( )
(2.21)
Hn (q; t) =
wn (t; x) dx.
q
( )
Further, we have In (q; t) =
6
X
Kn,j ()(q, R; t), where
j =1
( )
Kn,1 (q, R; t)
Z R ( )
wn (t; n + q + iy) exp(2y)
= i exp(2i)
dy,
exp(2qi) exp(2y) 1
0
Z R ( )
wn (t; n + q iy) exp(2y
= i exp(2qi)
dy,
1 exp(2qi) exp(2y)
0
Z R ( )
wn (t; q + iy) exp(2y)
( )
Kn,3 (q, R; t) = i exp(2i)
dy,
exp(2qi) exp(2y) 1
0
Z R ( )
wn (t; q iy) exp(2y)
( )
Kn,4 (q, R; t) = i exp(2qi)
dy,
1 exp(2qi) exp(2y)
0
Z n+q ( )
wn (t; x + iR) exp(2ix)
( )
Kn,5 (q, R; t) = exp(2R)
dx,
q exp(2R) exp(2ix) 1
Z n+ ( )
wn (t; x iR) exp(2ix)
( )
Kn,6 (q, R; t) = exp(2R)
dx.
1 exp(2R) exp(2ix)
q
( )
Kn,2 (q, R; t)
lyi,
If , q and n are fixed, then the asymptotic formula [H. Bateman, A. Erde
1
1, 1.18, (6)] we obtain |(n x + iR)/(n x iR)| = O(R ) uniformly with
( )
respect to x (q, n+q) when R . Then from (2.19) we get |wn (t; xiR)| =
O(R1 exp(|t| R + n + q + 1)) uniformly with respect to x (q, n + q) when

( )
( )
t R is fixed and R . Hence, limR Kn,5 (q, R; t) = limR Kn,6 (q, R; t) =
P
( )
( )
0 for t R. Thus, we obtain the representation In (q; t) = 4j =1 In,j (q; t), where
( )
In,1 (q; t)
Z ( )
wn (t; n + q + iy) exp(2y)
= i exp(2qi)
dy,
exp(2qi) exp(2y) 1
0
Z ( )
wn (t; n + q iy) exp(2y)
= i exp(2qi)
dy,
exp(2qi) exp(2y) 1
0
Z ( )
wn (r; q + iy) exp(2y)
( )
dy,
In,3 (q; t) = i exp(2qi)
exp(2qi) exp(2y) 1
0
( )
In,2 (q; t)
213

( )
In,4 (q; t)
Z ( )
wn (t; q iy) exp(2y)
= i exp(2i)
dy.
1 exp(2qi) exp(2y)
0
Since |(qiy)/(1qiy)| = O(1), | exp(2qi) exp(2y)1| sin(2q)

and | Im(n q iy)1/2 | y 1/2 when n = 0, 1, 2, . . . and 0 y < , we have that
( )
|wn (t; n q iy)| = O(exp(T y 1/2 )) when |t| T, 0 y < , and n = 0, 1, 2 . . . .
R
( )
Hence, In,j (q; t) = O( 0 exp(2y + T y 1/2 ) dy) = O(1), j = 1, 2, uniformly with
respect to t (T, T ) and n = 0, 1, 2 . . . .
lyi, 1, 1.18,(4)] yields
The asymptotic formula [H. Bateman, A. Erde
|(n q + iy)/(n q + 1 iy)| = O((n2 + y 2 )(1)/2 ) = O(n1 )
uniformly with respect to y (0, ) when n tends to infinity. Hence,
Z
( )
1
In,j (q; t) = O n
exp(2y + T y 1/2 ) dy = O(n1 ) = O(1), j = 3, 4,
0
uniformly with respect to t (T, T ) for n .

( )
If we integrate wn (t; z) as a function of the complex variable z along each of

the closed polygons [q, n + q, n + q + iR, q + iR, q] and [q, q iR, n + q
iR, n + q, q], then the Cauchy integral theorem yields
Z n+ q
(2.22)
Z R
Z R
( )
wn (t; x) dx + i
Z n+ q
( )
wn (t; q + iy) dy
i
0
( )
wn (t; n + q + iy)
( )
wn (t; x + iR) dx = 0
and
Z n+q
(2.23)
Z R
+i
0
Z R
( )
wn (t; x) dx i
Z n+q
( )
wn (t; n + q iy) dy +
( )
wn (t; q iy) dy
( )
wn (t; x iR) dx = 0.
( )
Suppose that n is fixed. Then, since signIm{(x + 1 iR)1/2 } = 1, |wn (t; x

( )
+iR)| = O(R1 ) if t > 0 and |wn (t; x iR)| = O(R1 ) if t < 0 uniformly with
R n+q ( )
respect to x (q, n + q). Therefore, limR q
wn (t; x + iR) dx = 0 if t > 0
R n+q (
and limR q wn (t; x iR)) dx = 0 if t < 0.
If h(y) = 21/2 ((1 + y 2 )1/2 1)1/2 , 0 y < , then, by an easy computation, we get h(y) (1/2)y 1/2 for y 4/3. Moreover, it is clear that
m = inf 0<y4/3 y 1 h(y) > 0 and, hence, h(y) my for 0 < y 4/3.
214

Further, we define
Z 4/3
( )
wn (t; q + i(1 q)y) dy

i(1 q)
( )
0
Fn,1 (q; t) =
Z 4/3
( )
i(1 q)
wn (t; q i(1 q)y) dy
for t > 0;
for t < 0
and
( )
wn (t; q + i(1 q)y) dy
i(1 q)
4/3
( )
Z
Fn,2 (q; t) =
( )
i(1 q)
wn (t; q i(1 q)y) dy
4/3
for t > 0;
for t < 0
as well as
( )
Gn,1 (q; t)
Z 4/3
( )
wn (t; n + q + i(n + q + 1)y) dy

i(n + q + 1)
for t > 0;
Z 4/3
( )
i(n + q + 1)
wn (t; n + q i(n + q + 1)y) dy
for t < 0
and
( )
wn (t; n + q + i(n + q + 1)y) dy
i(n + q + 1)
4/3
( )
Z
Gn,2 (q; t) =
( )
i(n + q + 1)
wn (t; n + q i(n + q + 1)y) dy
4/3
for t > 0;
for t < 0.
Then, from (2.21), (2.22) and (2.23), we obtain that

( )
Hn (q; t) =
2
X
( )
Fn,j (q; t) +
j =i
2
X
( )
Gn,j (q; t), 0 < |t| < .
j =1
Since Im{(1 iy)1/2 } = (y) for y > 0,

( )
Fn,1 (q; t)
= O n1
Z 4/3
exp(|t|(1 q)
1/2
my) dy
= O(n1 ) = o(1)
uniformly with respect to t R, and
Z
( )
1
1/2 1/2
Fn,2 (q; t) = O n
exp((1/2)|t|(1 q) y ) dy
4/3
1 2
1/2
=O n t
exp(y ) dy = O(n1 t2 )
0
uniformly with respect to t R := R \ {0} when n .

215

Since sup0<y y 1 |( q iy)/(1 q iy)| < , we have
|( q i(n + q + 1)y)/(1 q iy)| = O(n1 y 1 )
uniformly with respect to y (0, ). Therefore,
Z 4/3
( )
1
Gn,1 (q; t) = O n
y
exp(|t|(n + q + 1)my) dy
0
Z
/
2
= O n |t|
exp(my) dy = O(n/2 |t| )
0
and
( )
Gn,2 (q; t)
= O n
Z
4/3
exp((1/2)|t|(n + q + 1)
1/2 1/2
) dy
1 2
1/2
=O n t
exp(y ) dy = O(n1 t2 )
0
uniformly with respect to t R when n tends to infinity.

We define
( )
Wn,1 (q; t)
4
X
( )
( )
=
In,j (q; t) + Fn,1 (q; t),
j =1
( )
( )
( )
Wn,2 (q; t) = Fn,2 (q; t) + Gn,2 (q; t)

and
( )
Wn,3 (q; t)
( )
Wn,1 (q; t)
3
X
( )
Then Wn (t) =
Wn,j (q; t) and, moreover,
( )
Gn,1 (q; t).
( )
O(1), Wn,2 (q; t)
( )
j =1
( )
1 2
= O(n t ) and Wn,3 (q; t) = O(n/2 |t| ) uni-
=
formly with respect to t (T, 0) (0, T ) for n .
(VII.2.4) Suppose that 0 < < , R \ Z , > 0 and let F be a locally Lintegrable complex-valued function on the parabola p(). Suppose that F satisfies
the following condition:
Z
(2.24)
|| () |F ()| ds < , () = 1/2 + max(1, /2 5/4).
p()
If F is continuous at the point z0 p() and the integral in (1.28) exists in

()
Cauchy sence for z = z0 , then the series in the Laguerre polynomials {Ln (z)}
n=0
representing the function [Chapter V, (3.28)] in the region () is (C, )-summable
at the point z0 with sum (1.28), where z = z0 .
Proof. Define
(2.25),
( )
( )
n (; z0 ) = (An
)1
n
X
k =0
216
(1)
()
Ank Sk (z0 ), z0 p(), n = 0, 1, 2 . . . ,

( )
i.e. {n (; z0 )}
n=0 are the (C, )-means at the point z0 for the series in the
()
n=0 which represents the function [V, (3.28)] in
the region ().
n
X
(1)
( )
Since
Ank = An , from (1.12) and (2.25) we obtain that
k =0
Z
( )
1
1 Ln (z0 , )
(,)
F () d + Zn (z0 ),
n (; z0 ) =
2i p()
z0
P
( )
( )
1
where Ln (z0 , ) = (An )1 n
k =0 Ank Ek (z0 , ), and
( )
(2.26)
(,)
Zn
( )
= (An
)1
n
X
(1) ()
Ank rk (z0 ), n = 0, 1, 2, . . . .
k =0
( )
Since limn rn (z0 ) = 0, from the regularity of the (C, )-summation for
(,)
> 0 and from (2.26) it follows that limn Zn (z0 ) = 0.
Suppose that F (z0 ) = 0 and define
Z
F ()
1
( )
d,
Rn (; z0 ) =
2i p()\n (z0 ) z0
where n (z0 ) = { p() : | z0 | < (n + 1)1/2 }, n = 0, 1, 2, . . . .
It is evident that if > max(1, 22 , |z0 |), then there exists a positive integer n0
( )
( )
(,)
such that n (z0 ) (, ) for n > n0 . Then, Rn (; z0 ) = Un (z0 ) + Tn,1 (z0 )
(,)
(,)
+Tn,2 (z0 ) + Zn
(z0 ), where
Z
( )
1
1 Ln (z0 , )
F () d, n n0 ,
Un (z0 ) =
2i n (z0 )
z0
( )
(,)
Tn,1 (z0 )
Z
( )
1
Ln (z0 , )
F () d, n n0
=
2i (,)\n (z0 ) z0
and
(2.27)
(,)
Tn,2 (z0 )
Z
( )
1
Ln (z0 , )
F () d n = 0, 1, 2, . . . .
=
2i p()\ (,) z0
Since Re (z0 , ) = 0 for p(), |En (z0 , )| = 1 for p(), n = 0, 1, 2, . . . .

( )
Hence, |Ln (z0 , )| 1 for p() and n = 0, 1, 2, . . . .
If M (, ) := sup{|( z0 )1 | : p() \ (, )}, then (2.27) gives that
Z
(,)
1
|Tn,2 (z0 )| (2) M (, )
||1 |F ()| ds, n = 0, 1, 2, . . . .
p()\ (,)
217

Since lim M (, ) = 0, from the last inequality it follows that if > 0 is
(,)
fixed, then < max(1, 22 , |z0 |) can be chosen in such a way that |Tn,2 (z0 )| <
for n = 0, 1, 2, . . . .
Now, we parametrize the parabola p() by means of the equality (z0 , ) = it,
i.e. = (t) = z0 2i(z0 )1/2 +t2 , < t < . Let 1 = (t1 ) and 2 = (t2 ) be
the initial and endpoint of the arc (, ), respectively. Denote by n,1 = (tn,1 )
the initial point and by n,2 = (tn,2 ) the end point of the arc n (z0 ) provided
n n0 . It is clear that 0 < tn,j < tj , j = 1, 2. Moreover, it is easy to prove that
there exists
lim (n + 1)1/2 tn,j = 0, , j = 1, 2.
(2.28)
If (z0 ; t) = (t 2i(z0 )1/2 )1 F ((t)) 0 (t) for t1 t t2 , then

(,)
Tn,1 (z0 )
1
=
2i
Z tn,1
t1
Z t2
(,)
+
Ln (z0 , (t))t1 (z0 ; t) dt.
tn,2
(
( )
( )
Since Ln )(z0 , (t)) = (An )1 Wn (2t), n = 0, 1, 2, . . . , we have
( )
(2.29)
2iAn
3 Z t
X
2
j =i tn,2
(,)
Tn,1 (z0 )
3 Z t
X
n,1
j =1 t1
Wn,j (q; 2t)t1 (z0 ; t) dt
( )
( )
( )
Wn,j (q; 2t)t1 (z0 ; t) dt = Pn,1 (q; z0 ) + Pn,2 (q; z0 ),
where
( )
Pn,1 (q; z0 )
and
( )
Pn,2 (q; z0 )
3 Z t
X
1
j =1 tn,1
3 Z t
X
2
j =1 tn,2
( )
Wn,j (q; 2t)t1 (z0 ; t) dt
( )
Wn,j (q; 2t)t1 (z0 ; t) dt.
provided 0 < q < min(1/2, ).

R
If (t) = 0t |(z0 ; )| d, 0 t t1 , then from (2.18) we obtain
(2.30)
()
|Pn,1 (q; z0 )|
=O
218
Z t1
tn,1
3 Z t
X
1
j =1 tn,1
( )
|Wn,j (q; 2t)(z0 ; t)|t1 dt
{t1 + n1 t3 + +n/2 t1 }|(z0 ; t)| dt

t1
1 3
/
2 1
=O
{t + n t + n t
} d(t)
tn,1
for n .
Since the function (z0 ; t) is continuous at the point t = 0 and, moreover,
(z0 ; 0) = 0, it follows that (t) = o(t) when t tends to zero. Hence, if > 0 is
fixed, then there exists = () (0, t1 ) such that (t) t when 0 t .
If is real, then (2.28) yields
Z t1
tn,1
t d(t) = t1 (t1 ) tn,1 (tn,1 ) +
Z
tn,1
t1 (t) dt +
Z t1
t1 (t) dt
= O(1) + O
t dt + o(tn,1 ).
tn,1
as n .
In particular,
Z t1
tn,1
t1 d(t) = O(1) + O( log(n + 1)),
Z t1
tn,1
and
Z t1
tn,1
t3 d(t) = O(1) + O(n) + o(n)
t1 d(t) = O(1) + O(n/2 ) + o(n/2 ).

(,)
Then from (2.30) we obtain Pn,1 (q; z0 ) = O(1) + O(n/2 ) + o(n/2 ). In the
Z t
same way, but using the function (t) =
|(z0 ; )| d, 0 t t2 , we find that
0
(,)
Pn,2 (q; z0 )
( )
= O(1)+O(n )+o(n ). Since An = ((+1))1 n (1+o(1)), n ,
(,)
from (2.29) we obtain Tn,1 (z0 ) = O() when n is large enough.
Further, the inequality

( )
( )
|t1 (1 Ln (z0 ; (t))| (An )1
n
X
(1)
Ank |t1 (1 exp(2it k + 1))|
k =0
holds for t 6= 0 and, hence,

( )
|Un (z0 )| 1 (n + 1)1/2
Z tn,2
tn,1
|(z0 , t)| dt = O((n + 1)1/2 ((tn,1 ) + (tn,2 )))
= o((n + 1)1/2 (tn,1 + tn,2 )) = o(1),

219

when n tends to infinity.
So far the validity of the assertion we are to prove is established when F (z0 )
= 0. In the general case, we use the function H() = F () F (z0 ) exp(z0 ).
It is clear that it satisfies the same conditions as the function F and, moreover,
H(z0 ) = 0. Therefore, if > 0, then the series in the Laguerre polynomials
()
{Ln (z)}
n=0 , R \ Z , which represents the function
Z
1
H()
d, z C \ p()
h() =
2i p() z
in the region (), is (C, )-summable at the point z0 with (C, )-sum
Z
Z
1
1
1
H()
F ()
d =
d F (z0 ).
h(z0 ) =
2i p() z0
2i p() z0
2
Remark. It is easy to prove that for z0 p() we have
Z
1
1
exp(z0 )
d =
2i p() z0
2
in the Cauchy sence.
Since the entire function exp(z0 z) is in the space L() for z0 C, as a
corollary of (V.3.7) we can assert that it is representable in the whole complex
plane as a convergent series in the Laguerre polynomials with a real parameter
6= 1, 2, 3, . . . .
We have f (z) = h(z) + F (z0 ) exp(z0 z) for z (). Since the (C, )()
summation is regular for > 0, the series in the Laguerre polynomials {Ln (z)}
n=0
representing the function f in the region () is (C, )-summable at the point z0
with (C, )-sum
Z
1
1
F ()
d + F (z0 ).
f (z0 ) = h(z0 ) + F (z0 ) =
2i p() z0
2
As a corollary of (VII.2.4) we obtain the following proposition of Fejer type:
(VII.2.5) Suppose that 0 < < , R \ Z , and letf be a complex-valued
function which is continuous on () and holomorphic in (). Suppose that
|f (z)| = O(|z| ) for some < 1/2 when z in () and
Z
|| () |f ()| ds < , () = 1/2 + max(1, /2 5/4).
p()
()
If > 0, then the series in the Laguerre polynomials {Ln (z)}

n=0 representing
the function f in the region () is (C, )-summable at every point z0 p() with
(C, )-sum f (z0 ).
220
Fatou type theorems

Proof. Under the assumptions about the growth of the function f as z
in () it is easy to prove that
Z
1
f ()
d
f (z) =
2i p() z
for z (). Moreover, for z0 p()
Z
1
1
f ()
= f (z0 ).
2i p() z0
2
in Cauchy sence.
3. Fatou type theorems
3.1 Let
(3.1)
cn z n
n=0
be a power series with non zero and finite radius of convergence r. Denote by its
sum in the disk U (0; r). A point z0 C(0; r) is called regular for the function if
there exist a neighbourhood U (z0 ; ) and a function
z0 H(U (z0 ; )) such that
z0 (z) = (z) for z U (0; r) U (z0 ; ). From this definition it follows that the set
of the regular points of the series (3.1) such that 0 < r = (lim supn |cn |1/n )1
< is an open subset of the circle C(0; r) with respect to the relative topology
on C(0; r), i.e. the topology induced by that of C.
X
The power series
z n is divergent at each point of the circle C(0; 1) regardless
n=0
of the fact that all the points of this circle, except z = 1, are regular for its sum.
X
The series
n2 z n is (absolutely) convergent at each point of the circle C(0; 1)
n=1
but nevertheless one of them, namely z = 1, is a singular (i.e. not regular) point
for its sum. In other words, in general, there is no relation between the convergence
(divergence) of a power series at points on the boundary of its disk of convergence
and the regularity (singularity) of its sum at such points. But under additional
conditions on the sequence {cn }
n=0 such a relation do exists. More precisely, the
following proposition holds:
(VII.3.1) If 0 < r = (lim supn |cn |1/n )1 < and limn cn rn = 0, then
the series (3.1) is uniformly convergent on each closed arc C(0; r) provided
that all points of are regular for its sum.
Let us point out that under the hypothesis of the above assertion there exist a
region D and a function
H(D) such that
(z) = (z) for z D U (0; r).
221

It means that the function
is an analytical continuation of the function outside
the disk U (0; r). Moreover, as it not difficult to see, the series (3.1) converges on
that (open) arc C(0; r) which contains and is included in the region D.
Then Abels theorem, i.e. the proposition (IV.4.11) yields that the sum of the
series (3.1) is
(z) for each z . Therefore, we may assume that the power series
(3.1) represents the function even on the arc .
3.2 Propositions like (VII.3.1) hold also for series in the Laguerre and Hermite
systems.
(VII.3.2) Suppose that R \ Z and let {an }
n=0 be a sequence of complex
numbers such that
(3.2)
0 < lim sup(2 n)1 log |an | = 0 <
n
and
(3.3)
lim n/2+1/4 exp(20 )an = 0.
If every point of a finite and closed arc p(0 ) is regular for the sum of the
series [IV, (2.1)], then this series is uniformly convergent on .
Proof. Denote by f the sum of the series [IV, (2.1)] and define the function P
in the region T (0 ) = { C : | Re | < 0 } by the equality P () = f ( 2 ). There
exists a segment [0 + ib1 , 0 + ib2 ], b1 < b2 , every point of which is regular for the
function P . Suppose that > 0 and denote 1 = 0 + (b1 )i, 2 = 0 + (b2 + )i.
Let R(; 1 , 2 ) be the rectangle with vertices at the points 1 , 2 . If is
small enough, then there exists a simply connected region G containing the strip
T (0 ) as well as the rectangle R(; 1 , 2 ) together with its interior and such that
the function P is holomorphic in G. More precisely, it means that P has a single
valued analytical continuation in G.
Define
k
X
()
Pk () = P ()
an Ln ( 2 ),
n=0
k () = ( 1 )( 2 )Pk () exp{2( 0 ) k + 1}
for z G, k = 0, 1, 2, . . . , and
(3.4)
k = k /2+1/4 exp(20 k)ak , k = 1, 2, 3 . . . .
In order to prove that the sequence
k
nX
n=0
()
an Ln ( )
o
k =0
is uniformly conver-
gent on the segment [0 + ib1 , 0 + ib2 ], it is sufficiently to show that the sequence
{k ()}
k =1 tends uniformly to zero on the rectangle R(; 1 , 2 ). Observe that if
222
Fatou type theorems

> 0, then, due to the assumption (3.4), there exists a positive integer 0 = 0 ()
such that |k | < when k > 0 . We have to consider the following cases:
X
()
(a) [1 , 2 ]. In this case P () =
an Ln ( 2 ) and the asymptotic
n=0
formula [III (2.3)] as well as (3.4) yield that for k > 0
1/2
|n |n
exp(2 n)
k () = O exp(2 k + 1)
n=k +1
= O((2 k + 1))
n1/2 exp(2 n)
n=k +1
Z
= O( exp(2 k + 1))
t1/2 exp(2 t) dt
= O( exp(2 k + 1)) exp(2 k) = O().
(b) [1 , 1 ) i.e. = + i1 , where 1 = Im 1 and 0 < 0 . In

this case we have
1/2
n
exp{2(0 ) n}
k () = exp{2(0 ) k + 1}(0 )
n=k +1
1/2
= o exp{2(0 ) k + 1}(0 )
t
exp{2(0 ) t} dt
k
= O( exp{2( k + 1 k)}) = O(), k > 0 .
(c) (1 , 1 + ] i.e. = + i1 and 0 < 0 + . Then,
|k ()| exp{2( 0 ) k + 1}( 0 )| 2 | |P () a0 |
0
X
n=1
()
|an Ln ( )| +
k
X
()
|an Ln ( )|
n=0 +1
= O(exp{2( 0 ) k + 1}( 0 ))
k
X
1/2
+O exp{2( 0 ) k + 1}( 0 )
n
exp{2( 0 ) n} .
n=0 +1
Before going on, we need the following auxiliary proposition:

(VII.3.3) Suppose that a(t), 0 < t < , is a real and positive function satisfying one of the following conditions: (i) a(t) decreases in (0, ); (ii) a(t)
223

increases in (0, ); (iii) there exists (0, ) such that a(t) decreases in (0, ]
and increases in [, ). Then
k
X
Z k
a(n) a(1) + a(k) +
a(t) dt, k = 1, 2, 3, . . . .
1
n=1
The proof is rather elementary and we leave it is as an exercise to the reader.

From (VII.3.3) we obtain easily that
k
X
n1/2 exp{2( 0 ) n} Const()( 0 )1 exp{2( 0 ) k}
n=0 +1
provided 0 < 0 and k 0 + 1. Hence, in our case
k () = O(exp{2( 0 ) k + 1}( 0 )).
It is easy to prove that the sequence {exp{2( 0 )} k + 1}

k =1 tends uniformly to zero when
+
.
Indeed,
if
0
<
<
and
+ , then
0
0
exp{2( 0 ) k + 1}( 0 ) , k = 1, 2, 3 . . . .
k
+
k + 1)
If + 0 + , then
exp{2(
)
1}(
exp(2
0
0
1
and, hence, exp{2( 0 ) k + 1}( 0 ) exp(/) < (1 + /) < .
(d) [1 + , 2 + ] i.e. = 0 + + i and b1 b2 + . In this case
we obtain
|k ()| exp(2 k + 1)|( 1 )( 2 )| |P () a0 |
0
X
n=1
()
k
X
|an Ln ( )| +
()
|an Ln ( )|
n=0 +1
k
X
1/2
= O exp(2 k + 1) + exp(2 k + 1)
n
exp(2 n)
n=0 +1
= O(exp(2 k + 1)) + O()

uniformly with respect to .
In the same way we conclude that the sequence {k ()}
k =1 tends uniformly
to zero on the segments [2 , 2 ) and (2 , 2 + ]. Since k (1 ) = k (2 ) = 0
for k = 1, 2, 3 . . . , it follows that limk k () = 0 uniformly on the rectangle
R(; 1 , 2 ), Thus, the assertion is proved.
Examples:
(a) Suppose that the function F satisfies the assumption of (V.3.10) and,
moreover, that F (t) = O(|t| ) for some > 0 when t tends to infinity. Suppose,
224
Fatou type theorems

in addition, that F has a locally L-integrable derivative in the interval (, 0 ]
and
Z 0
|t|/2+1/4 |F 0 (t)| dt < .
(+1)
Then using the relation (Mn1 (z))0 = nMn (z), n = 1, 2, 3, . . . , [Chapter I,

Exercise. 25] and [Chapter V, (3.20)], we find that
Z 0
+1
+1
1
2
2
0
an = (2iIn )
Mn1 (0 )F (0 )
Mn1 (t)F (t) dt , n = 1, 2, 3 . . . .
Further, the asymptotic formula [Chapter III, (3.1)], the inequality [Chapter
III,(5.1)], and Stirlings formula yield that n/2+1/4 exp(20 n)an = O(n1/2 ),
()
n . Hence, the series in the Laguerre polynomials {Ln (z)}

n=0 which represents the function [V, (3.19)] in the region (0 ) is uniformly convergent on each
finite and closed arc of the parabola p(0 ) not containing the point 20 .
(b) Suppose that 0 < 0 < , > 1, and let k be a positive integer. Since
the function (z + 20 )k1 is in the space L(0 ), from (V.3.7) it follows that for
z (0 ) it has a representation by a series in the Laguerre polynomials with
parameter . Moreover, (IV.5.3) and [I, (3.1)] yield
Z
1
( )
t exp(t)Ln (t)(t + 20 )k1 dt
an =
In 0
Z n+
(n + k + 1)
t
exp(t)
dt
=
(k + 1)(n + + 1) 0 (t + 20 )n+k+1
=
(n + k + 1)
(k )
M
(20 ), n = 0, 1, 2 . . . .
(k + 1)(n + k + 1) n+k
Further, from the asymptotic formulas [Chapter III, (2.3)], [Chapter III,
()
(3.1)] as well as from Stirlings formula one can obtain that |an Ln (z)| =
()
A(k, , 0 )nk/21/4 {1 + ln (z)}, n = 1, 2, 3 . . . , where A(k, , 0 ) 6= 0 and
()
ln (z) = o(1) when n tends to infinity provided that z p(0 ) and z 6= 20 .
Therefore, the series in Laguerre polynomials with parameter , representing the
function (z + 0 )k1 in the region (0 ), diverges at each point z p(0 ) \ {20 }
although each such point is regular for its sum. Observe that our second example does not contradict to (VII.3.2) since in this case the condition (3.3) is not
satisfied.
(VII.3.4) Suppose that 0 < 0 < and R \ Z . If
lim n/2+1/4 exp(20 n)bn = 0,
then the series [IV, (2.5)] is uniformly convergent on every finite and closed arc of
the parabola p(0 ) consisting of points which are regular for its sum.
225

The above proposition can be proved by the same techniques which were used
in the proof of (VII.3.2). That is why we shall only illustrate it by a suitable
example.
Suppose that F is a differentiable function on the ray [20 , ) and let F satisfy
the conditions of the proposition (V.4.3). Suppose that F 0 is locally L-integrable
and, moreover, that F 0 (t) = O(t exp(t/2)) for some < /2 1 when t tends
to infinity. Then by means of [IV, (5.8)] we obtain the following representations
for the coefficients [V, (4.10)]
Z
(1)
() 1
(1)
2
0
2
bn = (2iIn )
Ln+1 (0 )F (0 ) +
Ln+1 (t)F (t) dt , n = 0, 1, 2 . . . .
20
Further, from Stirlings formula, the asymptotic formulas [Chapter III, (2.4)],
[Chapter III, (4.1)] as well as from the estimate ( 1)
()
max2 |Ln (t)| = O(n/21/4 exp(20 n)), n ,
t[0 , ]
which was used in the proof of (V.4.3), we obtain
n/2+1/4 exp(20 n)bn = O(n1/2 ), n .

Hence, the series expansion in the region (0 ) of the function [V, (4.9)] in the
Laguerre associated functions with parameter is uniformly convergent on each
finite and closed arc of the parabola p(0 ) not containing the point 20 .
Fatou type propositions hold also for series in the Hermite systems. They can
be proved in the same way as those for the Laguerre systems. That is why we only
state them below without proofs:
(VII.3.4) If 0 < 0 < and limn n1/2 (2n/e)n/2 exp(0 2n + 1)an = 0,

then the series [IV, (3.1)] is uniformly convergent on each segment S(0 )
consisting of points which are regular for its sum.
(VII.3.5) If 0 < 0 < and limn n1/2 (2n/e)n/2 exp(0 2n + 1)bn = 0,

then each of the the series [IV, (3.2)] is uniformly convergent on every segment
S (0 ) consisting of regular points for its sum.
Remark. Notice that, in general, the last two propositions are not corollaries of (VII.3.2) and (VII.3.3) via the relations between the Laguerre and
Hermite systems. Indeed, if z0 S(0 ) is a regular point for the function
X
f (z) =
an Hn (z), then it does not need to be a regular point for the funcn=0
tions g(z) =
X
n=0
226
X
a2n H2n (z) and h(z) =
a2n+1 H2n+1 (z). Here is an example
n=0

(0 = 1, z0 = i):
f (z) =
1
iz
1
=
+
.
2
1 iz
1+z
1 + z2
Exercises
1. State an prove a proposition like (VII.1.4) for series representations by

means of Jacobi associated functions.
2. Suppose that 0 < 0 < , > 1 and let f (z) be a complex-valued
function which is continuous for Re z > 20 and holomorphic for Re z > 20
and such that:
(a)
lim2
= 0;
Z
(b)
Re z0 ,z
|f (20 + i )| d < .
Prove that f for z (0 ) is representable by a series in the Laguerre poly()

nomials {Ln (z)}
n=0 and, moreover, that this series converges to f (z0 ) at every
point z0 p(0 ) \ {0 }.
If in addition
Z
(c)
and
Z
(d)
p(0 )
|f () 1 | ds <
| 1 {f (0 + i ) f (0 )}| d < , > 0,
then the series, just mentioned, converges at the point 20 with sum f (20 ).
3. State and prove a proposition like (VII.1.8) for series representations by
means of Laguerre associated functions.
means of Hermite polynomials.
5. State and prove a proposition like (V.1.8) for series representations by
means of Hermite associated functions.
means of Jacobi associated functions.
7. Suppose that 0 < 0 < , > 1 and let the complex-valued function
f satisfy the conditions (a), (b) and (c) of Exercise 2. Then the series in the
()
n=0 which represents f in the region (0 ) is (C, 1)2
summable at the point 0 with (C, 1)-sum f (20 ).
8. Replace the (C, 1)-summation in Exercise 7 by (C, )-summation provided
> 0.
means of Hermite polynomials.
227

means of Hermite associated functions.
11. State and prove theorems of Fatou type for series in:
(a) Laguerre associated functions;
(b) Hermite polynomials;
(c) Hermite associated functions.
The proposition (VII.1.2) is due to G. Boychev [1,2]. Its local version, i.e
when the closed arc e(r) reduces to a point, is proved by P. Rusev [7].
ev, 2] it is pointed out that Cesaro summability
At the end of the paper [I. Baic
of series in Jacobi polynomials can be established by the same techniques which
is applied in the paper just mentioned to series in generalized Bessel polynomials.
For convergence and Cesaro summability of Laguerre series on the boundaries
of their regions of convergence we refer to [P. Rusev, 27,28] and [G. Boychev
and P. Rusev, 1].
The proof of the (C, )-statement (VII.1.2) is given in [G. Boychev, 2] and
(VII.1.3) is announced in [G. Boychev, 3].
Let the complex-valued function satisfy a Holder condition with an exponent (0, 1] on the whole ellipse e(r), 1 < r < . Then, as it is proved by
(, )
G. Boychev [9], for the partial sums {Sn (z)}
n=0 of the series in the Jacobi
(, )
polynomials {Pn
(z)}n=0 which represents the function [Chapter V, (1.1)] in the
region E(r) we have that
(, )
()
Sn
(z) (z) = O(n log n)
uniformly with respect to z e(r) when n tends to infinity.

Moreover, if > 1/2, then the series just mentioned is absolutely convergent
on e(r) and uniformly (C, )-summable for each > [G. Boychev, 6].
Suppose that the complex-valued function f is continuous on the closed region
E(r), and holomorphic in E(r), and that it satisfies a Holder condition with an
(, )
exponent (0, 1] on the ellipse e(r). Denote by {Sn (f ; z)}
n=0 the partial
sums of the series in Jacobi polynomials with parameters and representing the
function f in E(r). Then as a corollary of () we have
()
(, )
Sn
(f ; z) f (z) = O(n log n), n
uniformly on e(r) and, hence, on E(r).

Moreover, the series just mentioned is absolutely convergent on e(r) provided
that > 1/2 and uniformly (C, )-summable on e(r) for > .
228

Notice that () generalizes a particular case of a proposition about the rate of
convergence of expansions of holomorphic functions in series of Chebyshev polynomials [P.K. Suetin, 1, p.95, (11)].
In [L. Boyadjiev, 10] it is proved that if 1/2 < < 1 and the series [Chapter
IV, (3.1)] is (C, )-summable at a point w0 with Im w0 > 0, then it is uniformly
(C, )-summable on each set of the kind S(w0 , , ). This assertion can be considered as a (C, )-version of the corresponding theorem of Abels type (IV.4.5).
Let {n }
n=0 be the sequence defined in (III.2.1) and let
cn (z) = n cos{(2n + 1)1/2 z n/2}, n = 0, 1, 2, . . . .
As it is proved by E. Hille [2, Theorem 2.4], the series [Chapter IV, (3.1)]
P
converges at a point z0 C \ R if an only if the series
n=0 cn (z) converges at this
point. This is nothing but an equiconvergence of a series in Hermite polynomials
and the corresponding Fourier series.
Equiconvergence or even (C, )-equisummability in the sence of E. Hille is
established by L. Boyadjiev [1,9,10] for series in Laguerres polynomials. Similar
results are given by G. Boychev [10].
For the series (2.1) it is said that it is B-summable with sum s if there exists
lim exp(t)
where sn =
n
X
X
sn tn
n=0
n!
= s,
u , n = 0, 1, 2, . . . . If
=0
Z
0
u n tn
dt = s,
exp(t)
n!
n=0
then the series (2.1) is called B 0 -summable

Remark. The above methods of summation are known as Borels methods
[G.H. Hardy, 1].
Suppose that z0 is a point on the ellipse e(r), 1 < r < and that the estimate
(t) = O(t( log |t|)1 ) holds for the function (2.7) when t tends to zero. Then
the series in Jacobi polynomials which represents the function [Chapter V, (1.1)]
in the region E(r) is B-summable at the point z0 with sum [Chapter V, (1.10)],
where z = z0 [G. Boychev, 7].
It is well-known that if the power series (3.1) has finite and non-zero radius of
convergence r, then it is B 0 -summable at each point z0 C(0; r) which is regular
for its sum. A proposition like the last one is proved by G.Boychev [8] for series
in the ultraspherical polynomials.
229

It seems that the classical Fatou theorem (VII.3.1) holds for series in more
ev, 3]
general (denumerable) systems of holomorphic functions. E.g. in [I. Baic
its validity is proved for series in the generalized Bessel polynomials.
A theorem of Fatou type holds also for series in Jacobi polynomials. Moreover,
as it is proved in [G.Boychev, 11], if 1 < (lim supn |an |1/n )1 = r < and
an rn = o(n ) for some > 1/2, then the series [Chapter IV, (1.2)] is (C, 1/2)summable on every closed arc e(r) e(r) consisting of regular points for its sum.
The last statement is nothing but a theorem of Fatou-Riesz type for series in Jacobi
polynomials.
()
As for series in Laguerre polynomials {Ln }
n=0 is concerned, it is rather surprising that the corresponding Fatou condition (3.3) involves the parameter .
But the proof of (VII.3.2), as it is given in [P. Rusev, 12], follows the same
ideas as in the classical case of power series.
230
. . . of series in Jacobi polynomials
Addendum
A REVIEW ON SINGULAR POINTS AND ANALYTICAL CONTINUATION
OF SERIES IN THE CLASSICAL ORTHOGONAL POLYNOMIALS
in Jacobi polynomials
1.1 It seems that one of the earliest paper on singular points of an analytic
function defined by a series in a system of classical orthogonal polynomials is that
of G. Faber [1]. In this paper is studied the relation between the singular points
of the analytic function defined by a series of the kind
(1.1)
an Pn (z),
n=0
where {Pn (z)}

n=0 are the Legendres polynomials, and the singular points of the
analytic function defined by the power series
(1.2)
an w n .
n=0
The same problem is considered later by Z. Nehari [1].

Suppose that P is an analytic function in the sence of Weirestrass and let Pa
be an element of P, i.e. Pa is a convergent power series with center at the point
a C. Suppose that there exists a path : z = (t), 0 t 1 starting at the
point a and such that for each (0, 1) the element Pa is continuable along the
path : z = (t), 0 t but not along . In such a case we say that b = (1)
is a singular point of the function P which is generated by the element Pa along
the path .
If
(1.3)
1 < R = {lim sup |an |1/n }1 < ,

n
then by (II.1.1),(b) the series (1.1) is convergent in the region E(R) and, by the
classical Cauchy-Hadamard formula, R is the radius of convergence of the series
(1.2).
Denote by F the analytic function defined by the sum of the series (1.1), and
let A be the analytic function defined by the power series (1.2). By P and A we
denote the elements of F and A centered at the point z = w = 1, respectively.
Denote by J the Zhukovskii transformation, i.e.
(1.4)
1
J(w) = (w + w1 ).
2
231
A review on singular points and analytical continuation . . .

If is a path in the z-plane, then there exist two paths 0 and 00 in the w-plane
such that J(0 ) = J(00 ) = , i.e. has two pre-images by the transformation
(1.4). Neharis theorem is the following proposition:
(Add.1.1) A point 6= 1 is singular for the function F generated by the
element P along a path which starts at z = 1 and avoids the points 1 and 1 if
and only if
(1.5)
1
= ( + 1 ),
2
where is a singular point of the function A, which is generated by the element

A along the path which starts at w = 1 and coincides with one of the pre-images
of by the transformation (1.4)
As it is proved by Nehari [1], if f is the sum of the series (1.1) and g is that
of (1.2), then
(1.6)
Z
f (z) dz
1
g(w) =
2i C (1 2wz + z 2 )1/2
and
(1.7)
Z
z2 1
g(w) dw
f (z) =
,
2i L (1 2zw + w2 )1/2
where C is the circle |z| = ( + )1 , = 1/R, 0 < < 1 , and L is an arc

which joins the points w = 1 and w = 1 in the region E(R), and such that
1 2zw + w2 6= 0 for w L. The value of the radical at the point z = w = 0 is
assumed to be equal to 1.
The proof of (Add.1.1) is based on the representations (1.6) and (1.7) as well
as on the idea used in the proof of the well-known Hadamard theorem about the
multiplication of singularities.
The relation (1.5) is given in the paper [1] of Faber but this is not pointed out
by Nehari in [1]. Faber has warned that in the case when F is multivalued, this
relation is missing, in generally, by passing on the other sheets of the Riemann
surface of the function F (G. Faber [1, p.110]). In particular, the points w = 0, 1
may be singular for F even in the case when the points z = i, 1 are not singular
for the function A. It is also possible the points w = i to be singular for the
function A and at the same time the point z = 0 not to be singular for F. The
same holds for the points z = and w = 0, .
In the paper of Nehary [1] this disparity of the singular points of the functions F and A is illustrated by means of a suitable example.
A generalization of (Add.1.1) is proposed by V.A. Jacun [1]. Denote by
232
. . . of series in Jacobi polynomials

F (, ) the analytic function defined by the series in Jacobi polynomials
(1.8)
(, )
an Pn
(z).
n=0
Then the corresponding proposition can be stated as follows:

(Add.1.2) Suppose that Re > 1, Re > 1 and let be a path which
starts at a point of E(R) \ {1, 1} and avoids the points 1, 1, and let 0 and 00
be the pre-images of by the mapping (1.4). Then the end point of could
be singular for the analytic function F (, ) by the continuation of the sum of the
series (1.8) along if (1.5) holds, where is a singular point of the function g
by its continuation along the path 0 + 00 . Moreover, a point 6= 1 is surely
singular for the function F (, ) if at least one of its pre-images by the Zhukovskii
transformation is a singular point of A and at the same time it is a corner or a
good accessible point of the principal Mittag-Lefler star of the function A. The
last assertion, in general, is not true in the case when = and =
Mittag-Leflers principal star M (A) of the analytic function A defined by the
power series (1.2) is the union of all segments [0, r exp i) with 0 < r
and 0 < 2 such that if [, 0, 2) and 0 < < r , then the series
(1.2) is continuable along the segment [0, exp i] and it is not continuable along
[0, r exp i] if r < . Each point r exp i with r < is a boundary point of
M (A). It is called a corner of M (A). A boundary point of M (A) is called good
accessible if there exists an open semi-disk centered at this point and lying entirely
in M (A) [L. Bieberbach, 1, 1.4].
As a corollary of (Add.1.2) we can state the following proposition:
(Add.1.3) If Re > 1 and Re > 1, then a boundary point of the region
E(R) of convergence of the series (1.8) is a singular point for its sum if (1.5) holds,
where is a singular point for the sum of the power series (1.2).
Remark. Recall that a point z0 on the circle C(0; R) is said to be regular
for the sum of the series (1.2) if there exist a disk U (z0 ; ) and a complex-valued
function holomorphic in this disk such that (z) = f (z) for each z U (0; R)
U (z0 ; ). A point on C(0; R) is called singular if it is not regular. It is clear that a
singular point of the series (1.2) is also a singular point for the analytic function
A generated by this series along the radius [0, z0 ].
[2] which
1.2 The paper [1] of Nehari is inspired by a theorem of G. Szego
clarifies the relation between singularities of the harmonic function
u(r, ) =
an rn Pn (cos ),
n=0
233

where an R, n =
1, 2, . . . , and lim supn |an |1/n = 1, and the singularities of
P0,
n
the power series
n=0 an z on the unit circle.
Neharis result is carried on series in the eigenfunctions of a suitable SturmLiouville problem [R.P. Gilbert and H.C. Howard, 1].
A recent paper [P. Ebenhaft, D. Khavinson and H.S. Shapiro, 1] presents
an essentially different approach to Heharis theorem and its Giberts generalization (Theorem C of the paper just mentioned) which is based on a general principle concerning the propagation of singularities of solutions of partial differential
equations.
The paper [1] of J. Gunson and J.G. Taylor contains a proposition like
Hadamards multiplication theorem but for series in Legendres polynomials. More
precisely, the authors claim that a point could be a singular point for the analytic
X
function which is defined by the series
an bn Pn (z) if
n=0
= + (2 1)1/2 ( 2 1)1/2 ,
(1.9)
where and are singular points of the analytic functions defined by the series
X
X
an Pn (z) and
bn Pn (z), respectively.
n=0
n=0
O.S. Parasyuk points out in his paper [1] that the relation (1.9) is a (formal)
corollary of Neharis result (Add.1.1) via the classical Hadamard multiplication theorem. He points out also that a relation like (1.9) can be found in a paper
of S. Mandelstam [1].
In another paper [2] Parasyuk formulates without full proof a proposition
about the relation between singular points of the analytic functions which are de
X
X
()
()
fined by the series
an Pn (z) and
(an )Pn (z), where is a complex-valued
n=0
n=0
()
function which is holomorphic in a neighbourhood of the origin, and {Pn (z)}

n=0
are the ultraspherical polynomials. A more general result of this kind about series
X
(, )
of the form
(an )Pn
(z) is given in the above mentioned paper of Jacun [1,
n=0
Theorem 4].
1.3 Suppose that 0 < A /2, /2 B < 0, 0 < h < 1, and denote by
Gh (A, B) the angular domain defined by the inequalities B < arg( + h) < A.
Suppose that a is a complex-valued function continuous on the closure of this
domain, and holomorphic in its interior. Suppose that there exists R (1, )
such that
(1.10)
234
a() = O(exp( log R))
. . . of series in Hermite polynomials

when in Gh (A, B).
Further, denote by , R, the curve with parametric equation
= cos(t exp(i)), 0 t < ,
and let D(A, B) be that component of the open set C \ {A+/2 B/2 } which
contains the origin. Then, it holds the following proposition due to V.F. Cowling
[1, Theorem 2.1]
(Add.1.4). The holomorphic function defined in the region E(R) by the series
(1.11)
a(n)Pn (z)
n=0
is analytically continuable in the region D(A, B).

It is evident that Gh (/2, /2) is the half-plane defined by the inequality
Re > h. In this case every of the curves /2 and /2 coinsides with the ray
[1, ) of the real axis. Thus, we obtain the following proposition (V.F. Cowling
[1, Corollary 2]):
(Add.1.5). Suppose that a is a complex-valued function continuous on the
closure of the half-plane Re > h, 0 < h < 1, and holomorphic in its interior.
If a satisfies (1.10), then the holomorphic function defined by the series (1.11) is
analytically continuable in the region C \ [(R + R1 )/2, ).
1.4 A well-known fact is that the analytical continuation of a (convergent)
power series centered at the origin in its principal Mittag-Lefflers star can
be realized by the method of summation due also to Mittag-Leffler (G.H.
Hardy [1, 8.10]).
A matrix-method for summation of series in Legendre polynomials is discussed
in the paper of A. Jakimowski [1]. In fact, the author propose an effective
method for analytical continuation of a holomorphic function which is defined by
a (convergent) series in Legendre polynomials. To that end it is introduced the
Mitag-Leffler hyperbolic star-domain of a complex-valued function which is holomorphic in a neighbourhood of the segment [-1,1]. The corresponding definition,
as well as the main result, namely Theorem 2.1, are given on p. 292 of the paper
just mentioned.
1.5 Series in Jacobi polynomials which define holomorphic functions with only
polar singularities on the boundaries of their regions of convergence are also studied. Some results of this kind are quoted below.
(Add.1.6). [G. Boychev, 12, Theorem 1] Suppose that the inequalities (1.3)
hold and let the sum of the series (1.8) have only poles on the ellipse e(R). If one
235

of them, say z0 , has multiplicity greater that the multiplicities of the others, then
there exists limn (an /an+1 ) = (z0 ).
Remark. We recall that is that inverse of Zhukovskii transformation for
which () = .
(Add.1.7) [G. Boychev, 12, Theorem 2] Suppose that the inequalities (1.3)
hold. If all the singularities of the series (1.8) on the ellipse e(R) are only simple
poles, then
(1.12)
an Rn n1/2 = O(1),
n .
The converse of the above proposition is also true:

(Add.1.8) [G. Boychev, 13, Theorem 3] Suppose that (1.3) and (1.12) are
satisfied. If all the singularities of the series (1.8) on the ellipse e(R) are only
poles, then they are simple.
If (1.12) is replaced by a stronger requirement, then (Add.1.8) does not hold.
More precisely, the following assertion is true:
(Add.1.9) [G. Boychev, 13, Theorem 5] Suppose that (1.3) holds. If
limn an Rn n1/2 = 0, then the sum of the series (1.8) has no poles on the
ellipse e(R).
in Hermite polynomials
2.1 If the power series (1.2) has a positive radius of converegence R and if there
exists a non-negative integer n0 , such that all the coefficients an with n n0 are
located in an angle with vertex at the origin and opening less that , then w = R
is a singular point along the radius [0, R] for the analytic function A defined by
this series.
In his Lehrbuch der Funktionentheorie, II, Teubner, 1927, p. 280, L. Bieberbach names the above proposition as theorem of Vivanti-Borel-Dines, but on
pages 41-42 of the book L. Bieberbach [1] it is noted that the particular case
when an 0, n n0 , is due to A. Pringsheim and that the names of Vivanti
and Dines are connected with Theorem 1.8.2 on p. 40 of the same book, which is
a generalization of Pringsheims result.
Propositions like that of Pringsheim are valid for series in Hermite polynomials too.
(Add.2.1) [E. Hille, 2, Theorem 5.1] If the series
(2.1)
X
n=0
236
an Hn (z)

has a positive ordinate of convergence 0 , i.e.
(2.2)
0 < 0 = lim sup(2n + 1)1/2 log |(2n/e)n/2 an | < ,

n
and if in an 0 when n n0 , then i0 is a singular point along the segment [0, i0 ]

for the analytic function H defined by the sum f of this series. If (i)n an 0
when n n0 , then the same is true for the point i0 along the segment [0, i0 ].
(Add.2.2) [E. Hille, 2, Theorem 5.2] If a2n+1 = 0, n = 0, 1, 2, . . . and
(1)n a2n 0 for n n0 , then the points i0 are singular for the function
H along the segment [0, i0 ]. The same is true if a2n = 0, n = 0, 1, 2, . . . and
(1)n a2n+1 0 for n n0 .
Denote an = n + in , n , n R, n = 0, 1, 2, . . . and define for z S(0 )
= {z C : | Im z| < 0 }:
fre (z) =
2n H2n (z),
fie (z) =
n=0
fro (z) =
X
n=0
2n+1 H2n+1 (z),
2n H2n (z),
n=0
fio (z) =
2n+1 H2n+1 (z).
n=0
The functions just defined are called components of the function f . Then the
following proposition holds:
(Add.2.3) [E. Hille, 2, Theorem 5.3] If the points i0 are singular for some
of the analytic functions defined by the componenets of the function f , then at
least one of them is singular for the analytic function H.
As Hille indicates, the last proposition is analogous to a theorem due to O.
Szasz [1]. The following assertion is a corollary of (Add.2.2) and (Add.2.3):

(Add.2.4) [E. Hille, 2, Theorem 5.4] If some of the component series of (2.1)
satisfies the conditions of (Add.1.1) and, moreover, its ordinate of convergence is
equal to 0 , then at least one of the points i0 is singular for the analytic function
H.
A particular case of the above statement is a generalization of (Add.2.1)
which is analogous to that given by P. Dines and G. Vivanty of Pringsheims
theorem (E. Hille [2, Theorem 5.5]).
A more complicated criterion the points i0 to be singular for an analytic
function defined by series in Hermite polynomials is given in the same paper of E.
Hille [2, Theorem 5.6].
237

2.2 In Chapter 4 of E. Hilles paper [2] is discussed the relation between the
analytic continuation of the series (2.1) and that of the series
(2.3)
n an Hn (z),
n=0
where {n }
n=0 is a sequence of complex numbers. Such a sequence is called regularity preserving factor-sequence for the series (2.1) if the analytic continuation of
the series (2.1) along a path starting at the point z = 0 implies the same for the
series (2.3).
(Add.2.5) [E. Hille, 2, Theorem 4.1] Suppose that the complex-valued function g is defined on the set of nonnegative integers as well as that it is holomorphic
in a neighbourhood of the point of infinity. If the series (2.1) has a positive ordinate
of convergence, then the series
g(n)an Hn (z)
n=0
has the same ordinate of convergence and, moreover, {g(n)}

n=0 is a regularity
preserving factor-sequence for the series (2.1)
(Add.2.6) [E. Hille, 2, Theorem 2.4] If G is an entire function of growth [1/2; 0]
and if the series (2.1) has a positive ordinate 0 of convergence, then the series
G(n)an Hn (z)
n=0
has the ordinate of convergence at least equal to 0 , and {G(n)}

n=0 is a regularity
preserving factor-sequence for the series (2.1).
Remark. An entire function is called of growth [; ], 0 < < , 0 ,
if it is of order and type .
(Add.2.7) [E. Hille, 2, Theorem 4.3] Suppose that G is an entire function of
growth [1/2; ] with < , and that the ordinate of convergence 0 of the series
(2.1) is greater than . Then the ordinate of convergence of the series
G(2n + 1)an Hn (z)
n=0
is at least equal to 0 . Moreover, the holomorphic function which is defined by

this series is analytically continuable along every path starting at z = 0 and such
that the function f which is defined by the series (2.1) is analytically continuable
along the path by means of a chain of power series having radii of convergence
greater than .
238

As E. Hille points out in his paper [1], the above propositions are analogous
to theorems for Taylor and Dirichlet series due to A. Ostrowsi, G. Faber, H.
Cramer, respectively.
2.3 Recall that the series (*) and (**) from Comments and references to
Chapter IV, i.e. the series
(2.4)
C(z) =
an cn (z)
n=0
and
(2.5)
S(z) =
an sn (z),
n=0
have the same strip of convergence as that of the series (2.1). Moreover, there is a
relation between the analytical continuations of the holomorphic functions which
are defined by the series (2.1), (2.4), and (2.5).
(Add.2.8) The function f which is defined by the series (2.1) is analytically
continuable in the region C (C), where C is the principal Mitag-Leffler star of
the function C(z) and C = {w C : w = z, z C}.
Let us mention that the above assertion is a part of Theorem 6 in E. Hilles
paper [2]. The effective continuaton of the series (2.1) is realized by means of
the representation (6.2.9) on p. 929 of [2]. In the last paper are engaged the
holomorphic functions
(2.6)
E (z) =
an e+
n (z)
n=0
and
(2.7)
E (z) =
e
n (z),
n=0
where
n
1/2
e+
n (z) = An (i) exp[i(2n + 1) z], n = 0, 1, 2, . . . ,
n
1/2
e
n (z) = An i exp[i(2n + 1) z], n = 0, 1, 2, . . . .
The proposition (Add.2.8) remains true if we replace C by the principal

Mittag-Leffler star of the function S(z) since. as it is pointed out by E.
Hille [2, p. 927], it coincides with C. The following assertions are also proved by
E. Hille:
(Add.2.9) [E. Hille, 2, Theorem 6.4] If the function f defined by the series
(2.1) is holomorphic in the circle U (0; R) (i.e. its Taylor expansion with center at
239

z = 0 has radius of convergence at least equal to R), then the same holds for the
functions C(z), S(z), E + (z) and E (z).
(Add.2.10) [E. Hille, 2, Theorem 6.5] If z = z0 is the singular point of C(z)
nearest to the origin, or one of the several such points, then either z0 , or z0 is a
singular point of the function f . Conversly, each singular point of f is a singular
point of one of the functions C(z) and C(z). In particular, f is an entire function
if and only if C(z) is such a function.
Suppose that G is a complex-valued function holomorphic in the angular domain 1 < arg z < 2 with positive 1 , 2 . Suppose that the function
(2.8)
() = lim sup r1/2 log |G(r exp i)|

r
is continuous and bounded in the interval (1 , 2 ) and, moreover, that (0) < 0.
Define the region = C \ {E (E)}, where E = {z C : Im[z exp(i/2)]
(), 1 < < 2 )}. Then the following proposition holds:
(Add.2.11) [E. Hille, 3, Theorem 2] The series
1
in A
n G(n)Hn (z)
n=1
has the ordinate of convergence 0 = 21/2 (0), and define a holomorphic function
which is analytically contnuable in the region .
2.4 An interesting result which is given as Theorem 6.2 in E.Hilles paper [2],
is the following proposition:
(Add.2.12) There exist a Hermitian series with finite and positive ordinates
of convergence which have no (finite) singular points on the boundaries of their
strips of convergence. In particular, there are such series which are analytically
continuable in the whole complex plane.
Suppose that g is an entire function of order 1/2 and normal type (i.e.
0 < < ) which has only real and negative zeros. Then, as it is shown on p.
931 of E. Hilles paper, the series
H2n (z)
A g(4n + 1)
n=0 2n
has ordinate of convergence and, moreover, it is analytically continuable in the

(finite) complex plane, i.e. it defines an entire function.
Other examples of entire functions with the above property, i.e. such that their
Hermites series expansions have finite ordinates of convergence, are given also in
[E. Hille, 3].
240
. . . of series in Laguerre polynomials

Suppose that G is a complex-valued function, holomorphic in the right halfplane and that there exist constants A > 0 and B > 0 such that
lim sup r1/2 log |G(r exp i)| < A(tan ||)1/2 B,
r
when /2 < < /2. Then the following assertion holds:

(Add.2.13) [E. Hille, 3. Theorem 1] The series
1
A
n G(n)Hn (z)
n=0
has ordinate of convergence not greater than 21/2 B and it is analytically continuable in the whole (finite) complex plane, i.e. it defines an entire function.
3. Singular poins and analytical continuation of series
in Laguerre polynomials
3.1 Suppose that {an }
n=0 is a sequence of complex numbers such that
(3.1)
0 = lim sup(2 n)1 log |an | > 0.

n
Let us recall that if + 1 6= 0, 1, 2, . . . , then (0 ) = {z C : Re(z)1/2

< 0 } is the region of convergence of the series
(3.2)
()
an Ln (z).
n=0
Denote by f the sum of this series and let L be the analytic function which is
defined by the holomorphic function f . The following proposition is analogous to
a well-known property of the power series.
(Add.3.1) [G. Boychev, 4] Suppose that the sequence {an }
n=0 of real num( )
bers satisfies (3.1) with 0 < and let {Sn (z)}n=0 be the partial sums of the
()
series (3.2). If > 1 and limn Sn (20 ) = (or ), then z = 20 is
a singular point for the analytic function L which is generated by the Maclaurin
series of the function f along the segment [0, 20 ].
3.2 A part of the results about singular points and analytical continuation of
series in Laguerre polynomials are analogous to that for series in Hermite polynomials. E.g., in the paper of L. Boyadjiev [3] the proposition (Add.2.5) is carried
()
over series in the Laguerre polynomials {Ln (z)}
n=0 under the assumption that
is real and different from 1, 2, 3, . . . . Moreover, the following propositions
are valid too.
241

(Add.3.2) [L. Boyadjiev, 5, Theorem 3] Suppose that 6= 1, 2, 3, . . .
is real and let the sequence {an }
n=0 satisfy (3.1). If the entire function G is of
growth [1/2; 0], then the series
()
G(n)an Ln (z)
n=0
has region of convergence () with 0 and, moreover, the principal MittagLeffler star of the function which is defined by this series contains the principal
Muttag-Leffler star of the function which is defined by the series (3.2).
(Add.3.3) [L. Boyadjiev, 5, Theorem 4] Suppose that 6= 1, 2, 3, . . . is
real and let the sequence {an }
n=0 satisfy (3.1) with 0 < . If the entire function
G is of growth [; ] with < 0 , then the series
()
G(4n + 1)an Ln (z)
n=0
has region of convergence () with 0 and, moreover, the holomorphic

function which is defined by this series is analytically continuable along every
segment [0, ], C such that the sum of the series (3.1) is continuable along it
by a chain of power series with radii of convergence greater than .
Suppose that the complex function G is holomorphic in the angular domain
/2 1 < arg < 2 /2 with 1 , 2 > 0. Assume that the function (2.8)
is continuous and bounded for (1 , 2 ) and, moreover, that (0) < 0. Define
V = {z C : Re[(z)1/2 exp(i/2)] (), 0 < 2 },
and
V = {z C : Re[(z)1/2 exp(i/2)] (), 0 < 1 }.
The following proposition for series in Laguerre polynomials is analogous to

(Add.2.11):
(Add.3.4) [L. Boyadjiev, 11, Theorem 5] If 1/2 < < 1/2, then the series
(3.2) with coefficients
an = {(n + + 1)}1 (n + 1)G(n), n = 0, 1, 2, . . .
has (0 ) with 0 = (0)/2 as a region of convergence and, moreover, the
holomorphic funtion defined by its sum, is analytically continuable in the region
D = C \ {V V }.
Suppose that the complex function a is continuous on the closure of the angular
domain Gh (A, B) which was defined in Section 1.3 and that it is holomorphic in its
242
Gap theorems and overconvergence
interior. Suppose that there exist 0 (0, ) such that a() = O[exp(20 )]
when in Gh (A, B). Then the following assertion holds:
(Add.3.5) If 6= 1, 2, 3, . . . is real, then the series
( )
a(n)Ln (z)
n=0
converges in the region (0 ) and, moreover, the holomorphic function defined by

its sum is analytically continuable in the angular domain A < arg z < B.
The above proposition is proved by V.F. Cowling [1, Theorem3.1] in the case
= 0. The generalization just given is due to L. Boyadjiev [7].
3.3 There are series in Laguerre polynomials which have regions of convergence
(0 ) with 0 < 0 < and such that every (finite) point of the boundary of (0 )
is regular (i.e. not singular) for the holomorphic functions which they define. Such
examples are analogous to those proposed by E. Hille and considered in the
previous Section.
(Add.3.6) [ L. Boadjiev, 11, Theorem 4] Suppose that the entire function g
of growth [1/2; ], 0 < < has only real and negative zeros. If 1/2 < < 1/2,
then the series
X
()
(1)n (n + 1){(n + + 1)g(4n + 1)}1 Ln (z)
n=0
has () as its region of convergence and, moreover, its sum is analytically continuable in the whole (finite) complex plane, i.e. it defines an entire function.
(Add.3.7) [L. Boyadjiev, 1,Theorem 5] Suppose that the complex-valued
function G is holomorphic in the right half-plane. If
lim sup r1/2 log |G(r exp i)| = A(tan ||)1/2 20 , /2 < < /2,
r
where A > 0 and 0 < 0 < , and 1/2 < < 1/2, then the series
()
(i)n (n + 1){(n + + 1)}1 G(n)Ln (z)
n=1
has (0 ) as its region of convergence. Moreover, its sum is analytically continuable in the whole (finite) complex plane.
3.4 It seems that the analytical continuation of series in Laguerres polynomials by means of Borels and Mittag-Leffflers methods of summability
is not yet studied systematically. Boas and Buck gave sufficient conditions for
243

a Laguerre expansion of an entire function f of exponential type to be MittagLeffler-summable. This is really the fact when the conjugate indicator diagram of
f avoids the ray (1, ) of the real line [Boas and Buck, 1, p.40,(X)].
In [G. Boychev and P. Rusev, 1] it is proved that the series in the Laguerre
()
n=0 which represents the function [V, (3.18)] in the region
(0 ), 0 < 0 < , is B 0 -summable (i.e. it is summable
by means of Borels
integral method [G. Hardy, 1, 8.5]) in the region (0 2)\(220 , 20 ] provided

that > 1/2.
4. Gap theorems and overconvergence
4.1 From (Add.1.3) it follows that if the power series (1.2) has radius of
convergence R (0, ) and, moreover, every point of the circle C(0; R) is singular
for its sum, i.e. the disk U (0; R) is the domain of existence of the analytic function
A which is defined by this series, then each point of the boundary e(R) of the region
of convergence E(R) of the series (1.8) is singular for its sum, i.e. E(R) is the
domain of existence of the analytic function F (, ) defined by the series (1.8). In
particular, it follows that for series of the kind (1.8) it holds a proposition which
is analogous to the classical gap theorems, due to J. Hadamard and E. Fabry
[L. Bieberbach, 1, Theorem 1.8.5 and Theorem 2.2.1 ], about the analytical
uncontinuability of power series of the kind
(4.1)
ak wnk ,
k =0
where {nk }
k =0 is an increasing sequence of non-negative integers. As their corollaries we can state the following propositions:
(Add.4.1) Suppose that {nk }
k =0 is a sequence of non-negative integers such
that
(4.2)
nk+1 > (1 + )nk , k = 0, 1, 2, . . . ,
where > 0 and let {ak }

k =0 be a sequence of complex numbers such that
(4.3)
1 < R = (lim sup |ak |1/nk )1 < .

n
If Re > 1 and Re > 1, then E(R) is the domain of existence of the

analytic function which is defined by the sum of the series
(4.4)
X
k =0
244
(, )
ak Pnk
(z).

(Add.4.2) The proposition (Add.4.1) holds if
k
= 0.
k nk
(4.5)
lim
Remarks: (1) Condition (4.5) is much more weaker than (4.2). The latter
can be expressed also in the following way:
lim inf {nk+1 nk } > 0.
k
(2) E. Borel has changed the above condition by the following:

n
nk
> 0.
lim inf k+1
nk
k
(3) G. Faber has proved Hadamards gap theorem under each of the assumptions
X
n
k < , 0 < < 1,
k =1
and
n
n
lim inf k+1 k , > 0.
nk
k
(4) E. Fabry has proved that (Add.4.2) holds when

lim (nk+1 nk ) = .
The last requirement implies (4.5) but, in general, the converse is not true.
(Example: n2k = k 2 , n2k+1 = k 2 + 1).
(5) The above propositions along with corresponding references can be found
in [L. Bieberbach, 1, 2.2].
4.2 Series in Hermite polynomials (more exactly in Hermite functions) with
gaps have been studied by E. Hille [2]. In order to state some of his results we
need some definitions and notations.
Suppose that {k }
k =1 is a monotonically increasing sequence of real and positive numbers. Denote by N (t)(0 < t < ) the number of s which are t, and
define (t) = t1/2 (N (t))1 , and (t) = inf ut (u).
In Chapter 5 of his paper [2] E. Hille formulates the following hypothesis:
Hypothesis A: (t) when t .
Hypothesis B: (t)(log t)1 when t .
1/2
Hypothesis C: Hypothesis A holds and, moreover, k+1 k ck

c > 0.
with some
245

Hypothesis D: Hypothesis A holds and, moreover, there exists 0 such that
for every > 0,
1/2
k+1 k k exp[( + ) (k)]

when k k0 ().
(Add.4.3) [E. Hille, 2, Theorem 5.7] Suppose that {nk }
k =1 is a sequence of
positive integers which satisfies either of Hypotheses B,C or D (with = 0). If
the series
(4.6)
ak Hnk (z)
k =1
has positive ordinate of convergence 0 , then the strip S(0 ) is the domain of
existence of the analytic function defined by its sum.
Remarks: (1) In the case k = nk , k = 1, 2, 3 . . . , Hypothesis A is equivalent
to k 2 nk when k .
(2) As E. Hille has pointed out [2, p.932, Corollary], the condition nk = O(k 2 )
is not sufficient to ensure the non-continuability of the series (4.6).
(Add.4.4) [E. Hille, 2, Theorem 5.8] Suppose that {nk }
k =1 is an increasing
sequence of positive integers which satisfies the Hypothesis D. Then the region of
existence of the analytic function which is defined by the series (4.6) is contained
in the strip S(0 + )
Using (Add.4.3) E. Hille has got the following result [2, Theorem 5.9]:
(Add.4.5) If the series (2.1) has a finite and positive ordinate of convergence
0 , then the set of series
n an Hn (z), = , n = 0, 1, 2, . . . ,
n=0
which are analytically non-continuable outside the strip S(0 ) (i.e. for which each
point on the lines Im z = 0 is singular), is non-denumerable.
This assertion is analogous to a classical theorem for power series formulated
lya.
at first by P. Fatou and proved later by A. Hurwitz and G. Po
4.3 The above theorems of E. Hille are transfered for series in Laguerre
polynomials by L. Boyadjiev [11, Theorem 5]. If the sequence {nk }
k =1 satisfies
suitable modifications of the Hypotheses B,C,D and, moreover,
(4.7)
246
0 < lim sup(2 nk )1 log |ak | = 0 < ,

then (0 ) is the naturale domain of existence for the analytic function which is
defined by the series
(4.8)
()
ak Lnk (z), 1/2 < < 1/2.
k =0
Propositions like (Add.4.3), (Add.4.4) and (Add.4.5) are also established

[L. Boyadjiev, 11, Theorems 6,7,8].
4.4 A. Ostrowski discovered a remarkable property of the power series with
gaps and named it Uberkonvergenz

(overconvergence) [1].
We say that the power series (1.2) with positive radius of convergence R has
Hadamards gaps if there exist two increasing sequences {pk }

k =0 and {qk }k =0 of
positive integers and a real number > 0 such that
(4.9)
qk > (1 + )pk , k = 0, 1, 2, . . .
and, moreover, an = 0 if pk < n qk , k = 0, 1, 2, . . . . Then, as Ostrowski has

proved, the subsequece of partial sums
(4.10)
X
pk
n=0
an wn
k =0
is uniformly converegent in a neighbourhood of every point of the circle C(0; R)

which us regular for the series (1.2). To this end he uses the classical Hadamards
three-cicle theorem. More precisely, he applies it to the functions {(w)
spk (w)}
k =0 , where (w) is the sum of the series (4.10) and {s (w)} =0 is the
sequence of its partial sums.
Hadamards gap theorem is a corollary of Ostrowskis theorem. Indeed, if
we define pk = nk , qk = nk+1 , k = 0, 1, 2, . . . , then (4.2) is satisfied and, moreover,
(4.10) is just the sequence of the partial sums of the series (4.1).
A. Ostrowski has shown also that the overconvergence of a power series is
closely related with the existence of gaps. More precisely, he has proved that if a
sequence of partial sums of the series (1.2) with radius of convergence R (0, )
is uniformly convergent in a neighbourhood of a point of the circle C(0; R) which
is regular for its sum, then this series can be represented as a sum of a series with
Hadamards gaps and a series with a radius of convergence, greater than R.
4.5 Ostrowskis overconvergence theorem has been proved for series in other
systems of holomorphic functions and, in patricular, for series in denumerable
systems of polynomials. A result of this kind is stated e.g. in a paper of S.Ya.
Alper [1].
Suppose that K is a nonempty compact subset of the complex plane with a
simply connected complement G. If K contains more than one point, then denote
247

by r the conformal radius of the region G with respect to the point of infinity
and let r = when K is a single point. If r < , then we denote by w = (z)
the conformal mapping of G on the region {w C : |w| > r1 {}} for which
() = and 0 () = 1. In the case r = , i.e. when K = {z0 } with z0 C,
let (z) = z z0 . Then we have the following proposition:
(Add.4.8) Suppose that {pn (z)}
n=0 , deg pn = n, n = 0, 1, 2, . . . is a system
of polynomials with the property that for every R > r1 , and > 0 there exists
M (R, ) < such that the inequality |pn (z)| M (R, )(R + )n holds for n
= 0, 1, 2, . . . , and z CR , where CR is the pre-image of the circle C(R; 0) by the
mapping . Then an overconvergence theorem of Ostrowskis type holds for series
X
of the kind
an pn (z) provided 0 < lim supn |an |1/n = 1 < r1 .
n=0
Remark. The proof can be carried out in the lines of that of the classical
Ostrowskis theorem, i.e. by using Hadamards three circles theorem.
As a corollary of the above proposition as well as of the asymptotic formula
[Chapter III, (1.9)] for Jacobi polynomial we obtain that a theorem of Ostrowskis
type holds for series in these polynomials:
(Add.4.9) Suppose that +1, +1 and ++2 are not equal to 0, 1, 2, . . . .
If the series (1.8), whose coefficients satisfy (1.3), has Hadamards gaps, then
there exists a subsequence of its partial sums which is uniformly convergent in a
neighbourhood of every point of the ellipse e(R) provided that it is regular for its
sum.
4.6 Ostrowski type overconvergence theorem holds also for series in Laguerre
polynomials:
(Add.4.10) [P. Rusev, 1, Theorem 2] Suppose that is an arbitrary complex
nuber and that {an }
n=0 is a sequence of complex numbers which satisfies (3.1)
with 0 < 0 < . Let there exist two sequences {pk }

k =0 , and {qk }k =0 of positive
integers such that (4.10) holds and, moreover, an = 0 when pk < n < qk , k = 0, 1,
2 . . . . Then the sequence of partial sums
X
pk
()
an Ln (z)
k =0
n=0
is uniformly convergent in a neighbourhood of every regular point z p(0 )

= (0 ) for the holomorphic function, defined by the series (3.1).
Ostrowskis idea is followed in the proof of the above proposition but, instead
of the series (3.1), we consider the series
(4.11)
X
n=0
248
()
an Ln (z 2 ).

Notice hat if (3.1) holds, then the region of convergence of the series (4.11) is
the vertical strip C : | Re | < 0 .
In a paper of Mu Lehua [1] is given a proof of (Add.4.10) for the series (3.2)
provided lim supn (2 n)1 log |an | = 1 and that is real and greater than
1. The author applies Hadamards three-circle theorem directly to the functions
{f (z) Spk (z)}

k =0 , where f is the sum of the series (3.2) and {S (z)} =0 is the
sequence of its partial sums.
As a corollary of (Add.4.10) we can formulate a theorem of Hadamards type
for series in Laguerre polynomials.
(Add.4.11) [P. Rusev, 1, Theorem 3] Suppose that is an arbitrary complex
number and that {nk }
k =0 is a sequence of positive integers which satisfies (4.2)
with > 0. If {ak }k=0 are complex numbers such that the inequalities (4.7) hold,
then the series (4.8) defines an analytic function for which the region (0 ) is its
domain of existence.
As it was just mentioned, the proposition (Add.4.10) is proved by using
Hadamards three circles theorem. The same techniques can be applied to series in Hermite polynomials. Thus, we obtain the following proposition:
(Add.4.12) Suppose that the series (2.1) has ordinate of convergence 0
(0, ) and that there exist two increasing sequences {pk }

k =0 and {qk }k =0 of
positive integers which satisfy (4.9). If an = 0 when pk < n < qk , k = 0, 1, 2, . . . ,
then the sequence of partial sums
X
pk
n=0
an Hn (z)
k =0
of the series (2.1) is uniformly convergent in a neighbourhood of each boundary

point of the strip S(0 ) provided it is regular for the holomorphic function, defined
by the series (2.1).
In the paper of Jutta Faldey [1] it is shown that gap theorems of Fabrys
type for lacunary series in the classical Jacobis, Laguerre and Hemite polynomials
can be derived in a unified approach bythe use of certain differential operators of
infinite order.
Let us mention also that in [J. Faldey, 2] are proved Ostrowskis theorem on
lyas theooverconvergence, Hadamards gap theorem, and Fatou-Hurwitz-Po
rem for series in Rakhmanovs type polynomials [E.A. Rakhmanov, 1].
If lim supn |an |1/n = 1, then the series (1.1) diverges at each point outside the segment [1, 1]. Under the additional asumption that |an | = O(np ), n =
1, 2, 3 . . . , for some positive integer p, G.G. Walter [2] proves that this series
249

converges in (1, 1) to a distribution g and that the analytic representation g
of g is given by the series
i 1 an Qn (z), z C \ [1, 1],
n=0
where {Qn (z)}

n=0 are the Legendre associated functions. Moreover, the function
g has a singular point z0 = (w0 + w01 )/2 in (1, 1) if and only if the function
which is defined by the power series (1.2) has w0 6= 1 and w0 as singular points
on the unit circle [G.G. Walter, 2, 3. The main theorem].
At the end of [G.G. Walter, 2] the author points out: Our result can be
(, )
extended quid pro quo to Jacobi polynomials Pn
(z), , > 1 and afterwards
he gives a sketch of the proof.
The validity of G.G. Walters proposition just mentioned is confirmed later
by A.I. Zayed [1] in the case = , i.e. for expansions in ultraspherical polynomials.
Suppose that d1 , d2 , d3 , . . . , dk , k 1, are distinct non-zero complex numbers
and that each of the complex numbers an , n 0, 1, 2, . . . , be equal to one of ds.
[3], either the sum of the power series (1.2) is
Then, as it is proved by G. Szego
a rational function of the form P (z)(1 z k )1 , where P is a polynomial, or it is
not analytically continuable outside the unit disk. Moreover, the first case occurs
if and only if there exists an integer such that the sequence {an }
n= is periodic.
s type holds for seIn [P. Rusev, 30] it is shown that a theorem of Szego
ries in polynomials which are orthogonal on the segment [-1,1] with respect to
a suitable weight function. As a corollary we can assert that if , > 1 and
an = n Rn , R > 1, n = 0, 1, 2, . . . , where each n , n = 0, 1, 2, . . . , is equal to
one of the complex numbers d1 , d2 , d3 , . . . , dk , then the function defined by the
series (1.8) is analytically non-continuable outside the ellipse e(R) provided that
the sequence {n }
n= is not periodic for each = 0, 1, 2, . . . .
s type holds even for series in systems of
Remark. A theorem of Szego
polynomials with the property described in (Add.4.8). It means that the above
(, )
corollary concerning Jacobis polynomials {Pn
(z)}
n=0 holds provided , are
arbitrary complex numbers.
A remarkable generalization of Fabrys theorem [L. Bieberbach, 1, Theorem
lya [1]. He has proved that if the power series (4.1) has
2.2.1] is due to G. Po
positive and finite radius of convergence R and, moreover, if there exists
()
k
= ,
k nk
lim
then each closed arc C (R) of the circle C(0; R) with angular measure 2 contains
at least one singular point of the analytic function defined by this series.
250

Denote by e (R) the image of the arc C (R) by the Zhukovskii transformation.
As a corollary of (Add.1.3) we can assert that if (1.3) and (*) hold, then the
series (4.4) has at least one singular point on each arc of the kind e (R).
lyas type are obtained by A.F. Leontev for series in Jacobi,
Theorems of Po
Hermites and Laguerre polynomials as corollaries of more general reuslts about the
singularities of holomorphic functions which are defined as limits of sequences of
linear combinations of solutions of linear second order differential equations. The
corresponding propositions can be found in [A.F. Leontev, 1, Theorems 3.2.15,
3.2.16, 3.2.17].
It seems that most of the results about singular points as well as about analytical continuation of series in the classical orthogonal polynomials can be carried
over series in the corresponding systems of associated functions. This is realy the
case when e.g theorems of Vivanti-Dines type are in question [G. Boychev, 4,
Theorems 4,5]. It is not difficult also to prove gap theorems of Ostrowskis type
for series in Laguerres as well as in Hermite associated functions.
Suppose that the series (3.2) converges in the whole complex plane, i.e. its sum
is an entire function. If, in addition, this function is of exponential type, then,
in general, there exists a relation between the singularities of its Borel transform
and that of the power series (1.2). More precisely, if > 1 and if the series (3.2)
represents an entire function f of exponential type less that one, then a point is
singular for its Borel transform Bf (w) if and only if the point 1 1 is singular
for the power series (1.2). This assertion which can be regarded as a theorem of
Faber-Neharis type for series in Laguerres polynomials is proved by A.J. Zayed
[2] for = 0 and by L. Boyadjiev [1] for arbitrary > 1.
251
A short survey on special functions
Appendix
A SHORT SURVEY ON SPECIALL FUNCTIONS
1. Gamma-function
1.1 The points 0, 1, 2, . . . are the only zeros of the entire function
(1.1)
F (z) = exp(Cz)z
Y
n=1
1+
z
z
exp
n
n
and, moreover, all they are simple. The constant C is uniquely determined by the
requrement F (1) = 1 which leads to the equality
(1.2)
C = lim
n
nX
1
k =1
o
log(n + 1) .
Usually C is called Euler-Masceronis constant.

By definition,
(1.3)
(z) =
1
, z C \ {0, 1, 2, . . . }.
F (z)
Hence, the -function is a meromorphic function with only simple poles at the
points 0, 1, 2, . . . . Moreover, (z) 6= 0 for z C, i.e. the -function has no
zeros. In particular, (1) = 1.
1.2 The most popular integral representation of -function is that in the halfplane Re z > 0, i.e.
Z
tz1 exp(t) dt, Re z > 0.
(1.4)
(z) =
0
From (1.4) it follows that

Z
(z) =
tz1 exp(t) dt + g(z),
where
Z
g(z) =
tz1 exp(t) dt
is an entire function. Using the expansion of exp(t) in a power series centered

at the origin we easily find that if Re z > 0, then
(1.5)
(z) =
X
(1)n
n=0
252
n!
1
+ g(z).
z+n
Bessel functions
By the identity theorem the above representation holds in the region G
= C \ {0, 1, 2, . . . }.
1.3 Integrating by parts in (1.4), we obtain the relation
(1.6)
(z + 1) = z(z)
provided Re z > 0. Again, the identity theorem yields that it holds in the whole
region G. In particular, since (1) = 1, we have
(1.7)
(n + 1) = n!, n = 0, 1, 2, . . . .
Using the functional equation (1.6) and the defining equality (1.3), we find that
for z C \ Z
(1.8)
(z)(1 z) =
sin z
Since (1/2) > 0, it follows that

(1.9)
(1/2) =
1.4 Define the complex-valued function in the region C \ (, 0] by the

equality
(1.10)
(z) = 2z z1/2 exp(z){1 + (z)}.
Then, whatever 0 < < and R+ be, the function z(z) is bounded in the
region D(, ) defined by the inequalities | arg z| < and |z| > . In particular,
(z) = O(z 1 ) when z and | arg z| < .
The representation (1.10) is called Stirlings formula for -function. In particular,
(1.11)
n! =
2nn+1/2 exp(n){1 + n },
where n = O(n1 ) when n .

It can be proved that if and are arbitrary complex numbers, then there
exist constants {k (, )}
k =0 (0 (, ) = 1) and a sequence of complex functions
(, )
{
(z)}
=1 which are holomorphic in a region of the kind E(, ) = {z C :
d(z, (, 0]) > 0 = 0 (, ) > 0}(d(z, (, 0]) is the distance of the point z to
the ray (, 0]), and such that for = 1, 2, 3 . . .
(1.12)
n
o
X1
(z + )
(, )
k
=z
k (, )z +
(z) , z E(, ).
(z + )
k =0
253

(, )
Moreover, if (0, ), then

| arg z| < . For example,
(z) = O(z ) when z in E(, ) and
nX
o
(n + )
(, )
= n
k (, )nk + ,n n ,
(n + )
1
(1.13)
k =0
(, )
where ,n
(1.14)
= O(1) when n , and, in particular,
n
1 o
( )( + 1)
(n + )
= n 1
+ O 2 , n .
(n + )
2n
n
1.5 The holomorphic function B(z, w), defined by the equality

Z 1
(1.15)
B(z, w) =
tz1 (1 t)w1 dt,
0
provided that Re z > 0 and Re w > 0, is called beta-function (B-function). It can

be expressed by means of -function, i.e.,
(1.16)
B(z, w) =
(z)(w)
.
(z + w)
2. Bessel functions
2.1 The equation
(2.1)
z 2 w00 + zw0 + (z 2 2 )w = 0
is called the Bessel differential equation. Its (analytic) solutions are called the
cylinder functions. Bessel functions are special kind of cylinder functions.
The power series
2
X (1) z2
X
(1) F ( + + 1) z 2
, C
=
!( + + 1) =0
!
2
=0
is absolutely convergent in the whole complex plane. This can be proved e.g. by
using the well-known geometric test. Moreover, it is easy to verify that the entire
function, defined by this series, satisfies the differential equation
z 2 w00 + (2 + 1)zw0 + z 2 w = 0.
Therefore, the complex-valued function, defined in the region C \ (, 0] by
the equality
2
(1) z
z X
2
(2.2)
J (z) =
,
2 =0 !( + + 1)
254
Bessel functions
is a holomorphic solution of the equation (2.1) in this region. It is called Bessel
function of the first kind with index (or parameter) .
If is not an integer, then J (z) and J (z) are linearly independent solutions
of the equation (2.1) in the region C \ (, 0].
If = n is a negative integer, then the first n terms of the series in the
right-hand side of (2.2) vanish, and a simple calculation leads to the relation
(2.3)
Jn (z) = (1)n Jn (z), n = 1, 2, 3 . . . .
2.2 After replacing z by iz in (2.1) we obtain the equation

(2.4)
z 2 w00 + zw0 (z 2 + 2 )w = 0.
It is called the modified Bessel differential equation. Evidently, the function

2
z
z X
2
(2.5)
I (z) = exp(i/2)J (iz) =
2 =0 !( + + 1)
(as well as the function I (z)) is a solution of the equation (2.4) in the region
C \ (, 0]. It is called modified Bessel function of the first kind with index .
If is not an integer, then I and I are linearly independent in the region
C \ (, 0], but In (z) = In (z) for n = 1, 2, 3 . . . .
If is not an integer, then the function
(2.6)
K (z) =
{I (z) I (z)}
2 sin
which is also a solution of (2.4) in the region C \ (, ] is called modified Bessel

function of the third kind with index . Let us note that K (z) = K (z).
By definition Kn (z) = limn K (z), n Z, i.e. the relation Kn (z) = Kn (z)
is still valid when n is an arbitrary integer.
It can be proved that the representation
(2.7)
Kn (z) = (1)n+1 In (z) log(z/2) + n (z), n = 0, 1, 2, . . .
holds in the region C \ (, 0], where n is an entire function.

2.3 There exists numerious relations between Bessel functions both of the same
and different kind. We need only some of the so called recurrence formulae:
(2.8)
J1 (z) + J+1 (z) = 2z 1 J (z),
(2.9)
I1 (z) I+1 (z) = 2z 1 I (z),

255

K1 (z) K+1 (z) = 2z 1 K (z).
(2.10)
If = n + 1/2, n Z, then all the Bessel functions become elementary or can

be expressed as linear combinations of such functions. For instance, we have
r
(2.11)
(a) J1/2 (z) =

r
(2.12)
(a) I1/2 (z) =
2
cos z; (b) J1/2 (z) =
z
2
cosh z; (b) I1/2 (z) =
z
r
(2.13)
K1/2 (z) = K1/2 (z) =
2
sin z;
z
2
sinh z;
z
exp(z).
2z
The first two of the above formulae follow from the defining equality (2.2). The
validity of (2.12) (a),(b) follows from the definition of the function I by (2.5).
The last two equalities follow immediately from (2.6).
2.4 If Re > 1/2, then for z C \ (, 0] the equality
(2.14)
2 z
( + 1/2)J (z) =
2
(1 t2 )1/2 cos zt dt
holds. It is called Poissons integral representation of the function J .

In order to give here another integral representation of the function J , we
denote by L(, ) the boundary of the region D(, ) defined in the previous section.
Suppose that (0, /2) and that L(, ) is counterclockwise oriented, then
Z
1 z
(2.15)
J (z) =
1 exp( z 2 /4) d.
2i 2
L(,)
for z C \ (, 0].
If Re > 1/2, then the integral representation
(2.16)
z
( + 1/2)K (z) =
2
(t2 1)1/2 exp(zt) dt
holds for the modified Bessel function K in the half-plane Re z > 0.

2.5 Denote for C and k = 0, 1, 2, . . .
(, k) =
256
1
(42 12 )(42 32 ) . . . (42 (2k 1)2 ).
2
k
k!2
Hypergeometric functions
If is real, then the representation ( = 1, 2, 3, . . . )
r
(2.17)
J (z) =
h
i
X1
2 n
cos(z /2 /4)
(1)k (, 2k)(2z)2k + (z)
z
k =0
h
io
X1
sin(z /2 /4)
(1)k (, 2k + 1)(2z)2k1 + (z)
k =0
holds in the region C \(, 0], where and are complex-valued functions which
are holomorphic in this region. Moreover, if (0, ), then (z) = O(z 2 ) and
= O(z 21 ) when z and | arg z| .
For the function K (z) it holds the asymptotic formula
r
(2.18)
K (z) =
n
o
X1
exp(z)
(, k)(2z)k + (z) , = 1, 2, 3, . . . ,
2z
k =0
in the region C \ (, 0], where the complex function is holomorphic in this

region, and (z) = O(z ) provided is fixed and z .
3. Hypergeometric functions
3.1 The equation
(3.1)
z(1 z)w00 + [c (a + b + 1)z]w0 abw = 0
is called hypergeometric differential equation with parameters a, b, c. Its (analytic)

solutions are called hypergeometric functions.
For a C we define
(3.2)
(a)0 = 1, (a)k = a(a + 1)(a + 2) . . . (a + k 1), k = 1, 2, 3 . . . ,
i.e. if a 6= 0, 1, 2, . . . , then
(3.3)
(a)k =
(a + k)
, k = 0, 1, 2, . . . .
(a)
Suppose that c 6= 0, 1, 2, . . . , then the power series

(3.4)
X
(a)k (b)k z k
(c)k
k!
k =0
converges in a neighbourhood of the origin, and its sum is a solution of the equation
(3.1).
257

The analytic function which is defined by the power series (3.4) is called Gauss
hypergeometric function and usually it is denoted by F (a, b; c; z). The same notation is used for the sum of the power series (3.4), i.e.
(3.5)
F (a, b; c; z) = 1 +
a(a + 1)b(b + 1) z 2
ab z
+
+ ....
c 1!
c(c + 1)
2!
Let us point out that if a = n (resp. b = n), n = 0, 1, 2, . . . , then the

equation (3.1) has a solution which is a polynomial of degree n namely
(3.6)
n
X
(n)k (b)k z k
.
F (n, b; c; z) =
(c)k
k!
k =0
Up to a constant factor this is the only polynomial solution of the equation

(3.1). In all other cases every solution of this equation which is holomorphic in the
neighbourhood of the zero point has a representation by an infinite power series
centered at the origin. In particular, the series in the right-hand side of (3.5)
(when a, b 6= 0, 1, 2, . . . ) is called hypergeometric series. One can easily prove
that the radius of convergence of each hypergeometric series is equal to one.
3.2 An equation of the kind
(3.7)
zw00 + (c z)w0 aw = 0
is called degenerate (confluent) hypergeometric differential equation and its (analytic) solutions are called degenerate (confluent) hypergeometric functions.
If c 6= 0, 1, 2, . . . , then the power series
X
(a)
k =0
(c)k
zk
k!
is convergent in the whole complex plane and, hence, it defines an entire function
of the complex variable z. This function is a solution of the equation (3.5). Usually
it is denoted by (a; c; z), i.e.
(3.8)
a(a + 1) z 2
a z
+
(a; c; z) = 1 + +
c 1!
c(c + 1) 2!
The power series in the above equality is called the series of Kummer and (3.8)
is known as Kummers function with parameters a and c.
If a = n, n = 0, 1, 2, . . . , then the right-hand side of (3.8) reduces to a
polynomial of n-th degree, i.e.
(3.9)
(n; c; z) =
n
X
(n)
k =0
258
zk

(c)k
k!
k
Hypergeometric functions
Moreover, up to a constant factor this is the only polynomial solution of the
equation (3.7).
3.3 If Re a > 0, then the integral
Z
1
ta1 (1 + t)ca1 exp(zt) dt
(3.10)
(a; c; z) =
(a) 0
is absolutely uniformly convergent on every (closed) half-plane of the kind Re z
> 0. Hence, it defines a complex-valued function holomorphic in the right
half-plane.
If z = x > 0, then replacing t by tx, we find that
Z
x1c ta1 exp(t)
dt.
(a; c; x) =
(a) 0 (z + t)ac+1
The integral
Z a1
t
exp(t)
dt
I(a, c; z) =
(z + t)ac+1
0
is uniformly converegent on every compact subset of the region C \ (, 0], hence,

it defines a holomorphic function there. Since (a; c; x) = x1c ((a))1 I(a, c; x)
for x > 0, it follows that the function (3.10) admits an analitical continuation in
the region C \ (, 0] realized by the equality
Z
z 1c ta1 exp(t)
dt, z C \ (, 0].
(3.11)
(a; c; z) =
(a) 0 (z + t)ac+1
We call (3.11) the Tricomi degenerate (confluent) hypergeometric function with
parameters a, c. It is easy to prove that it is a second solution of the equation
(3.7) in the region C \(, 0]. More precisely, it means that the functions (a; c; z)
and (a; c; z) are linearly independent in the region C \ (, 0].
3.4 If Re c > Re a > 0, then the integral representation
Z 1
(c)
ta1 (1 t)ca1 exp(zt) dt
(3.12)
(a; c; z) =
(a)(c a) 0
holds. This can be easily verified using the power series expansion of the function
exp(zt) as well as the defining equality (3.8).
Another integral representation of Kummers function is the following:
(3.13)
=
(c)
(c a)
z c/21/2 exp(z)(a; c; z)
Z
tc/2a1/2 exp(t)Jc1 (2 zt) dt.

0
It holds in the region C \ (, 0] provided that Re c > Re a > 0.

259

Tricomis function has an integral representation in terms of the modified Bessel
functions of the third kind, i.e.
(3.14)
=
1
(a)(a c + 1)
z c/21/2 (a; c; z)
Z
tac/21/2 exp(t)Kc1 (2 zt) dt.

0
It holds in the region C \ (, 0] provided that Re a > 0 and Re(a c) > 0.

3.5 If a C \ (, 0] and c 6= 0, 1, 2, . . . is real, then there exist complex
functions {k (c; z)}

k =0 and {r (a, c; z)} =1 which are holomorphic in the region
C \ (, 0] and such that for = 1, 2, 3 . . . the representation
(3.15)
2 ((c))1 (z)c/21/4 exp(z/2)(a; c; z)

o
X1
n
k (c; z)ak/2 + r (a, c; z)
= ac/2+1/4 exp{2(z)1/2 a}
k =0
holds in this region. Moreover, if and c are fixed, then for every positive number
, and every compact set M C \ (, 0] there exists a positive constant A
= A(, M ) such that |a/2 r (a, c; z) A when Re a1/2 and z M .
Suppose that a and c are real and that a c/2 > 0. Then the representation
2(a c/2)ac/2+1/4 z c/21/4 exp(c/2 a z/2)(a; c; z)

(3.16)
= exp{2(a c/2)1/2 z}{1 + (a, c; z)}

holds in the region C \ (, 0], where (a, c; z) is a holomorphic function in this
region. Moreover, if c is fixed, then for every > max(0, c/2) and every compact set E C \ (, 0] there exists a constant B = B(, E) > 0 such that
|a1/2 (a, c; z)| B for a and z E.
There is another asymptotic formula for the function (a; c; z) when a, c are
fixed and z in the region C \ (, 0]. More precisely, for every = 0, 1, 2, . . .
the representation
(3.17)
(a; c; z) =
X
k =0
(1)k
(a)k (a c + 1)k (
z a k) + (a, c; z)
k!
holds where the complex functions { (a, c; z)}

=0 , = 0, 1, 2, . . . , which are holomorphic in the region C \ (, 0], are such that |z a1 (a, c; z)| = O(1) when
z in this region.
260

4. Weber-Hermite functions
4.1 The equation
w00 + ( + 1/2 z 2 /4)w = 0, C
(4.1)
is called the Weber-Hermite differential equation. Its solutions are called functions
of the parabolic cylinder. All they are holomorphic in the whole complex plane,
i.e. all they are entire functions of the complex variable z. Moreover, they can be
expressed in terms of the degenerate hypergeometric functions. In particular, the
function
(4.2)
D (z) = 2(1)/2 exp(z 2 /4)z((1 )/2; 3/2; z 2 /2)
(1/2)
/
2
2
(/2; 1/2; z 2 /2)
= 2 exp(z /4)
((1 )/2)
(1/2)
2
+(z/ 2)
((1 )/2; 3/2; z /2)
(/2)
is a solution of the equation (4.1). It is called the Weber-Hermite function with

index (parameter) .
Other solutions of the equation (4.1) are the function D (z), D1 (iz), and
D1 (iz). The last two of them are linearly independent, hence, all the solutions of (4.1) are their linear combinations. In particular,
(4.3)
D (z) =
( + 1)
{exp(i/2)D1 (is) + exp(i/2)D1 (iz)}.

2
As a corollary of (4.2), one can prove that if = n is a nonnegative integer,

then the function
exp(z 2 /4)Dn (z)
(4.4)
is a polynomial of n-th degree. Moreover, up to a constant factor, (4.4) is the only

polynomial solution of the equation (4.1) with = n, n = 0, 1, 2, . . . .
4.2 There are many integral representations for the Weber-Hermite functions.
Further we include only those used in this book. Each of them holds in the whole
complex plane provided the parameter satisfies an additional restriction.
Suppose that Re > 1, then
r
Z
2
2
exp(z /4)
t exp(t2 /4) cos(zt /2) dt.
(4.5)
D (z) =
0
If Re < 0, then
(4.6)
exp(z 2 /4)
D (z) =
()
t1 exp(t2 /2 zt) dt.
261

If c is an arbitrary positive number and is an arbitrary complex number,
then
Z ic+
1
2
(4.7)
D (z) = exp(z /4 i/2)
exp( 2 /2 + iz) d.
2
ic
4.3 For each z C and C \ [0, ) we have the representation
(4.7)
1
D (z) = ()/2 exp(/2) exp{()1/2 z}{1 + (z, )},
2
where (z, ) is a holomorphic function of the complex variables z and in the

region C {C \ [0, )}. Moreover, if 0 < < R < , then there exists a positive
constant M = M (, R) such that |()1/2 (z, )| M for every z U (0; R)
and every such that Re() 0, and || . In particular, it follows that
lim|| (z, ) = 0 uniformly on every compact subset of the complex plane
provided that Re() 0.
Comments and referneces
lyi [1] is the main source
The fundamential work of H. Bateman and A. Erde
of information about classical special functions used in this book.
Of course, there are some slight modifications. E.g., we prefer the explicit
analytical continuation (3.11) of the Tricomi function in the region C \ (, 0]
lyi, 1, 6.5, (3)].
instead of that given as [H. Bateman, A. Erde
The asymptotic expansion (3.15) for the Kummer function in the region C
\[0, ) is due to O. Perron [1]. Here it is in the form given by [E. Hille, 4,
(1.15)].
The asymptotic formula (4.7) is due to T.M. Cherry [1]. A more general
asymptotic expansion for the Weber-Hermite function D (z) involving a complex
parameter is given in [P. Rusev, 33]. The last paper contains a generalization of
s type for the
Cherrys formula as well as of the asymptotic formulas of Szego
Hermite polynomials.
262
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27. Convergence and (C, 1)-summability of Laguerre series at points of the
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28. Convergence and (C, 1)-summability of Laguerre series on the boundaries
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Funktionen die einer linearen Differentialgleichung zweiter Ordnung mit einem
Parameter gen
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(1968), 1407 - 1412.
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271
Author index
Alper, S.J. 246, 262
ev, I. 42, 229, 262
Baic
Bateman, H., 57, 214, 261, 262
Bieberbach, L. 232, 235, 244, 249, 262
Boas, R.P. 163, 190, 262
Borel, E. 244
Boyadjiev, L. 110, 189, 190, 241, 242, 250, 262
Boychev, G. 228, 229, 234, 240, 243, 263, 264
Buck, R.C., 163, 190, 262
Carleman, T. 190, 264
Carlson, B.C. 90, 163, 264
Cherry, T.M. 261, 264
Colton, D. 163, 284
Cowling, V.F. 234, 242, 264
Cramer, H. 238
Darboux, G. 90, 163, 264
Doetch, G. 57
Duran, Antonio J. 43, 264
Ebenhaft, P. 233, 265
van Eijndhoven S.J.L., 42, 265
Elliot, D. 89, 265
lyi, A. 57, 214, 261
Erdee
Faber, G. 230, 231, 244, 265
Fabry, E. 243, 244, 249
Faldey, J. 248, 265
Fatou, P. 245
Feldheim, E. 189, 265
Gielbert, R.P. 233, 265
Gunson, J. 233, 265
Hadamard, J. 233
272
Hahn, E. 90, 265

Hardy, G.H. 229, 234, 265
Heine, E. 89, 265
Hille, E. 110, 164, 235, 236, 237, 238, 239,
240, 244, 245, 261, 265
Howard, H.G. 233, 265
Hurwitz, A. 245
Indritz, J. 91, 266
Ismail, M.E.H. 42, 266
Jacun, V.A. 231, 266
Jakimowski, A. 234, 266
Kasandrova, I. 190, 266
Khavinson, D. 233, 265
Krall, A.M. 42, 266
Langer, R.E. 164, 266
Laplace, P.S. 89
Leontev, A.F. 249, 266
Levin, B. Ja. 156
Mandelstamm, S. 233, 266
Masson, D.R. 42
Mehler, F.G. 57, 266
Meijer, H.G. 90, 266
Meyers, J.L.H. 42, 265
Mu Lehua 247, 267
Natanson, I.P. 157, 267
Nehari, Z. 230, 231, 267
Obrechkoff, N. 42, 267
Ostrowski, A. 238, 245, 246, 247, 267
Parasyuk, O.S. 233, 267
Perron, O. 90, 261, 267
Pollard, H. 164, 267
273
lya, G. 245, 249, 267

Po
Pringsheim, A. 235
Rahman, M. 42, 266
Rakhmanov, E.A. 248, 267
Riekstin
s, E. 190, 267
Rusev, P. 42, 110, 164, 189, 190, 229, 243,
247, 249, 261, 264, 267
Shapiro, H.S. 233, 265
Suetin, P.K. 229, 269
sz, O. 91, 164, 270
Sza
, G. 89, 90, 110, 163, 232, 249,
Szego
261, 270
Taylor, J.G. 233, 265
Tricomi, F. 42, 270
Uspenski, J.V. 57, 90, 164, 270
Volk, O. 164, 270
Walter, G.G. 109, 248, 270
Watson, G.N. 118, 163, 270
Whittaker, E.T. 118, 270
Yeardley, N. 164, 270
Zayed, A.I. 248, 270
274
Subject index
Abelian type theorems 101, 102
analytical contunuation of series
in Legendre polynomials 234
in Hermite polynomials 239, 240
in Laguerre polynomials 240, 241, 242
asymptotic expansion 173
asymptotic formulas
for Jacobi plynomials 61
for Jacobi associated functions 66
for Laguerre polynomials 70, 75
for Laguerre associated functions 75, 81
for Hermite plynomials 67
for Hermite associated functions 82
Bessel functions 253
modiefied 254
beta-function 253
Borel transform 186
Cesaros means 205, 208
(C, )-summability 205, 207
Chebyshev plynomials 40, 41
of second kind 40
Christoffel-Darboux
formula of 24, 30, 31
convergence of series
in Jacobi polynomilas 92
in Jacobi associated functions 94
in Laguerre polynomials 94, 95
in Laguerre associated functions 96, 97, 98
in Hermite polynomials 98
in Hermite associated functions 99
degenerate hypergeometric function 257
Kummers 257
Tricomis 258
275
expansions in series
of Jacobi polynomials 112
of Jacobi associated functions 114, 115
of Laguerre polynomials 133, 134, 139, 140, 142, 143, 144, 146
of Laguerre associated functions 121, 126, 127, 128
of Hermite polynomials 121, 126, 127, 128
of Hermite associated functions 151
Fatou type theorems 221
Fourier transform 183
gamma-function 251
gap theorems 243, 244, 245, 246
Gauss hypergeometric function 32, 257
generating functions
for Jacobi polynomials 45, 46
for Jacobi associated functions 58
for Laguerre associated functions 52
for Hermite polynomials 55
Hankel transform 165
Hermite
polynomials 7, 10, 11
associated functions 27, 42
holomorphic extension
of mesurable functions 153, 154, 155
of locally Holder functions 157, 159, 160
hypergeometric function 31, 256
inequalities
for Jacobi polynomials 90
for Laguerre polynomials 82, 83, 85
for Hermite polynomials 86, 91
for Laguerre associated functions 86
276
integral representations
for Laguerre associated functions 51, 53
for Hermite polynomials 54
for Hermite associated functions
Jacobi
polynomials 7, 10, 12, 13, 23
associated functions 24, 42
Laguerre
polynomials 7, 10, 11
associated functions 25, 27, 42
Laplace transform 177, 183
Legendre polynomials 39, 41
Liouvilles formula 38
Meijer transform 171
Mitag-Leffler principal star 232, 234, 238, 241
orthogonality
of Jacobi polynomials 12, 13
of Laguerre polynomials 15, 16, 18, 19
of Hermite polynomials 20, 21
overconvergence 245, 247, 248
Pearsons differential equation 5
recurrence equation 21
for Laguerre polynomials 23
for Hermite polynomilas 24
singular point of series
in Legendre polynomials 231, 233
in Jacobi polynomilas 232, 234, 235
in Hermite polynomials 236, 237, 239
in Laguerre polynomials 240
Stirlings formula 252
277
uniqueness of representations
by series in Jacobi polynomials 103
by series in Jacobi associated functions 107
by series in Laguerre polynomials 104
by series in Laguerre associated functions 107
by series in Hermite polynomials 105, 106
by series in Hermite associated functions 108
ultraspherical polynomials 39
Weber-Hermite function 31, 36, 260
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CLASSICAL ORTHOGONAL POLYNOMIALS

AND THEIR ASSOCIATED FUNCTIONS

CHAPTER II. Integral representations and generating functions

CHAPTER III. Asymptotic formulas. Inequalities . . . . . . . . . . . . . . . . .

CHAPTER IV. Convergence of series in Jacobi, Laguerre and

4. Theorems of Abelian type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99

ADDENDUM. A review on singular points and analytical continuation

their associated functions {Qn (z)}

it is shown that each of the systems {Pn

functions of different kind. From the numerous generating functions we have

The main topic in Chapter VI is the series representations of holomorphic

has holomorphic nonzero solutions in each simply connected region G C \{z1 , z2 },

where z0 is a fixed point of G, z G and the path of integration is an arbitrary

Jacobi, Laguerre and Hermite polynomials and. . .

where Ak is a polynomial of deg Ak k. Indeed, (1.3) is satisfied when k = 0, 1.

(B n (z))(nk) = B k (z)Bn,k (z),

where Bn,k is a polynomial of deg Bn,k n k.

Pirsons diferential equation

where, by definition, (1 z) (1 + z) = exp{ log(1 z) + log(1 + z)} and

An,k (1 z)k (1 + z)nk , n = 0, 1, 2, . . . ,

Jacobi, Laguerre and Hermite polynomials and. . .

From the last representation it follows that if n 1, then the coefficient of z n

Further we use the combinatorial identity

It can be obtained by multiplication of the two power series

But on the other hand

Pirsons diferential equation

From the above representation it follows that the coefficient of z n is

i.e., it is always different from zero.

Obviously, in this case the coefficient of z n in Wn is equal to

and, hence, deg Wn = n, n = 0, 1, 2, . . . .

Jacobi, Laguerre and Hermite polynomials and. . .

z C \ {(, 0] [0, )}, n = 0, 1.2, . . . .

Denote by pn , n = 0, 1, 2, . . . and qn , n = 1, 2, 3, . . . , the coefficients of

, we use the polynomial

and as a result of (1.9) and (2.4) we obtain

From the expansions

Definition of Jacobi, Laguerre and Hermite polynomials

After some standard algebra, from (2.5) we obtain

Let ln , n = 0, 1, 2, . . . , and mn , n = 1, 2, 3, . . . , be the coefficient of z n and

2.3 In the case C3 ) the polynomials (1)n Wn (z), n = 0, 1, 2, . . . are called

Jacobi, Laguerre and Hermite polynomials and. . .

and (1.13) leads to the representation

If we denote by hn , n = 0, 1, 2, . . . , the coefficient of z n in Hn , then from (2.12)

3. Orthogonality. Recurrence relations

Proof. For n = 0, 1, 2, . . . and k = 0, 1, 2, . . . , n we define

Orthogonality. Recurrence relations

(1 t)n+ (1 + t)n+ dt.

On the other hand, Pn

tn +Rn1 (t), where Rn1 is a polynomial

of degree less than n provided n 1 and Rn1 0 when n = 0. Then, having in

Jacobi, Laguerre and Hermite polynomials and. . .

ind(; [1, 1])mn , m, n = 0, 1, 2, . . . .

for each closed rectifiable curve C \ [1, 1].

Then, the generalized Cauchy formula yields

Orthogonality. Recurrence relations

Jacobi, Laguerre and Hermite polynomials and. . .

From (2.7) it follows that

Since Re > 1, we have

Since Ln (t) = ln tn + Rn1 (t), where Rn1 is a polynomial of deg n 1 if

Orthogonality. Recurrence relations

(z) exp(z)Lm (z)Ln (z) dz

t exp(t)Lm (t)Ln (t) dt

Jacobi, Laguerre and Hermite polynomials and. . .