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18 Orthogonal PolynomialsClassical Orthogonal Polynomials

§18.15 Asymptotic Approximations

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§18.15(i) Jacobi

With the exception of the penultimate paragraph, we assume throughout this subsection that \alpha, \beta, and M (=0,1,2,\ldots) are all fixed.

as n\to\infty, uniformly with respect to \theta\in[\delta,\pi-\delta]. Here, and elsewhere in §18.15, \delta is an arbitrary small positive constant. Also, \mathop{\mathrm{B}\/}\nolimits\!\left(a,b\right) is the beta function (§5.12) and

where

and

When \alpha,\beta\in(-\frac{1}{2},\frac{1}{2}), the error term in (18.15.1) is less than twice the first neglected term in absolute value. See Hahn (1980), where corresponding results are given when x is replaced by a complex variable z that is bounded away from the orthogonality interval [-1,1].

Next, let

18.15.5\rho=n+\tfrac{1}{2}(\alpha+\beta+1).

Then as n\rightarrow\infty,

where \mathop{J_{{\nu}}\/}\nolimits\!\left(z\right) is the Bessel function (§10.2(ii)), and

with c denoting an arbitrary positive constant. Also,

18.15.8
A_{0}(\theta)=1,
\theta B_{0}(\theta)=\frac{1}{4}g(\theta),
A_{1}(\theta)=\frac{1}{8}g^{{\prime}}(\theta)-\frac{1+2\alpha}{8}\frac{g(%
\theta)}{\theta}-\frac{1}{32}(g(\theta))^{2},

where

18.15.9g(\theta)=\left(\tfrac{1}{4}-\alpha^{2}\right)\left(\mathop{\cot\/}\nolimits\!%
\left(\tfrac{1}{2}\theta\right)-\left(\tfrac{1}{2}\theta\right)^{{-1}}\right)-%
\left(\tfrac{1}{4}-\beta^{2}\right)\mathop{\tan\/}\nolimits\!\left(\tfrac{1}{2%
}\theta\right).

For higher coefficients see Baratella and Gatteschi (1988), and for another estimate of the error term see Wong and Zhao (2003).

For large \beta, fixed \alpha, and 0\leq n/\beta\leq c, Dunster (1999) gives asymptotic expansions of \mathop{P^{{(\alpha,\beta)}}_{{n}}\/}\nolimits\!\left(z\right) that are uniform in unbounded complex z-domains containing z=\pm 1. These expansions are in terms of Whittaker functions (§13.14). This reference also supplies asymptotic expansions of \mathop{P^{{(\alpha,\beta)}}_{{n}}\/}\nolimits\!\left(z\right) for large n, fixed \alpha, and 0\leq\beta/n\leq c. The latter expansions are in terms of Bessel functions, and are uniform in complex z-domains not containing neighborhoods of 1. For a complementary result, see Wong and Zhao (2004). By using the symmetry property given in the second row of Table 18.6.1, the roles of \alpha and \beta can be interchanged.

For an asymptotic expansion of \mathop{P^{{(\alpha,\beta)}}_{{n}}\/}\nolimits\!\left(z\right) as n\to\infty that holds uniformly for complex z bounded away from [-1,1], see Elliott (1971). The first term of this expansion also appears in Szegö (1975, Theorem 8.21.7).

§18.15(ii) Ultraspherical

For fixed \lambda\in(0,1) and fixed M=0,1,2,\ldots,

as n\to\infty uniformly with respect to \theta\in[\delta,\pi-\delta], where

For a bound on the error term in (18.15.10) see Szegö (1975, Theorem 8.21.11).

Asymptotic expansions for \mathop{C^{{(\lambda)}}_{{n}}\/}\nolimits\!\left(\mathop{\cos\/}\nolimits%
\theta\right) can be obtained from the results given in §18.15(i) by setting \alpha=\beta=\lambda-\frac{1}{2} and referring to (18.7.1). See also Szegö (1933) and Szegö (1975, Eq. (8.21.14)).

§18.15(iii) Legendre

For fixed M=0,1,2,\dots,

as n\to\infty, uniformly with respect to \theta\in[\delta,\pi-\delta], where

Also, when \tfrac{1}{6}\pi<\theta<\tfrac{5}{6}\pi, the right-hand side of (18.15.12) with M=\infty converges; paradoxically, however, the sum is 2\!\mathop{P_{{n}}\/}\nolimits\!\left(\mathop{\cos\/}\nolimits\theta\right) and not \mathop{P_{{n}}\/}\nolimits\!\left(\mathop{\cos\/}\nolimits\theta\right) as stated erroneously in Szegö (1975, §8.4(3)).

For these results and further information see Olver (1997b, pp. 311–313). For another form of the asymptotic expansion, complete with error bound, see Szegö (1975, Theorem 8.21.5).

For asymptotic expansions of \mathop{P_{{n}}\/}\nolimits\!\left(\mathop{\cos\/}\nolimits\theta\right) and \mathop{P_{{n}}\/}\nolimits\!\left(\mathop{\cosh\/}\nolimits\xi\right) that are uniformly valid when 0\leq\theta\leq\pi-\delta and 0\leq\xi<\infty see §14.15(iii) with \mu=0 and \nu=n. These expansions are in terms of Bessel functions and modified Bessel functions, respectively.

§18.15(iv) Laguerre

In Terms of Elementary Functions

For fixed M=0,1,2,\dots, and fixed \alpha,

as n\to\infty, uniformly on compact x-intervals in (0,\infty), where

18.15.15\theta_{n}^{{(\alpha)}}(x)=2(nx)^{{\frac{1}{2}}}-\left(\tfrac{1}{2}\alpha+%
\tfrac{1}{4}\right)\pi.

The leading coefficients are given by

18.15.16
a_{0}(x)=1,
a_{1}(x)=0,
b_{1}(x)=\frac{1}{48x^{\frac{1}{2}}}\left(4x^{2}-12\alpha^{2}-24\alpha x-24x+3%
\right).

In Terms of Bessel Functions

Define

18.15.17\nu=4n+2\alpha+2,
18.15.18\xi=\tfrac{1}{2}\left(\sqrt{x-x^{2}}+\mathop{\mathrm{arcsin}\/}\nolimits(\sqrt%
{x})\right),0\leq x\leq 1.

Then for fixed M=0,1,2,\dots, and fixed \alpha,

as n\to\infty uniformly for 0\leq x\leq 1-\delta. Here \mathop{J_{{\nu}}\/}\nolimits\!\left(z\right) denotes the Bessel function (§10.2(ii)), \mathop{\mathrm{env}J_{{\nu}}\/}\nolimits\!\left(z\right) denotes its envelope (§2.8(iv)), and \delta is again an arbitrary small positive constant. The leading coefficients are given by A_{0}(\xi)=1 and

18.15.20B_{0}(\xi)=-\frac{1}{2}\left(\frac{1-4\alpha^{2}}{8}+\xi\left(\frac{1-x}{x}%
\right)^{{\frac{1}{2}}}\left(\frac{4\alpha^{2}-1}{8}+\frac{1}{4}\frac{x}{1-x}+%
\frac{5}{24}\left(\frac{x}{1-x}\right)^{2}\right)\right).

In Terms of Airy Functions

Again define \nu as in (18.15.17); also,

Then for fixed M=0,1,2,\dots, and fixed \alpha,

as n\to\infty uniformly for \delta\leq x<\infty. Here \mathop{\mathrm{Ai}\/}\nolimits denotes the Airy function (§9.2), {\mathop{\mathrm{Ai}\/}\nolimits^{{\prime}}} denotes its derivative, and \mathop{\mathrm{envAi}\/}\nolimits denotes its envelope (§2.8(iii)). The leading coefficients are given by E_{0}(\zeta)=1 and

18.15.23F_{0}(\zeta)=-\frac{5}{48\zeta^{2}}+\left(\frac{x-1}{x\zeta}\right)^{{\frac{1}%
{2}}}\left(\frac{1}{2}\alpha^{2}-\frac{1}{8}-\frac{1}{4}\frac{x}{x-1}+\frac{5}%
{24}\left(\frac{x}{x-1}\right)^{2}\right),0\leq x<\infty.

§18.15(v) Hermite

Define

18.15.24\mu=2n+1,
18.15.25\lambda_{n}=\begin{cases}\ifrac{\mathop{\Gamma\/}\nolimits\!\left(n+1\right)}{%
\mathop{\Gamma\/}\nolimits\!\left(\frac{1}{2}n+1\right)},&n\text{ even},\\
\ifrac{\mathop{\Gamma\/}\nolimits\!\left(n+2\right)}{\left(\mu^{{\frac{1}{2}}}%
\mathop{\Gamma\/}\nolimits\!\left(\frac{1}{2}n+\frac{3}{2}\right)\right)},&n%
\text{ odd},\end{cases}

and

Then for fixed M=0,1,2,\dots,

as n\to\infty, uniformly on compact x-intervals on \Real. The coefficients u_{m}(x) are polynomials in x, and u_{0}(x)=1, u_{1}(x)=\frac{1}{6}x^{3}.

For more powerful asymptotic expansions as n\to\infty in terms of elementary functions that apply uniformly when 1+\delta\leq t<\infty, -1+\delta\leq t\leq 1-\delta, or -\infty<t\leq-1-\delta, where t=\ifrac{x}{\sqrt{2n+1}} and \delta is again an arbitrary small positive constant, see §§12.10(i)12.10(iv) and 12.10(vi). And for asymptotic expansions as n\to\infty in terms of Airy functions that apply uniformly when -1+\delta\leq t<\infty or -\infty<t\leq 1-\delta, see §§12.10(vii) and 12.10(viii). With \mu=\sqrt{2n+1} the expansions in Chapter 12 are for the parabolic cylinder function \mathop{U\/}\nolimits\!\left(-\tfrac{1}{2}\mu^{2},\mu t\sqrt{2}\right), which is related to the Hermite polynomials via

compare (18.11.3).

For an error bound for the first term in the Airy-function expansions see Olver (1997b, p. 403).

See also Geronimo et al. (2004).

§18.15(vi) Other Approximations

The asymptotic behavior of the classical OP’s as x\to\pm\infty with the degree and parameters fixed is evident from their explicit polynomial forms; see, for example, (18.2.7) and the last two columns of Table 18.3.1.

For asymptotic approximations of Jacobi, ultraspherical, and Laguerre polynomials in terms of Hermite polynomials, see López and Temme (1999a). These approximations apply when the parameters are large, namely \alpha and \beta (subject to restrictions) in the case of Jacobi polynomials, \lambda in the case of ultraspherical polynomials, and |\alpha|+|x| in the case of Laguerre polynomials. See also Dunster (1999).