The first modern treatment of orthogonal polynomials from the viewpoint of special functions is now available in paperback.

The first modern treatment of orthogonal polynomials from the viewpoint of special functions is now available in paperback.

While classical orthogonal polynomials appear as solutions to hypergeometric differential equations, those of a discrete variable emerge as solutions of difference equations of hypergeometric type on lattices. The authors present a concise introduction to this theory, presenting at the same time methods of solving a large class of difference equations. They apply the theory to various problems in scientific computing, probability, queuing theory, coding and information compression. The book is an expanded and revised version of the first edition, published in Russian (Nauka 1985). Students and scientists will find a useful textbook in numerical analysis.

Serving both as an introduction to the subject and as a reference, this book presents the theory in elegant form and with modern concepts and notation. It covers the general theory and emphasizes the classical types of orthogonal polynomials whose weight functions are supported on standard domains. The approach is a blend of classical analysis and symmetry group theoretic methods. Finite reflection groups are used to motivate and classify symmetries of weight functions and the associated polynomials. This revised edition has been updated throughout to reflect recent developments in the field. It contains 25% new material, including two brand new chapters on orthogonal polynomials in two variables, which will be especially useful for applications, and orthogonal polynomials on the unit sphere. The most modern and complete treatment of the subject available, it will be useful to a wide audience of mathematicians and applied scientists, including physicists, chemists and engineers.

Presenting a comprehensive theory of orthogonal polynomials in two real variables and properties of Fourier series in these polynomials, this volume also gives cases of orthogonality over a region and on a contour. The text includes the classification of differential equations which admits orthogonal polynomials as eigenfunctions and several two-dimensional analogies of classical orthogonal polynomials.

This book defines sets of orthogonal polynomials and derives a number of properties satisfied by any such set. It continues by describing the classical orthogonal polynomials and the additional properties they have.The first chapter defines the orthogonality condition for two functions. It then gives an iterative process to produce a set of polynomials which are orthogonal to one another and then describes a number of properties satisfied by any set of orthogonal polynomials. The classical orthogonal polynomials arise when the weight function in the orthogonality condition has a particular form. These polynomials have a further set of properties and in particular satisfy a second order differential equation.Each subsequent chapter investigates the properties of a particular polynomial set starting from its differential equation.

Updated throughout, this revised edition contains 25% new material covering progress made in the field over the past decade.

The general theory of orthogonal polynomials was developed in the late 19th century from a study of continued fractions by P. L. Chebyshev, even though special cases were introduced earlier by Legendre, Hermite, Jacobi, Laguerre, and Chebyshev himself. It was further developed by A. A. Markov, T. J. Stieltjes, and many other mathematicians. The book by Szego, originally published in 1939, is the first monograph devoted to the theory of orthogonal polynomials and its applications in many areas, including analysis, differential equations, probability and mathematical physics. Even after all the years that have passed since the book first appeared, and with many other books on the subject published since then, this classic monograph by Szego remains an indispensable resource both as a textbook and as a reference book. It can be recommended to anyone who wants to be acquainted with this central topic of mathematical analysis.