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.

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

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.

This book presents contributions of international and local experts from the African Institute for Mathematical Sciences (AIMS-Cameroon) and also from other local universities in the domain of orthogonal polynomials and applications. The topics addressed range from univariate to multivariate orthogonal polynomials, from multiple orthogonal polynomials and random matrices to orthogonal polynomials and Painlevé equations. The contributions are based on lectures given at the AIMS-Volkswagen Stiftung Workshop on Introduction of Orthogonal Polynomials and Applications held on October 5–12, 2018 in Douala, Cameroon. This workshop, funded within the framework of the Volkswagen Foundation Initiative "Symposia and Summer Schools", was aimed globally at promoting capacity building in terms of research and training in orthogonal polynomials and applications, discussions and development of new ideas as well as development and enhancement of networking including south-south cooperation.

Abstract: "We derive the fourth order difference equation satisfied by the associated of order [tau] of the classical orthogonal polynomials of a discrete variable. The coefficients of this equation are given in terms of the polynomials [sigma] and [tau] which appear in the discrete Pearson equation [delta]([sigma rho]) = [tau rho] defining the weight [rho]([chi]) of the classical discrete orthogonal polynomials."

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.

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.