Nearest neighbor recurrence relations for Multiple Orthogonal Polynomials; Recursierelaties voor nabije buren van meervoudig orthogonale veeltermen

We show that multiple orthogonal polynomials for r measures (μ1, . . . , μr) satisfy a system of linear recurrence relations only involving nearest neighbor multi-indices ~n ± ~ej, where ~ej are the standard unit vectors. The recurrence coefficients are not arbitrary but satisfy a system of partial difference equations with boundary values given by the recurrence coefficients of the orthogonal polynomials with each of measures μj . We show how the Christoffel-Darboux formula for multiple orthogonal polynomials can be obtained easily using this information. We give explicit examples involving multiple Hermite, Charlier, Laguerre, and Jacobi polynomials.