Multiplicative Renormalization and Generating Functions Ii

Let μ be a probability measure on the real line with finite moments of all orders. Suppose the linear span of polynomials is dense in L(μ). Then there exists a sequence {Pn}∞ n=0 of orthogonal polynomials with respect to μ such that Pn is a polynomial of degree n with leading coefficient 1 and the equality (x − αn)Pn(x) = Pn+1(x) + ωnPn−1(x) holds, where αn and ωn are SzegöJacobi parameters. In this paper we use the concepts of pre-generating function, multiplication renormalization, and generating function to derive {Pn, αn, ωn} from a given μ. Two types of pre-generating functions are studied. We apply our method to the special distributions such as Gaussian, Poisson, gamma, uniform, arcsine, semi-circle, and beta-type to derive {Pn, αn, ωn}. Moreover, we show that the corresponding polynomials Pn’s are exactly the classical polynomials such as Hermite, Charlier, Laguerre, Legendre, Chebyshev of the first kind, Chebyshev of the second kind, and Gegenbauer. We also apply our method to study the negative binomial distributions.