Continuous Hahn polynomials

The continuous Hahn polynomials p_n(x;a,b,c,d) are orthogonal with respect to the weight function

${\displaystyle w(x)=\Gamma (a+ix)\,\Gamma (b+ix)\,\Gamma (c-ix)\,\Gamma (d-ix).}$

In particular, they satisfy the orthogonality relation[1][2][3]

${\displaystyle {\begin{aligned}&{\frac {1}{2\pi }}\int _{-\infty }^{\infty }\Gamma (a+ix)\,\Gamma (b+ix)\,\Gamma (c-ix)\,\Gamma (d-ix)\,p_{m}(x;a,b,c,d)\,p_{n}(x;a,b,c,d)\,dx\\&\qquad \qquad ={\frac {\Gamma (n+a+c)\,\Gamma (n+a+d)\,\Gamma (n+b+c)\,\Gamma (n+b+d)}{n!(2n+a+b+c+d-1)\,\Gamma (n+a+b+c+d-1)}}\,\delta _{nm}\end{aligned}}}$

for ${\displaystyle \Re (a)>0}$, ${\displaystyle \Re (b)>0}$, ${\displaystyle \Re (c)>0}$, ${\displaystyle \Re (d)>0}$, ${\displaystyle c={\overline {a}}}$, ${\displaystyle d={\overline {b}}}$.

The sequence of continuous Hahn polynomials satisfies the recurrence relation[4]

${\displaystyle xp_{n}(x)=p_{n+1}(x)+i(A_{n}+C_{n})p_{n}(x)-A_{n-1}C_{n}p_{n-1}(x),}$

${\displaystyle {\begin{aligned}{\text{where}}\quad &p_{n}(x)={\frac {n!(n+a+b+c+d-1)!}{(2n+a+b+c+d-1)!}}p_{n}(x;a,b,c,d),\\&A_{n}=-{\frac {(n+a+b+c+d-1)(n+a+c)(n+a+d)}{(2n+a+b+c+d-1)(2n+a+b+c+d)}},\\{\text{and}}\quad &C_{n}={\frac {n(n+b+c-1)(n+b+d-1)}{(2n+a+b+c+d-2)(2n+a+b+c+d-1)}}.\end{aligned}}}$

The continuous Hahn polynomials are given by the Rodrigues-like formula[5]

${\displaystyle {\begin{aligned}&\Gamma (a+ix)\,\Gamma (b+ix)\,\Gamma (c-ix)\,\Gamma (d-ix)\,p_{n}(x;a,b,c,d)\\&\qquad ={\frac {(-1)^{n}}{n!}}{\frac {d^{n}}{dx^{n}}}\left(\Gamma \left(a+{\frac {n}{2}}+ix\right)\,\Gamma \left(b+{\frac {n}{2}}+ix\right)\,\Gamma \left(c+{\frac {n}{2}}-ix\right)\,\Gamma \left(d+{\frac {n}{2}}-ix\right)\right).\end{aligned}}}$

The continuous Hahn polynomials have the following generating function:[6]

${\displaystyle {\begin{aligned}&\sum _{n=0}^{\infty }{\frac {\Gamma (n+a+b+c+d)\,\Gamma (a+c+1)\,\Gamma (a+d+1)}{\Gamma (a+b+c+d)\,\Gamma (n+a+c+1)\,\Gamma (n+a+d+1)}}(-it)^{n}p_{n}(x;a,b,c,d)\\&\qquad =(1-t)^{1-a-b-c-d}{}_{3}F_{2}\left({\begin{array}{c}{\frac {1}{2}}(a+b+c+d-1),{\frac {1}{2}}(a+b+c+d),a+ix\\a+c,a+d\end{array}};-{\frac {4t}{(1-t)^{2}}}\right).\end{aligned}}}$

A second, distinct generating function is given by

${\displaystyle \sum _{n=0}^{\infty }{\frac {\Gamma (a+c+1)\,\Gamma (b+d+1)}{\Gamma (n+a+c+1)\,\Gamma (n+b+d+1)}}t^{n}p_{n}(x;a,b,c,d)=\,_{1}F_{1}\left({\begin{array}{c}a+ix\\a+c\end{array}};-it\right)\,_{1}F_{1}\left({\begin{array}{c}d-ix\\b+d\end{array}};it\right).}$

• The Wilson polynomials are a generalization of the continuous Hahn polynomials.
• The Bateman polynomials F_n(x) are related to the special case a=b=c=d=1/2 of the continuous Hahn polynomials by

${\displaystyle p_{n}\left(x;{\tfrac {1}{2}},{\tfrac {1}{2}},{\tfrac {1}{2}},{\tfrac {1}{2}}\right)=i^{n}n!F_{n}\left(2ix\right).}$

• The Jacobi polynomials P_n^(α,β)(x) can be obtained as a limiting case of the continuous Hahn polynomials:[7]

${\displaystyle P_{n}^{(\alpha ,\beta )}=\lim _{t\to \infty }t^{-n}p_{n}\left({\tfrac {1}{2}}xt;{\tfrac {1}{2}}(\alpha +1-it),{\tfrac {1}{2}}(\beta +1+it),{\tfrac {1}{2}}(\alpha +1+it),{\tfrac {1}{2}}(\beta +1-it)\right).}$

• Hahn, Wolfgang (1949), "Über Orthogonalpolynome, die q-Differenzengleichungen genügen", Mathematische Nachrichten, 2: 4–34, doi:10.1002/mana.19490020103, ISSN 0025-584X, MR 0030647
• Koekoek, Roelof; Lesky, Peter A.; Swarttouw, René F. (2010), Hypergeometric orthogonal polynomials and their q-analogues, Springer Monographs in Mathematics, Berlin, New York: Springer-Verlag, doi:10.1007/978-3-642-05014-5, ISBN 978-3-642-05013-8, MR 2656096
• Koornwinder, Tom H.; Wong, Roderick S. C.; Koekoek, Roelof; Swarttouw, René F. (2010), "Hahn Class: Definitions", in Olver, Frank W. J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W. (eds.), NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN 978-0-521-19225-5, MR 2723248.
• Andrews, George E.; Askey, Richard; Roy, Ranjan (1999), Special functions, Encyclopedia of Mathematics and its Applications 71, Cambridge: Cambridge University Press, ISBN 978-0-521-62321-6