Paper 1, Section I, D
(a) What are real orthogonal polynomials defined with respect to an inner product What does it mean for such polynomials to be monic?
(b) Real monic orthogonal polynomials, , of degree , are defined with respect to the inner product,
where is a positive weight function. Show that such polynomials obey the three-term recurrence relation,
for appropriate and which should be given in terms of inner products.
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