Sylvester equations for Laguerre–Hahn orthogonal polynomials on the real line

Abstract

Matrix Sylvester differential equations are introduced in the study of Laguerre–Hahn orthogonal polynomials. Matrix Sylvester differential systems are shown to yield representations for the Laguerre–Hahn orthogonal polynomials. Lax pairs are given, formed from the differential system and the recurrence relation, that yield discrete non-linear equations for the three term recurrence relation coefficients of the Laguerre–Hahn orthogonal polynomials.