On positive Jacobi matrices with compact inverses

TL;DR

This paper investigates positive Jacobi matrices with compact inverses, exploring their spectral properties, orthogonal polynomials, and applications to birth-death processes, providing explicit formulas and asymptotic behaviors.

Contribution

It characterizes the spectral and polynomial properties of positive Jacobi matrices with compact inverses, including cases where the inverse belongs to Schatten or trace classes, and applies results to birth-death processes.

Findings

Convergence of zeros of orthogonal polynomials

Vague convergence of zero counting measures

Explicit formulas for orthogonality measures and eigenvectors

Abstract

We consider positive Jacobi matrices $J$ with compact inverses and consequently with purely discrete spectra. A number of properties of the corresponding sequence of orthogonal polynomials is studied including the convergence of their zeros, the vague convergence of the zero counting measures and of the Christoffel--Darboux kernels on the diagonal. Particularly, if the inverse of $J$ belongs to some Schatten class, we identify the asymptotic behaviour of the sequence of orthogonal polynomials and express it in terms of its regularized characteristic function. In the even more special case when the inverse of $J$ belongs to the trace class we derive various formulas for the orthogonality measure, eigenvectors of $J$ as well as for the functions of the second kind and related objects. These general results are given a more explicit form in the case when $-J$ is a generator of a Birth--Death process. Among others we provide a formula for the trace of the inverse of $J$. We illustrate our results by introducing and studying a modification of $q$-Laguerre polynomials corresponding to a determinate moment problem.