Classical orthogonal polynomials

In mathematics, the classical orthogonal polynomials are the most widely used orthogonal polynomials: the Hermite polynomials, Laguerre polynomials, Jacobi polynomials (including as a special case the Gegenbauer polynomials), Chebyshev polynomials, and Legendre polynomials.

They have many important applications in such areas as mathematical physics (in particular, the theory of random matrices), approximation theory, numerical analysis, and many others.

Classical orthogonal polynomials appeared in the early 19th century in the works of Adrien-Marie Legendre, who introduced the Legendre polynomials. In the late 19th century, the study of continued fractions to solve the moment problem by P. L. Chebyshev and then A.A. Markov and T.J. Stieltjes led to the general notion of orthogonal polynomials.

For given polynomials ${\displaystyle Q,L:\mathbb {R} \to \mathbb {R} }$ and ${\displaystyle \forall \,n\in \mathbb {N} _{0}}$ the classical orthogonal polynomials ${\displaystyle f_{n}:\mathbb {R} \to \mathbb {R} }$ are characterized by being solutions of the differential equation

...
Wikipedia