Linearization of Arbitrary products of classical orthogonal polynomials
A procedure is proposed in order to expand where belongs to aclassical orthogonal polynomial sequence (Jacobi, Bessel, Laguerre and Hermite) (). We first derive a linear differential equation of order satisfied by w, fromwhich we deduce a recurrence relation in k for the linearizationcoefficients . We develop in detail the two cases , and give the recurrencerelation in some cases (N=3,4), when the polynomials are monic Hermite orthogonal polynomials.