6. We assume that $f$ is absolutely monotone on $[ a , b ]$. Show that, for every polynomial $P \in \mathbb { R } [ X ]$ split in $] a , b [$, the function $Q ( f , P )$ is absolutely monotone on $[ a , b ]$.
Second Part
Let $I = [ - 1,1 ]$. We fix an integer $n \geqslant 2$ for this entire part. Let $f : I \rightarrow ] 0 , + \infty [$ be a continuous function. We recall that we define an inner product on $\mathbb { R } _ { n } [ X ]$ by setting, for all $P , Q \in \mathbb { R } [ X ]$,
$$\langle P , Q \rangle = \int _ { - 1 } ^ { 1 } P ( x ) Q ( x ) f ( x ) d x$$
Let $D \in \mathbb { R } _ { n } [ X ]$ be a polynomial having $n$ distinct real roots $r _ { 1 } > \cdots > r _ { n }$ in $I$. We further assume that $D \in \mathbb { R } _ { n - 1 } [ X ] ^ { \perp }$.
7a. Show that there exist real numbers $\lambda _ { 1 } , \ldots , \lambda _ { n }$ such that, for all $P \in \mathbb { R } _ { n - 1 } [ X ]$,
$$\int _ { - 1 } ^ { 1 } P ( x ) f ( x ) d x = \sum _ { i = 1 } ^ { n } \lambda _ { i } P \left( r _ { i } \right)$$
7b. Show that if $P \in \mathbb { R } _ { 2 n - 1 } [ X ]$, we have
$$\int _ { - 1 } ^ { 1 } P ( x ) f ( x ) d x = \sum _ { i = 1 } ^ { n } \lambda _ { i } P \left( r _ { i } \right)$$
Hint: one may consider the Euclidean division of $P$ by $D$. 7c. By evaluating equality 1 on the polynomial $\prod _ { \substack { 1 \leqslant j \leqslant n \\ j \neq i } } \left( X - r _ { j } \right) ^ { 2 }$, show that $\lambda _ { i } > 0$ for all $1 \leqslant i \leqslant n$. For $1 \leqslant j \leqslant n - 1$ and $t \in \mathbb { R }$, we set $f _ { j } ( t ) = \prod _ { i = 1 } ^ { j } \left( r _ { i } - t \right)$ as well as $f _ { 0 } ( t ) = 1$. If $0 \leqslant j \leqslant n - 1$ and $P , Q \in \mathbb { R } _ { n } [ X ]$, we set
$$\langle P , Q \rangle _ { j } = \left\langle P , Q f _ { j } \right\rangle$$
7d. Show that, for all $0 \leqslant j \leqslant n - 1 , \langle \cdot , \cdot \rangle _ { j }$ defines an inner product on $\mathbb { R } _ { n - j - 1 } [ X ]$. In questions 8. to 12. below, we fix a natural integer $0 \leqslant j \leqslant n - 1$.
8a. Show that there exists a unique family $q _ { 0 } , \ldots , q _ { n - j - 1 }$ of monic polynomials of $\mathbb { R } [ X ]$ such that $\operatorname { deg } \left( q _ { i } \right) = i$ for $0 \leqslant i \leqslant n - j - 1$ and such that for all $0 \leqslant i \neq i ^ { \prime } \leqslant n - j - 1$,
$$\left\langle q _ { i } , q _ { i ^ { \prime } } \right\rangle _ { j } = 0$$
8b. We set $q _ { n - j } = \prod _ { i = j + 1 } ^ { n } \left( X - r _ { i } \right)$. Show that $q _ { n - j }$ is the unique monic polynomial of degree $n - j$ satisfying, for all $0 \leqslant i \leqslant n - j - 1$,
$$\left\langle q _ { i } , q _ { n - j } \right\rangle _ { j } = 0$$
9a. Let $2 \leqslant i \leqslant n - j$. Show that there exist real numbers $a _ { i }$ and $b _ { i }$ such that
$$q _ { i } - X q _ { i - 1 } = a _ { i } q _ { i - 1 } + b _ { i } q _ { i - 2 }$$
9b. Show that
$$b _ { i } \left\langle q _ { i - 2 } , q _ { i - 2 } \right\rangle _ { j } = - \left\langle X q _ { i - 1 } , q _ { i - 2 } \right\rangle _ { j }$$
9c. Show that $b _ { i } < 0$.
10a. For $i \in \{ 0,1 \}$, show that the polynomial $q _ { i }$ has exactly $i$ roots in $\mathbb { R }$ (note that we do not require the roots to belong to the interval $I$ ).
10b. Show that, for all $1 \leqslant i \leqslant n - j$, the polynomial $q _ { i }$ has exactly $i$ distinct real roots, these roots are simple and if $x _ { 1 } < x _ { 2 }$ are two consecutive roots of $q _ { i }$, there exists a unique root of $q _ { i - 1 }$ in the interval $] x _ { 1 } , x _ { 2 } [$.
10c. Deduce that, for all $0 \leqslant i \leqslant n - j - 1$, we have $q _ { i } \left( r _ { j + 1 } \right) > 0$. For $0 \leqslant i \leqslant n - j - 1$, there therefore exists a unique real number $\alpha _ { i }$ such that
$$q _ { i + 1 } \left( r _ { j + 1 } \right) + \alpha _ { i } q _ { i } \left( r _ { j + 1 } \right) = 0$$
We fix $0 \leqslant i \leqslant n - j - 1$ and we set
$$p _ { i } = \frac { q _ { i + 1 } + \alpha _ { i } q _ { i } } { X - r _ { j + 1 } }$$
We denote $c _ { 0 } , \ldots , c _ { i } \in \mathbb { R }$ the coordinates of $p _ { i }$ in the basis $\left( q _ { 0 } , \ldots , q _ { i } \right)$ of $\mathbb { R } _ { i } [ X ]$. 11a. Show that, for $0 \leqslant \ell \leqslant i$,
$$\left\langle q _ { i + 1 } + \alpha _ { i } q _ { i } , \frac { q _ { \ell } - q _ { \ell } \left( r _ { j + 1 } \right) } { X - r _ { j + 1 } } \right\rangle _ { j } = 0$$
11b. Show that, for every integer $0 \leqslant \ell \leqslant i$, there exists a real $\gamma _ { \ell } > 0$ such that $c _ { \ell } = \gamma _ { \ell } c _ { 0 }$ and deduce that $c _ { \ell } > 0$.