grandes-ecoles 2021 Q18
Inner Product Spaces, Orthogonality, and Hilbert Space Structure on Sequence/Function Spaces
We assume that, for every integer $k \in \mathbb{N}$, the function $x \mapsto x^k w(x)$ is integrable on $I$. Let $(p_n)_{n \in \mathbb{N}}$ be the sequence of orthogonal polynomials associated with the weight $w$ (monic, $\deg(p_n) = n$, and $\langle p_i, p_j \rangle = 0$ for $i \neq j$).
Let $n \in \mathbb{N}^*$. We denote by $x_1, \ldots, x_k$ the distinct roots of $p_n$ that are in $\mathring{I}$ and $m_1, \ldots, m_k$ their respective multiplicities. We consider the polynomial $$q(X) = \prod_{i=1}^k (X - x_i)^{\varepsilon_i}, \quad \text{with } \varepsilon_i = \begin{cases} 1 & \text{if } m_i \text{ is odd} \\ 0 & \text{if } m_i \text{ is even.} \end{cases}$$
By studying $\langle p_n, q \rangle$, show that $p_n$ has $n$ distinct roots in $\mathring{I}$.