EXTREMAL PROBLEMS AND INEQUALITIES OF MARKOV …gvm/radovi/BC17.pdf · EXTREMAL PROBLEMS AND...

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EXTREMAL PROBLEMS AND INEQUALITIES OF MARKOV-BERNSTEIN TYPE FOR POLYNOMIALS GRADIMIR V. MILOVANOVIC Faculty of Electronic Engineering, Department of Mathematics, P.O. Box 73, 18000 Nis, Yugoslavia Abstract. The classical Markov (1889) and Bernstein (1912) inequalities and corre- sponding extremal problems were generalized for various domains, various norms and for various subclasses for polynomials, both algebraic and trigonometric. Beside some classical results in uniform norm, we give a short account of L r inequalities of Markov type for algebraic polynomials, with a special attention to the case r = 2. We also study extremal problems of Markov's type Cn,m = sup lI'DmPIl PEPn IIAm/2 PII ' where P n is the class of all algebraic polynomials of degree at most n, d.\(t) = w(t)dt is a nonnegative measure corresponding to the classical orthogonal polynomials, A E P2, IIPII = (fIR IP(t)1 2 d.\Ct»1/2, and'Dm is a differential operator defined by (P E P n, m 1). 1. Introduction and Notation Let P n be the set of all algebraic polynomials of degree at most n. We take and 1111100: = max 11(t)1 -199 (1.1) (1.2) 1991 Mathematics Subject Classification. Primary 26C05, 26D05, 26DIO, 33C45, 41A17, 41A44. Key words and phrases. Extremal problems for polynomials; Inequalities; Eigenvalues; Best constants: Norm; Inner product: Weight function: Orthogonal polynomials; Classical weights; Recurrence relation; Differential operators. This work was supported in part by the Serbian Scientific Foundation, grant number 04M03. 245 T.M. Rassias and H.M. Srivastava (eds.), Analytic and Geometric Inequalities and Applications, 245-264. © 1999 Kluwer Academic Publishers.

Transcript of EXTREMAL PROBLEMS AND INEQUALITIES OF MARKOV …gvm/radovi/BC17.pdf · EXTREMAL PROBLEMS AND...

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EXTREMAL PROBLEMS AND INEQUALITIES OF MARKOV-BERNSTEIN TYPE FOR POLYNOMIALS

GRADIMIR V. MILOVANOVIC Faculty of Electronic Engineering, Department of Mathematics, P.O. Box 73, 18000 Nis, Yugoslavia

Abstract. The classical Markov (1889) and Bernstein (1912) inequalities and corre-sponding extremal problems were generalized for various domains, various norms and for various subclasses for polynomials, both algebraic and trigonometric. Beside some classical results in uniform norm, we give a short account of L r inequalities of Markov type for algebraic polynomials, with a special attention to the case r = 2. We also study extremal problems of Markov's type

Cn,m = sup lI'DmPIl PEPn IIAm/2 PII '

where Pn is the class of all algebraic polynomials of degree at most n, d.\(t) = w(t)dt is a nonnegative measure corresponding to the classical orthogonal polynomials, A E P2, IIPII = (fIR IP(t)12d.\Ct»1/2, and'Dm is a differential operator defined by

(P E Pn , m 1).

1. Introduction and Notation

Let Pn be the set of all algebraic polynomials of degree at most n. We take

and

1111100: = max 11(t)1 -199

(1.1)

(1.2)

1991 Mathematics Subject Classification. Primary 26C05, 26D05, 26DIO, 33C45, 41A17, 41A44. Key words and phrases. Extremal problems for polynomials; Inequalities; Eigenvalues; Best constants: Norm; Inner product: Weight function: Orthogonal polynomials; Classical weights; Recurrence relation; Differential operators. This work was supported in part by the Serbian Scientific Foundation, grant number 04M03.

245

T.M. Rassias and H.M. Srivastava (eds.), Analytic and Geometric Inequalities and Applications, 245-264. © 1999 Kluwer Academic Publishers.

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where d)..(t) is a given nonnegative measure on the real line JR, with compact support or otherwise, for which all moments J.Lk = flR tk d)..(t) , k = 0,1, ... , exist and are finite and J.Lo > 0. In a special case r = 2, (1.2) reduces to

111112 = (L If(tW d)"(t)) 1/2. (1.3)

In that case we have an inner product defined by

(1, g) = L I(t)g(t) d)..(t)

such that 111112 = v(1, I). Then also, there exists a unique set of (monic) ortho-gonal polynomials 1l"k(-) = 1l"k( .; d)"), k 0, with respect to (., .), such that

1l"k(t) = t k + lower degree terms,

where 8km is Kronecker's delta. A standard case of orthogonal polynomials is when the measure d)" can be express as d)..(t) = wet) dt, where the weight function t wet) is a non-negative and mea-surable in Lebesgue's sense for which all moments exist: and J.Lo = flR wet) dt > 0. A very important class of such orthogonal polynomials on an interval of orthog-onality (a, b) E JR is constituted by so-called the classical orthogonal polynomials. They are distinguished by several particular properties (cf. [31]). Without loss of generality, we can restrict our consideration only to the follow-ing three intervals of orthogonality: (-1,1), (0, +00), (-00, +00), with the inner product

(1,g) = lb w(t)l(t)g(t) dt. (1.4)

The orthogonal polynomials {Q n} on (a, b) with respect to the inner product (1.4) are called the classical orthogonal polynomials if their weight functions t wet) satisfy the differential equation

where

= 13(t)w(t),

{ 1- t2

J1(t) = t, '

1,

if (a, b) = (-1,1), if (a, b) = (0, +00), if (a, b) =(-00,+00),

and B(t) is a polynomial of the first degree. For such classical weights we will write w E CWo Based on this definition, the classical orthogonal polynomials {Q n} on (a, b) can be specificated as the Jacobi polynomials (t) (a, (3 > -1) on (-1,1), the gener-alized Laguerre polynomials (s > -1) on (0, +00), and finally as the Hermite

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polynomials Hn(t) on (-00, +00). Their weight functions and the corresponding polynomials A(t) and B(t) are given in Table 1.1.

TABLE 1.1: The classification of the classical orthogonal polynomials

(a, b) wet) A(t) B(t) An (-1,1) (1 - t)Ct(1 + t)P 1- t 2 f3 - 0 - (0 + f3 + 2)t n(n + 0 + f3 + 1) (0, +(0) tSe- t t s+l-t n

(-00,+00) e-t2 1 -2t 2n

The classical orthogonal polynomial t I-t Qn(t) is a particular solution of the second order linear differential equation of hyphergeometric type

L[y] = A(t)y" + B(t)y' + AnY = 0, (1.5)

where An is given also in Table 1.1.

2. Classical Extremal Problems in Uniform Norm

The first result on the extremal problems of Markov type was connected with some investigations of the well-known Russian chemist Mendeleev [18]. Namely, the question was: If pet) is an arbitrary quadratic polynomial defined on an interval [a, b], with

max pet) - min pet) = L, tE[a,bj tE[a,bj

how large can P'(t) be on [a, b]?

Changing the horizontal scale and shifting the coordinate axis until IP(t)1 :::; 1, the problem can be reduced to a simpler one: If pet) is an arbitrary quadratic polynomial and IP(t)1 :::; 1 on [-1,1]' how large can IP'(t)1 be on [-1, I]? Mendele-ev found that IP'(t)1 :::; 4 on [-1,1]. This result is the best possible because for pet) = 1 - 2t2 we have pet) :::; 1 and P'(±I) = 4.

The corresponding problem for polynomials of degree n was considered by A. A. Markov [16]. Taking the uniform norm (1.1) he solved the extremal problem

finding the best constant An = n2 and the extremal polynomial P*(t) = cTn(t), where Tn is the Chebyshev polynomial of the first kind of degree nand c is an arbitrary constant. The best constant can be expressed also as An = Thus, the classical Markov's inequality can be expressed in the form

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In 1892, younger brother V. A. Markov [17] found the best possible inequality for k-th derivative,

where the extremal polynomial is also Tn. The best constant can be expressed in the form

k-l

T(k)(I) = IIT(k)11 = 1 ll(n2 _ i2 ). n n 00 (2k - I)!! .

• =0

A version of this remarkable paper in German was published in 1916. In 1912 Bernstein [4] considered another type of these inequalities taking Ilfll = max If(z)l. He proved the inequality Izl9

IJplli S; nl!P1I

with equality case when P(z) = czn (c is an arbitrary constant). There are several different forms of this Bernstein's inequality. If we take Tn to be set of all trigonometric polynomials of degree at most nand

I!PII = max IP(z)1 = max IP(ei8 )1, Izl=1

then a trigonometric version can be stated in the following form: Let T E Tn and IT(O)I S; M, then IT'(O)I S; nM. The equality holds for T(O) = I'sinn(O - 00 ),

where 11'1 = 1. The standard form of Bernstein's inequality can be done as:

Theorem 2.1. Let P E Pn and IP(t)1 S; 1 (-1 S; t S; 1), then

n IPI(t)1 S; Vf=t2' -1 < t < 1.

The equality is attained at the points t = tv = cos V = 1, ... , n, if and only if pet) = I'Tn(t), where 11'1 = 1.

Combining the inequalities of Markov and Bernstein we can state the following result:

Theorem 2.2. If P E Pn then

-1S;tS;1.

A general question could be stated: How large can !p(k) (t)1 be, for a given t, when !P(t) I S; 1 on [-1,1]? Let this maximum be Mn,k(t), i.e.,

(1 S; k < n). (2.1)

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For k = 1 we put Mn,l(t) = Mn(t), It is easy to see that the function Mn is even, i,e., M,,( -t) = M,,(t). The problem of finding M,,(t) was stated by A. A. Markov himself, and solved for n = 2 and n = 3. He determined that

and

where

3(1 - 4t2 ),

7...;7 + 10 9(1 + t) ,

16t3

1 O<t<-. - - 2·

1 - < t < 1, 2 - -

t E [to,td,

t E [tl, t2],

M3(t) = (9t2 - 1)(1 - t2 )' t E [t2, t3],

7...;7 -10 tE[t3,t4]' 9(1 - t) ,

3(4t2 - 1), t E [t4, t5],

1 1 to = 0, tl = 6(...;7 - 2) 0.1076, tz = g(2V7 -1) 0.4768,

1 1 t3 = g(2V7 + 1) 0.6991, t4 = 6(V7 + 2) 0.7743, t5 = 1.

The determination of M,,(t), n 4, is very complicated and it can be given by a technique of Voronovskaja (see [40]). Using the same method, Gusev [14] found the corresponding function M",k(t) in the inequality (2.1). Instead of the condition IP(t)1 1 on [-1,1]' Bernstein [5] used a more general condition

lP(t)\ JH(t)

where H is an arbitrary positive polynomial on [-1,1] of degree s 2n). We mention an interesting result of V. VidenskiY [39]:

Theorem 2.3. Let P E Pn and

IP(t)1 \at + iJ1=t2\ (a 0, -1 t 1).

Then, fOT k = 1, ... , nand -1 t 1, we have that

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where 1 1

Qn(t; a) = "2 (a + I)Tn(t) + "2 (a - I)Tn_2{t).

The equality is attained only for pet) = 'YQn(t) at the endpoints t = ±1, where hi = 1.

Several inequalities of this type were given by Videnskil, Duffin and Schaeffer, Tunin, Rahman, Pirrre and Rahman, Rahman and Schmeisser (see Chapter 6 in [24]).

3. Extremal Problems in L"-norm The first results on extremal problems in L2-norm given by (1.3),

(3.1)

were given by E. Schmidt [27] and Tunin [32]:

Theorem 3.1. (a) Let (a, b) = (-00, +00) and

= i: e- t2 f(t)2 dt.

Then the best constant in the inequality (3.1) is An = ..j2ri,. An extremal polyno-mial is Hermite's polynomial Hn.

(b) Let (a, b) = (0,+00) and

= 100 e-t f(t)2 dt.

Then ( 7r)-1

An = 2 sin 4n + 2 .

The extremal polynomial is

n

pet) = L sin 2 V7r Lv(t), v=l n + 1

where Lv is Laguerre polynomial.

Theorem 3.1 (b), in this form, was formulated by Tunin [32]. An important generalization of A. A. Markov's inequality for algebraic polynomials in an integral norm was given by Hille, Szego, and Tamarkin [15]. Taking

( r1 ) 1/r

Ilfllr = 1-1 If(tW dt ,

they proved the following theorem:

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Theorem 3.2. Let r 2: 1 and let P E Pn. Then

(3.2)

where the constant A = A(n, r) is given by

( 1) ( r )n-1+1/r A(n,r) = 2(r _1)1/r-1 r +- 1 + 1 ' n nr - r +

(3.3)

for r > 1, and

( 1)n+1 A(n, 1) = 2 1 + ;;: .

The factor n2 in (3.2) cannot be replaced by any function tending to infinity more slowly. Namely, for each n, there exist polynomials P(t) of degree n such that the left side of (3.2) is Bn2, where B is a constant of the same nature as A = A(n, r).

The constant A( n, r) in Theorem 3.2 is not the best possible. We can see that A(n,r) 6exp(1 + lie), for every nand r 2: 1. Also,

{ 2(1 + 1/(n - 1))n-1 < 2e (n fixed, r -+ +00),

A(n,r) -+ 2e (r=l, n-++oo), 2er(r - l)(1/r)-l (r> 1 fixed, n -+ +00).

Some improvements of the constant A have been obtained by Goetgheluck [8]. He found that

A = A(n, 1) = + 4:r. It is easy to see that for each n 2: 1,

( 3)2 (1)n+1 VS/,rr 1 + 4n < 2e < 2 1 + ;;: .

For r > 1 he found the following very complicated expression

_ (2r + 1)2+1/r) (r-1)/(r+1) ( r + 1) l/r (r _1)2/r(r+1) A=A(n,r) = () 2r-- -- x

rr+1 r-1 2

( 3 ) l-l/r ( 1 ) n+1/r X 1-- 1+-

5n nr

Remark 3.1. In [8, Theorem 2] there is a misprint in the last factor in A(n,r).

Numerical calculations show that this constant is less than the corresponding con-stant in (3.3). Typical graphics of A(n, r} and A(n, r) are displyed in Figure 3.1. Also, one can see that A(n,r) -+ 4(1- 3/5n) as r -+ +00, n being fixed.

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11 I,

10 , ,

9

8

7

6

, , , " " ..... ... ... ... ... ......... ---

5 w-______ ________ ______________

o 5 10 15 20

FIG. 3.1: Graphics r H ..t(n, r) (solid line) and r H A(n, r) (broken line) for n = 10

20

15

10 \

5 .... ... _- --------o ________ ______ ________ ______

o 5 10 15 20

FIG. 3.2: Graphics r H B(r) (solid line) and r H G(r) (broken line)

Recently Baran (2) has given a new proof of the inequality (3.2) for r > 2, providing a better constant.

Theorem 3.3. Ifr > 2 and P E P n . Then (3.2) holds with

A = B(r) = [2v(2/r)(r + 3)2] 1/r ,

where vet) = '!rt/ sin('!rt), t E (0,1).

We note that B(r) -+ 1 when r -+ +00 and B(r) -+ +00 when r -+ 2. Since the function vet) is increasing on (0,1/2), it is easy to see that for r 4, we have

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An improvement of the constant B(r) for r near to 2 was also obtained by Baran [2]:

Theorem 3.4. If r 2: 2 and P E Pn . Then (3.2) holds with

A = G(r) = 21/rul-2/r (2U2 + v: U )l/r r r q r ,

where

This constant G(r) can be expressed in the form

( 21/rv) l/r G(r) = (r + 3)2/r 2 + q

(r + 3)2/r

Graphics of B(r) and G(r) are showed in Figure 3.2.

Applying the inequality 21/rVq < 47rr(r+3)2/r (r 2: 2, q = r j(r-1)), the constant G(r) can be approximated by (cf. Baran [2, Corollary 2.10])

Graphics of G(r) and G(r) are presented in Figure 3.3 as well as the graphic of the Goetgheluck's estimate Jl.(n, r) for n = 100.

15

12.5

10

7.5

5

2.5

o r 0

, , .. \

.... , ........ . \ ....

5

..............................................

---

10 15 20

FIG. 3.3: Graphics l' I-t G(r) (solid line), r I-t G(r) (broken line), and l' I-t Jl.(n,r) for n = 100 (dotted line)

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The special case r = 2 has been investigated several times. Hille, Szego, and Tamarkin [15] proved that A(n,2) -+ 1/71" when n -+ +00. Schmidt [27] also investigated an asymptotics case of A(n, 2) in (3.2). For n 2: 5, he obtained that

(2 + 3/n)2 ( 71"2 - 3 16R)-1 A(n, 2) = 471" 1 - 3(2n + 3)2 + (2n + 3)4 '

where -6 < R < 13. Also, Bellman [3] proved that A(n, 2) ::; 1/../2. In 1987 DodIer [6] considered the analogous problem for derivatives of higher order and gave a method for computing the best possible constant in the inequality of Markov type

(3.4)

where the norm Ilfll IIflb is given by (1.4) and d)..(t) = w(t) dt. Here w : (a, b) -+ (-00 ::; a < b ::; +00) is an arbitrary weight function for which all moments are finite.

Theorem 3.5. Let P E Pn . Then the best possible constant Cn,k in (3.4) is equal to the largest singular value of the matrix where

(k) (k) eo.o en,o

= = lb dt,

(k) (k) eO,n-k en,n-k

and {71" v} is a system of polynomials orthonormal with respect to the weight function w. Moreover,

holds.

Using DodIer's method, Goetgheluck [8] calculated Cn,! = Ann 2 for n ::; 65 and showed that An is a decreasing function in nand 1/71" < An < 1/3 for n > 64. An alternative method for computing the best constant

(3.5)

was also given in 1987 by Milovanovic [20] (see also [24]):

Theorem 3.6. The best constant Cn,k defined in (3.5) is equal to the spectral norm of one triangular matrix Q;:,k' where

_ [ (k)] Qn,k - qij ( (k) 0 . .) q . . = ¢:: Z > J , ',J

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z.e.,

Cn.k = a(Q;:.k) = (>'max(Qn.kQ;:.k)) 1/2 . (3.6)

The elements are given by the following inner product

(k i,j n).

Alternatively, (3.6) can be expressed in the form

(3.7)

where Mn,k = (Qn.kQ;:.k) -1 .

We mention now a case with a special even weight function which was also con-sidered in [20]. Let d>.(t) = w(t)dt on (-a, a), 0 < a < 00, where w( -t) = wet). Then we have

1 [(i+l)/2j

7rHt) = - '"' qi,j7ri-2j+l (t), r. L...J t j=l

We use a class of such weight functions for which qi,j = qi+2,j+l. For example, this property holds for Gegenbauer weight. In this case, for P E 'Pn, we have

n n

P'(t) = = Lqi.1(Lci+2jri12j)7ri-1(t) i=l i=l j?::O

and n

IIP'II2 = i=l

where i = 1, ... ,n. (3.8)

Putting qi.1 = Pi and Yn+l = Yn+2 = 0, from (3.8) follows

Ci = ri(Yi _ Yi+2), Pi Pi+2

i = 1, ... ,n.

Then

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The corresponding matrix Mn,l (see (3.7) in Theorem 3.6) is given by

al 0 (31 0

0 a2 0 (32

(31 0 a3 0 ,83

82 0 a4 0 ,84 .tvIn,l =

8n-4 0 a n-2 0 (3n-2

(3n-3 0 an-l 0

0 (3n-2 0 an

where 2 2 r2 ri + ri-2

(r-l=rO=O). ai= PI

(3i = ___ t -

PiPi+2

We define now two sequences of polynomials {Rd and {Si} by the following three-term recurrence relations:

tRi-1(t) = (32i-l R i(t) + a2i-l Ri-l(t) + (32i-3 R i-2(t),

R-dt) = 0, Ro(t) = Ro = const,

where i = 1, ... ,[(n + 1)/2) and

tSi-l (t) = (32iSi(t) + a2iSi-l (t) + (32i-2Si-2(t),

S_l(t) = 0, So(t) = So = canst,

where i = 1, ... ,[n/2).

Theorem 3.7. The eigenvalues of the matrix Mn,l are the zeros of polynomials

(a) Sm-l and Rm, when n = 2m - 1,

(b) Sm and R m, when n = 2m,

so that

C - ( . ((m-l) (m)))-1/2 2m-l,1 - mIn 81 ,r1 d C ( . ((m) (m)))-1/2 an 2m,1 = mln 81 ,r1 ,

where 8lk) and rik) are the minimal zeros of the polynomials Sk and Rk respectively.

The conditions qi,j = qi+2,j+l are satisfied for Gegenbauer measure

-1 < t < 1.

In fact, we have

d 2 [(i+l)/2] A A _ ,"""" . 1/2 A A

dt Ci (t) - 172 L.t (z +). - 2J + 1)hi _ 2j+l Ci - 2j+l (t), hi j=l

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where 6; is the normalized Gegenbauer polynomial of degree v, with

(P)i = p(p + 1) ... (p + i-I).

Thus, 1

ri = 2yl4, Pi = qi,l = (i + A - 1)y'hi - l .

For n = 1 and n = 2, we have

Cl,l = y'2(A + 1) and 8(A + I)(A + 2)

2A+ 1

respectively.

In a special case, when A = 1/2 (Legendre case), we obtain

1 1 2 al = 3' a2 = 15' ai = (2i + 1)(2i _ 3) , i = 3, ... ,nj

{3i = - 1 , i = 1, ... , n - 2. (2i + 1)y'(2i - 1)(2i + 3)

Similarly, in the Chebyshev case (A = 0), we have

1 al = 2'

v'2 {3l = --,

4

1 (1 1) ai = 4 i2 + (i - 2)2 '

i = 2, ... ,n - 2.

i = 3, ... ,n;

257

Numerical calculations of Cn,l for some selected values of A were given in [20].

4. Some Weighted Polynomial Inequalities in L2-Norm

Guessab and Milovanovic [11] have considered a weighted L2-analogues of the Bernstein's inequality (see Theorem 2.1), which can be stated in the following form:

(4.1)

Let w be the weight of the classical orthogonal polynomials (w E CW) and A(t) be given as in Table 1.1. Using the norm = (f, I), we consider the follow-ing problem connected with the Bernstein's inequality (4.1): Determine the best constant Cn,m(w) (1::; m ::; n) such that the inequality

(4.2)

holds for all P E Pn .

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At first, we note if w E CVV, then the corresponding classical orthogonal polyno-mial t H Qn(t) is a particular solution of the differential equation of the second order (1.5), i.e.,

:t (_4(t)w(t) + Anw(t)y = 0,

where An = - l)A"(O) + BI(O)). The k-th derivative of Qn is also the

classical orthogonal polynomial, with respect to the weight t H wdt) = A(t)kw(t), and satisfies the following differential equation

where An.k = -(n - + k -l)A"(O) + BI(O)). We note that An,O = An·

A. Guessab and G. V. Milovanovic [11] proved:

Theorem 4.1. For all P E P n the inequality (4.2) holds, with the best constant Cn,m(w) = JAn,oAn,I" ·An,m-I. The equality is attained in (4.2) if and only if P is a constant multiple of the classical polynomial Qn orthogonal with respect to the weight function w E CW.

In some special cases we have:

(1) Let w(t) = (1 - t)"'(l + t)/3 (a, (3 > -1) on (-1,1) (Jacobi case). Then

n!f(n + a + f3 + m + 1) IIPII (n-m)!f(n+a+{3+1) 2'

with equality if and only if P(t) = cp;,,,,,(3) (t).

(2) Let w(t) = tSe-t (8) -1) on (0, +(0) (generalized Laguerre case). Then

with equality if and only if P(t) = cL;(t).

(3) The Hermite case with the weight w(t) = e- t2 on (-00, +(0) is the simplest. Then the best constant is Cn,m(w) = 2ffi / 2 Jn!/(n - m)!.

In connection with the previous results is also the following characterization of the classiacal orthogonal polynomials given by Agarwal and Milovanovic [1].

Theorem 4.2. For all P E P n the inequality

(2An + :S + (4.3)

holds, with equality if only if PIt) = cQn(t), where Qn is the classical orthogonal polynomial of degree n orthogonal to all polynomials of degree :S n - 1 with respect

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to the weight function w(t) on (a, b), and c is an arbitrary real constant. An, A(t) and B(t) are given in Table 1.1.

The Hermite case was considered by Varma [37]. Then. the inequality (4.3) reduces to

, 2 1 II "112 2n2 II 112 liP 112 2(2n _ 1) P 2 + 2n _ 1 P 2'

In the generalized Laguerre case, the inequality (4.3) becomes

where w(t) = tSe-t on (0, +00). In the Jacobi case the inequality (4.3) reduces to the inequality

(2n - 1)(0 + (3) + 2(n2 + n

n2(n + 0 + f3 + + 11(1-

In the simplest case, when 0 = f3 = 0 (Legendre case), we obtain

IIJ1=t2P'1I2< n 2(n+1)2 11P1I2+ 1 1I(1-t2)P"1I2 • 2 - 2(n2 + n - 1) 2 2(n2 + n _ 1) 2

In the Chebyshev case (0 = f3 = -1/2), we get

+ 2n/_1 11 (1-

where = (1 - t2)-1/2 f(t)2 dt.

The corresponding result for trigonometric polynomials was obtained by Varma [38]-Recently Guessab [9] obtained sharp Markov-Bernstein inequalities in L2 norms that are weighted with classical weights.

Theorem 4.3. Let P E Pn and wE CWo Then

+ IIv' A(t)C(t)

where A(t) and An are given in Table 1.1, and V(t) = v' A(t)w(t) ,

1(02 -1 f32- 1 ) "4 (1 - t)2 + (1 + t)2' Jacobi case,

C(t) = ( 8

2 1 + 1) , generalized Laguerre case,

t2 , Hermite case,

(4.4)

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and

1 + 1)(,8 + 1),

,8n = An + (s + 1),

1,

Jacobi case,

generalized Laguerre case,

Hermite case.

The equality is attained in (4.4) if and only if P is a constant multiple of the classical polynomial Qn orthogonal with respect to the weight function t f-t wet).

This elegant result is established by using the second-order Sturm-Liouville type differential equations satisfied by the classical orthogonal polynomials.

Using the method from [11], Guessab [10] has investigated the extremal problem

where w E CW, Wm = Amw, P1i, = {p E Pn 11!Fllw ... ::::: I}, and

Theorem 4.4. Let P E P,; and w E CW. Then

where An.v is as in Theorem 4.1,

,8n,m = An.m + B'(O) + (k - l)A"(O),

and A(t) and B(t) are given in Table 1.1. The equality is attained in (4.5) if and only if P is a constant multiple of the classical polynomial Qn orthogonal with respect to the weight function t f-t wet).

At the end we mention a result of Guessab and Milovanovic [12]. They considered the extremal problems of Markov's type

(m 2:: 1) (4.6)

for the differential operator Dm defined by

(4.7)

where r )1/2 1!F1I2 = (JIR !F(tW dA(t) ,

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and found the best constant Cn,m(d)") in three following cases:

P The Legendre meaSllre d)" (t) = dt on [-1, 1]; 2° The Lagllerre meaSllre d)..(t) = e- t dt on [0, +(0).

3° The Hermite meaSllre d)..(t) = e- t2 dt on (-00, +(0).

Some extremal problems for differential operators were investigated by Stein [29] and Dzafarov [7]. Let P E Pn , d)..(t) = w(t) dt on (a, b), and Vm be given by (4.7). An application of integration by parts gives

Since

using Cauchy-Schwarz-Buniakowsky inequality we obtain

with equality if and only if

'L P _ (-l)m[ V p](m) _ p Jm - --w Tn -"(

W

where "( is an arbitrary constant.

Taking a norm with respect to the measure d)..m(t) = Amd)..(t) = Amwdt,

l b )1/2 = ( a 1!(tW d)..m(t) ,

we have 1/2

IIVmPl12 < (1IFmPII*) IIAm/2 Plb - IIPII* ' (4.8)

with equality if and only if FmP = ,,(p, i.e.,

(4.9)

We are interested only in polynomial solutions of this equation. If they exist, then from the eigenvalue problem (4.9) and the inequality (4.8), we can determine the best constant in the extremal problem (4.6). Namely,

Cn,m(d)") =

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where 'xv.m are eigenvalues of the operator Fm. Then, the extremal polynomial is the eigenfunction corresponding to the maximal eigenvalue. Guessab and Milo-vanovic [12] solved the following cases: 1 ° In the Legendre case (d'x(t) = dt on (-1,1)),

(n + 2m)! n!

with the extremal polynomial P*(t) = 1'C;:'+1/2(t), where Ct: is the Gegenbauer polynomial of degree n.

2° In the Laguerre case (d,X(t) = e- t dt on (0, +00),

C (d'x) = J (n + m)! n,m " n.

with the extremal polynomial P*(t) = where is the generalized La-guerre polynomial of degree n.

3° In the Hermite case (d,X(t) = e-t2 dt on the real line IR),

with the extremal polynomial P*(t) = 1'Hn(t), where Hn is the Hermite poly-nomial of degree n. This result can be found in Ph. D. Thesis of Shampine [28] (see also, Dodier [6] and Milovanovic [20]). The case m = 1 was investigated by Schmidt [27] and Tunin [32].

Remark 4.1. In the Jacobi case with the weight t I-t (1 - tr"(1 + t)!3 (a,{3 > -1) the equation (4.8) has no polynomial solution for lal + 1{31 > O. Similarly, in the generalized Laguerre case with the weight function t I-t tSe- t (8 > -1) the equation (4.8) has no polynomial solution for 8 =F O.

Remark 4.2. For extremal problems of Markov-Bernstein and Thran type on restricted polynomial classes in L r norm see [13], [19], [21-26], [30], and [33-36].

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