Multi-variable orthogonal polynomials

We characterize the atomic probability measure on $\mathbb{R}^d$ which having a finite number of atoms. We further prove that the Jacobi sequences associated to the multiple Hermite (resp. Laguerre, resp. Jacobi) orthogonal polynomials are diagonal matrices. Finally, as a consequence of the multiple Jacobi orthogonal polynomials case, we give the Jacobi sequences of the Gegenbauer, Chebyshev and Legendre orthogonal polynomials.

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