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An Orthogonality Property of Legendre Polynomials

Research · May 2015

DOI: 10.13140/RG.2.1.3605.3929

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 An Orthogonality Property of Legendre
Polynomials
L. Bos1 , A. Narayan2 , N. Levenberg3 and F. Piazzon4
May 4, 2015

Abstract
We give a remarkable additional othogonality property of the classical
Legendre polynomials on the real interval [−1, 1]: polynomials up to de-
gree n from this family are mutually orthogonal under the arcsine measure
weighted by the degree-n normalized Christoffel function.

Keywords: Legendre polynomials, Christoffel function, equilbrium measure

AMS Subject Classification: 33C45, 41A10, 65C05

Let Pn (x) denote the classical Legendre polynomial of degree n and

√
2n + 1
Pn∗ (x) := √ Pn (x)
2
its orthonormalized version. Thus, with δi,j the Kronecker delta, the family Pn∗ satis-
fies
Z 1
Pi∗ (x)Pj∗ (x) dx = δi,j , i, j ≥ 0
−1

We consider the normalized (reciprocal of) the associated Christoffel function

n
1 X ∗
Kn (x) := (Pk (x))2 . (1)
n+1
k=0

As is well known, Kn (x)dx tends weak-∗ to the equilibrium measure of complex po-
tential theory for the interval [−1, 1], and more precisely,
1 1
lim Kn (x) = √ , x ∈ (−1, 1)
n→∞ π 1 − x2
1 Dept. of Computer Science, University of Verona, Italy

e-mail: [email protected]
2 Mathematics Dept., University of Massachusetts Dartmouth, North Dartmouth, Mas-

sachusetts, USA
e-mail: [email protected]
3 Dept. of Mathematics, Indiana University, Bloomington, Indiana, USA

e-mail: [email protected]
4 Dept. of Mathematics, University of Padua, Italy

e-mail: [email protected]

1
locally uniformly. In other words,
1 1 1
lim √ = 1, x ∈ (−1, 1)
n→∞ Kn (x) π 1 − x2

locally uniformly, and it would not be unexpected that, at least asymptotically,

Z 1
1 1 1
Pi∗ (x)Pj∗ (x) √ dx ≈ δij , 0 ≤ i, j ≤ n.
−1 Kn (x) π 1 − x2

The purpose of this note is to show that the above is actually an identity.

Theorem 1 With the above notation

Z 1
1 1 1
Pi∗ (x)Pj∗ (x) √ dx = δij , 0 ≤ i, j ≤ n. (2)
−1 Kn (x) π 1 − x2

We expect this result to have use in applied approximation problems. For example,
one application lies in polynomial approximation of functions from point-evaluations.
  n
Our result indicates that the functions {Qj (x)}n
j=0 ,
√ 1
Pj∗ (x) are an or-
Kn (x)
j=0
thonormal set on (−1, 1) under the Lebesgue density √1 . If we generate Monte
π 1−x2
Carlo samples from this density, evaluate an unknown function at these samples, and
perform least-squares regression P using Qj as a basis, then a stability factor for this
problem is given by maxx∈[−1,1] n 2
j=0 Qj (x) = n + 1 [?]. In fact, this is the small-
est attainable stability factor, and therefore this approximation strategy has optimal
stability.
The remainder of this document is devoted to the proof of (2).
Proof of Theorem 1. We change variables letting x = cos(θ) to arrive at the
equivalent expression

1 π Pi∗ (cos(θ))Pj∗ (cos(θ))

Z
dθ = δij , 0 ≤ i, j ≤ n
π 0 Kn (cos(θ))

which by symmetry is equivalent to

Z 2π ∗
1 Pi (cos(θ))Pj∗ (cos(θ))
dθ = δij , 0 ≤ i, j ≤ n. (3)
2π 0 Kn (cos(θ))

Now, for z ∈ C, let J(z) := (z + 1/z)/2. Then for z = eiθ in the integral (3) we obtain,
dθ = −iz −1 dz, cos(θ) = J(z), and the equation becomes

z −1 Pi∗ (J(z))Pj∗ (J(z))

Z
1
dz = δij , 0 ≤ i, j ≤ n (4)
2πi C Kn (J(z))

where C is the unit circle, oriented in the counter-clockwise direction.

The proof is a direct calculation of (4) based on the following lemmas.
First note that Kn (cos(θ)) is a positive trigonometric polynomial (of degree 2n).
By the Féjer-Riesz Factorization Theorem there exists a trigonometric polynomial,
Tn (θ) say, such that
Kn (cos(θ)) = |Tn (θ)|2 .
In general the coefficients of the factor polynomial, Tn (θ) in this case, are algebraic
functions of the coefficients of the original polynomial. However in our case we have
the explict (essentially) rational factorization.

2
Proposition 1 (Féjer-Riesz Factorization of Kn (J(z))) Let

d z n−1 (z 2 − 1) 0
z n+1 Pn (J(z)) = (n + 1)z n Pn (J(z)) +


Fn (z) := Pn (J(z)). (5)
dz 2
Then
1
Kn (J(z)) = Fn (z)Fn (1/z). (6)
2(n + 1)

Proof. To begin, one may easily verify that

z n−1 (z 2 − 1) 0
Fn (1/z) = z −2n {(n + 1)z n Pn (J(z)) − Pn (J(z))}. (7)
2
Hence
2
z2 − 1

Fn (z)Fn (1/z) = z −2n {(n + 1)2 z 2n (Pn (J(z)))2 − z 2(n−1) (Pn0 (J(z))2 }
2
2
z2 − 1

= (n + 1)2 (Pn (J(z)))2 − z −2 (Pn0 (J(z))2 .
2

Now notice that

2 2
z2 − 1
 
1 1
z −2 = z−
2 4 z
 
1 1
= z2 + 2 + 2 − 4
4 z
= J 2 (z) − 1

so that

Fn (z)Fn (1/z) = (n + 1)2 (Pn (J(z)))2 − (J(z)2 − 1)(Pn0 (J(z)))2 .

The result follows then from Lemma 1, below. 

Lemma 1 For all x ∈ C, we have

1
(n + 1)2 (Pn (x))2 − (x2 − 1)(Pn0 (x))2 .


Kn (x) =
2(n + 1)

Proof. First, we collect the following known identities concerning Legendre polyno-
mials [?]:

(Christoffel-Darboux formula)
n
X n+1  0
Pk2 (x) = Pn+1 (x)Pn (x) − Pn+1 (x)Pn0 (x)

(8a)
2
k=0
(Three-term recurrence)
(n + 1)Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x) (8b)
(Differentiated three-term recurrence)
0
(x) = (2n + 1) Pn (x) + xPn0 (x) − nPn−1
0


(n + 1)Pn+1 (x) (8c)
2
(x − 1)Pn0 (x) = n (xPn (x) − Pn−1 (x)) (8d)
0 0
(2n + 1)Pn (x) = Pn+1 (x) − Pn−1 (x) (8e)

3
We easily see from the Christoffel-Darboux formula that
1 0
(x)Pn (x) − Pn+1 (x)Pn0 (x) .


Kn (x) = Pn+1
2
Hence the result holds iff
0
(n + 1)Pn+1 (x)Pn (x) − (n + 1)Pn+1 (x)Pn0 (x)
= (n + 1)2 (Pn (x))2 − (x2 − 1)(Pn0 (x))2

m (8c),(8b),(8d)

(2n + 1) Pn (x) + xPn0 (x) − nPn−1

0


(x) Pn (x)
− {(2n + 1)xPn (x) − nPn−1 (x)} Pn0 (x)
= (n + 1)2 (Pn (x))2 − n (xPn (x) − Pn−1 (x)) Pn0 (x)

0
(2n + 1) (Pn (x))2 − nPn−1 (x)Pn (x) + nPn−1 (x)Pn0 (x)
= (n + 1)2 (Pn (x))2 − nxPn (x)Pn0 (x) + nPn−1 (x)Pn0 (x)

0
−n2 (Pn (x))2 − nPn−1 (x)Pn (x) = −nxPn (x)Pn0 (x)

xPn0 (x) = nPn (x) + Pn−1

0
(x)

m (8c)

1 0 0
0
(n + 1)Pn+1 (x) + nPn−1 (x) − Pn (x) = nPn (x) + Pn−1 (x)
2n + 1
m

0 0
(n + 1)Pn+1 (x) = (n + 1)Pn−1 (x) + (2n + 1)(n + 1)Pn (x),

and this last relation is the same as the relation (8e). 

There is somewhat more that can be said about Fn (z).

Lemma 2 Let Fn (z) be the polynomial of degree 2n defined in (5). Then all of its
zeros are simple and lie in the interior of the unit disk.

Proof. The polynomial

Qn (z) := z n+1 Pn (J(z)) = z {z n Pn (J(z))}

has a zero at z = 0 and its other zeros are those of Pn (J(z)) which are those z ∈ C

4
for which J(z) = r ∈ (−1, 1), a zero of Pn (x). But

J(z) = r ∈ (−1, 1)
⇐⇒ (z + 1/z)/2 = r
⇐⇒ z 2 − 2rz + 1 = 0
p
⇐⇒ z = r ± i 1 − r2 .

In particular |z| = 1 for the zeros of z n Pn (J(z)). It follows then from the Gauss-Lucas
Theorem that the zeros of Fn (z) are in the convex hull of z = 0 and certain points on
the unit circle, i.e., are all in the closed unit disk.
Suppose a zero of Fn (z) satisfies |z| = 1. By Proposition 1,
1
Kn (J(z)) = Fn (z)Fn (1/z),
2(n + 1)

so that Kn (J(z)) also vanishes. But |z| = 1 implies that J(z) ∈ [−1, 1], and Kn (J(z))
thus cannot vanish. Therefore, no zeros of Fn lie on the unit circle.
To see that the zeros are all simple, an elemenary calculation and the ODE for
Legendre polynomials gives us

Fn0 (z) = 2n(n + 1)z n−1 Pn (J(z)) + {nz n − (n + 1)z n−2 }Pn0 (J(z)).

Hence Fn (z) = Fn0 (z) = 0 if and only if

!
z 2 −1
z n Pn (J(z))
  
n+1 2
0
= .
2n(n+1)
z
nz − n+1 z
z n−1 Pn0 (J(z)) 0

But the determinant of this matrix is

(n + 1)(nz − (n + 1)/z) − n(n + 1)(z 2 − 1)/z = −(n + 1)/z 6= 0.

Hence Fn (z) = Fn0 (z) = 0 if and only if z n Pn (J(z)) = z n−1 Pn0 (J(z)) = 0 if and only if
Pn (J(z)) = Pn0 (J(z)) = 0, which is not possible as Pn (x) has only simple zeros. 

The integral (4) can therefore be expressed as

z −1 Pi∗ (J(z))Pj∗ (J(z)) 2(n + 1)z −1 Pi∗ (J(z))Pj∗ (J(z))

Z Z
1 1
dz = dz
2πi C Kn (J(z)) 2πi C Fn (z)Fn (1/z)
2(n + 1)z 2n−1 Pi∗ (J(z))Pj∗ (J(z))
Z
1
= dz
2πi C Fn (z)z 2n Fn (1/z)
2(n + 1)z 2n−1 Pi∗ (J(z))Pj∗ (J(z))
Z
1
= dz
2πi C Fn (z)Gn (z)

where we define the polynomial of degree 2n,

Gn (z) := z 2n Fn (1/z). (9)

As all the zeros of Fn (z) are in the interior of the unit disk, the zeros of Gn (z) are all
exterior to the (closed) unit disk.
The following formulas for Fn (z) and Gn (z) will be useful.

Lemma 3 We have
zn
Fn (z) = {((2n + 1)z 2 − 1)Pn (J(z)) − 2nzPn−1 (J(z))}
z2−1

5
and
zn
Gn (z) = {(z 2 − (2n + 1))Pn (J(z)) + 2nzPn−1 (J(z))}.
z2 − 1

Proof. From the formula (5) we have

z2 − 1 0
Fn (z) = (n + 1)z n Pn (J(z)) + z n−1 Pn (J(z))
2
and from (7),

z2 − 1 0
Gn (z) = (n + 1)z n Pn (J(z)) − z n−1 Pn (J(z)).
2

From the Legendre Polynomial identity (8d) with x = J(z), we obtain

z2 − 1 0 z n+1 z n+1
z n−1 Pn (J(z)) = 2n 2 J(z)Pn (J(z)) − 2n 2 Pn−1 (J(z)).
2 z −1 z −1
Combining these gives the result. 

It is also interesting to note that Fn (z) is a certain Hypergeometric function.

Lemma 4 We have
1. The polynomial y = Fn (z) is a solution of the ODE

(n − 2)z 2 − n 0
(1 − z 2 )y 00 + 2 y + 6ny = 0.
z

2. If Fn (z) =: fn (z 2 ) then y = fn (z) is a solution of the Hypergeometric ODE

z(1 − z)y 00 + (c − (a + b + 1)z)y 0 − aby = 0

with a = −n, b = 3/2 and c = 1/2 − n.

!
−2n 2n
3. fn (z) = 2 2 F1 (a, b; c; z).
n
!
−2n 2n 2
4. Fn (z) = 2 2 F1 (a, b; c; z ).
n
5.
n 2
! n

2n X (2k + 1) k
−2n
Fn (z) = 2 2n

z 2k
n 2k
k=0
n
! !
−2n
X 2k 2n − 2k 2k
=2 (2k + 1) z .
k n−k
k=0

Pn
6. If we write Fn (z) = k=0 ck z 2k , then
n
X
Gn (z) = cn−k z 2k
k=0
n
X 2(n − k) + 1
= ck z 2k .
2k + 1
k=0

6
Proof. Equation (1) is easily verified using the ODE for Pn (x) and the definition of
Fn (z), (5).
(2) follows by changing variables z 0 = z 2 .
(3) follows as 2 F1 (a, b; c; z) is the only polynomial solution of the Hypergeometric
ODE. The constant of proportionality is calculated by noting that the leading coeffi-
n
cient of 2 F1 (a, b; c; z) is 2n + 1 whereas that
ofn fn (z) is (2n + 1)/2 times the leading
n 2n
coefficient of Pn (x), i.e., (2n + 1)/2 × n /2 .
(4) is trivial from the defintion fn (z 2 ) := Fn (z).
(5) follows from the fact that
n
X (a)k (b)k z k
2 F1 (a, b; c; z) = ,
(c)k k!
k=0

with (a)k the rising factorial, and calculating

n! (2k + 1)! (2n)!(n − k)!

(a)k = (−1)k , (b)k = 2−2k , (c)k = (−1)k 2−2k
(n − k)! k! (2n − 2k)!n!

so that
n 2


1 (a)k (b)k (2k + 1) k
= 2n

.
k! (c)k 2k

(6) follows easy from the fact that Gn (z) := z n Fn (1/z) = n k

P
k=0 cn−k z and that
cn−k is easily computed from the formula for ck given in (5). 
Returning the the proof of the Theorem, we will actually show that
2(n + 1)z 2n−1 Pk (J(z))
Z
1
(a) dz = 0, 1 ≤ k ≤ 2n,
2πi C Fn (z)Gn (z)
2(n + 1)z 2n−1 P0 (J(z))
Z
1
(b) dz = 2.
2πi C Fn (z)Gn (z)
The Theorem follows directly as, for i, j ≤ n we may expand
2n
X
Pi∗ (x)Pj∗ (x) = ak Pk (x)
k=0

for certain coefficients ak . From (a) and (b) we then conclude that

2(n + 1)z 2n−1 Pi∗ (J(z))Pj∗ (J(z))

Z
1
dz = 2a0 .
2πi C Fn (z)Gn (z)

But for i 6= j, Z 1
1
a0 = Pi∗ (x)Pj∗ (x)P0 (x)dx = 0
2 −1

as P0 (x) = 1 and Pi∗ (x) and Pj∗ (x) are orthogonal. While for i = j, we have
Z 1
1 1
a0 = (Pi∗ (x))2 P0 (x)dx = .
2 −1 2

We will now compute the partial fraction decomposition of the integrands in (a)
and (b),
2(n + 1)z 2n−1 Pk (J(z))
,
Fn (z)Gn (z)
which will involve the following two pairs of families of functions.

7
Definition 1 We define
(n) (n)
A0 (z) := z n−1 , A1 (z) := z n−2 ,
(n) (n)
B0 (z) := z n−1 , B1 (z) := z n ,
with
(n) (n) (n)
(n + k + 1)Ak+1 := (2(n + k) + 1)J(z)Ak (z) − (n + k)Ak−1 (z), k = 1, 2, · · ·

and
(n) (n) (n)
(n + k + 1)Bk+1 := (2(n + k) + 1)J(z)Bk (z) − (n + k)Bk−1 (z), k = 1, 2, · · · .

Further, we let

(n) (n) (2n + 1)z 2 − 1

C0 (z) := z n−1 , C1 (z) := z n−2 ,
2n

(n) (n) (2n + 1) − z 2

D0 (z) := z n−1 , D1 (z) := z n−2 ,
2n
with
(n) (n) (n)
(n − k)Ck+1 (z) := (2(n − k) + 1)J(z)Ck (z) − (n − k + 1)Ck−1 (z), 1≤k ≤n−1

and
(n) (n) (n)
(n − k)Dk+1 (z) := (2(n − k) + 1)J(z)Dk (z) − (n − k + 1)Dk−1 (z), 1 ≤ k ≤ n − 1.

Proposition 2 We have
(n) (n)
2(n + 1)z 2n−1 Pn+k (J(z)) = Ak (z)Gn (z) + Bk (z)Fn (z), k = 0, 1, 2, · · · (10)

so that
(n) (n)
2(n + 1)z 2n−1 Pn+k (J(z)) A (z) B (z)
= k + k , k = 0, 1, 2, · · ·
Fn (z)Gn (z) Fn (z) Gn (z)

and
(n) (n)
2(n + 1)z 2n−1 Pn−k (J(z)) = Ck (z)Gn (z) + Dk (z)Fn (z), 0≤k≤n (11)

so that
(n) (n)
2(n + 1)z 2n−1 Pn−k (J(z)) C (z) D (z)
= k + k , 0 ≤ k ≤ n.
Fn (z)Gn (z) Fn (z) Gn (z)
(n) (n) (n) (n)
Proof (by induction). As A0 = C0 = z n−1 and B0 = D0 = z n−1 , the k = 0
case is in common and we calculate
(n) (n)
A0 (z)Gn (z) + B0 (z)Fn (z)
= z n−1 (Fn (z) + Gn (z))
(Lemma 3) zn
= z n−1 {((2n + 1)z 2 − 1) + (z 2 − (2n + 1))}Pn (J(z))
z2−1
1
= z 2n−1 {2(n + 1)z 2 − 2(n + 1)}Pn (J(z))
z2 − 1
= 2(n + 1)z 2n−1 Pn (J(z)),

as desired.

8
 We now prove (10) for the case k = 1. We calculate, using Lemma 3,
(n) (n)
A1 (z)Gn (z) + B1 (z)Fn (z)
= z n−2 Gn (z) + z n Fn (z)
= z n−2 (Gn (z) + z 2 Fn (z))
zn
= z n−2 {[(z 2 − (2n + 1))Pn (J(z)) + 2nzPn−1 (J(z))]
z2 −1
+ z 2 [((2n + 1)z 2 − 1)Pn (J(z)) − 2nzPn−1 (J(z))]}
z 2n−2
= {(2n + 1)(z 4 − 1)Pn (J(z)) − 2nz(z 2 − 1)Pn−1 (J(z))}
z2 − 1
= z 2n−2 {(2n + 1)(z 2 + 1)Pn (J(z)) − 2nzPn−1 (J(z))}
= z 2n−1 {(2n + 1)(z + 1/z)Pn (J(z)) − 2nPn−1 (J(z))}
= z 2n−1 {(2n + 1)2J(z)Pn (J(z)) − 2nPn−1 (J(z))}
(8b)
= 2(n + 1)z 2n−1 Pn+1 (J(z)).

Now for (11) for k = 1. We calculate, again using Lemma 3,

(n) (n)
C1 (z)Gn (z) + D1 (z)Fn (z)
(2n + 1)z 2 − 1 (2n + 1) − z 2
 
n−2
=z Gn (z) + Fn (z)
2n 2n
zn (2n + 1)z 2 − 1 2

= z n−2 2 [(z − (2n + 1))Pn (J(z)) + 2nzPn−1 (J(z))]
z −1 2n
(2n + 1) − z 2

2
+ [((2n + 1)z − 1)Pn (J(z)) − 2nzPn−1 (J(z))]
2n
z 2n−2 (2n + 1)z 2 − 1 (2n + 1) − z 2
 
= 2 2nz − Pn−1 (J(z))
z −1 2n 2n
z 2n−1
= ((2(n + 1)z 2 − 2(n + 1))Pn−1 (J(z))
z2 − 1
= 2(n + 1)z 2n−1 Pn−1 (J(z)).

The rest of the proof proceeds by induction. Assuming that (10) and (11) hold
from 0 up to a certain k, we prove that they also hold for k +1. To this end we calculate
(n) (n)
Ak+1 (z)Gn (z) + Bk+1 (z)Fn (z)
(n) (n)
(2(n + k) + 1)J(z)Ak (z) − (n + k)Ak−1 (z)
= Gn (z)
n+k+1
(n) (n)
(2(n + k) + 1)J(z)Bk (z) − (n + k)Bk−1 (z)
+ Fn (z)
n+k+1
1 (n) (n)
= {(2(n + k) + 1)J(z)[Ak (z)Gn (z) + Bk (z)Fn (J(z))]
n+k+1
(n) (n)
− (n + k)[Ak−1 (z)Gn (z) + Bk−1 Fn (J(z))]
1
= 2(n + 1)z 2n−1 {(2(n + k) + 1)J(z)Pn+k (J(z))
n+k+1
− (n + k)Pn+k−1 (J(z))} (by the induction hypothesis)
= 2(n + 1)z 2n−1 Pn+k+1 (J(z)),

by the three-term recursion formula for Legendre polynomials (8b) with degree m =

9
n + k.
Similarly,
(n) (n)
Ck+1 (z)Gn (z) + Dk+1 (z)Fn (z)
(n) (n)
(2(n − k) + 1)J(z)Ck (z) − (n − k + 1)Ck−1 (z)
= Gn (z)
n−k
(n) (n)
(2(n − k) + 1)J(z)Dk (z) − (n − k + 1)Dk−1 (z)
+ Fn (z)
n−k
1 (n) (n)
= {(2(n − k) + 1)J(z)[Ck (z)Gn (z) + Dk (z)Fn (J(z))]
n−k
(n) (n)
− (n − k + 1)[Ck−1 (z)Gn (z) + Dk−1 Fn (J(z))]
1
= 2(n + 1)z 2n−1 {(2(n − k) + 1)J(z)Pn−k (J(z))
n−k
− (n − k + 1)Pn−(k−1) (J(z))} (by the induction hypothesis)
= 2(n + 1)z 2n−1 Pn−(k+1) (J(z)),

using the reverse three-term recursion,

mPm−1 (x) = (2m + 1)xPm (x) − (m + 1)Pm+1 (x)

with m = n − k. 

Due to the J(z) factor in the recursive definitions of Definition 1, the functions
(n) (n) (n) (n)
Ak (z), Bk (z), Ck (z) and Dk (z) are all Laurent polynomials. It is easy to verify
that they have the forms:
n+(k−3)
(n)
X
• Ak (z) = ak z k , k ≥ 1
j=n−(k+1)

n+(k−1)
(n)
X
• Bk (z) = bk z k , k ≥ 1
j=n−(k−1)

n+(k−1)
(n)
X
• Ck (z) = ck z k , 1 ≤ k ≤ n
j=n−(k+1)

n+(k−1)
(n)
X
• Dk (z) = dk z k , 1 ≤ k ≤ n.
j=n−(k+1)
(n) (n) (n)
In particular, for 0 ≤ k ≤ n − 1 the functions Ak (z), Bk (z), Ck (z) are all polyno-
mials of degree at most 2n − 2.
Hence, for 1 ≤ k ≤ 2n − 1,

2(n + 1)z 2n−1 Pk (J(z))

Z Z Z 
1 1 p(z) q(z)
dz = dz + dz
2πi C Fn (z)Gn (z) 2πi C Fn (z) C Gn (z)

for certainZ polynomials p(z) and q(z) of degree at most 2n − 2.

q(z)
Now, dz = 0 as all the zeros of Gn (z) lie outside the (closed) unit disk.
C Gn (z)
Further, if we let zj 1 ≤ j ≤ 2n, be the (simple) zeros of Fn (z), we may write
2n
p(z) p(z)/cn X Rj
= =
Fn (z) Fn (z)/cn j=1
z − zj

10
where cn is the leading coefficient of Fn (z). Hence
Z 2n
1 An (z) 1 X
C dz = 2πi Rj .
2πi Fn (z) 2πi j=1

But 2n 2n−1
P
j=1 Rj is the leading coefficient (of z ) of p(z)/cn , i.e., 0, as p(z) is of degree
at most 2n − 2. It follows that

2(n + 1)z 2n−1 Pk (J(z))

Z
1
dz = 0, 1 ≤ k ≤ 2n − 1.
2πi C Fn (z)Gn (z)

The cases P0 (J(z)) and P2n (J(z)) are special.

First consider the case P2n (J(z)). We have from Proposition 2, with k = n,

2(n + 1)z 2n−1 P2n (J(z)) = A(n) (n)

n (z)Gn (z) + Bn (z)Fn (z).

2n−3
X 2n−1
X
(n)
However, An (z) = aj z j has a z −1 while Bn(n) (z) = bj z j is still a polynomial,
j=−1 j=+1
Z (n)
Bn (z)
of degree at most 2n − 1. Therefore it is still the case that dz = 0 (the zeros
C Gn (z)
Z (n)
An (z)
of Gn (z) being all oustide the unit disk). We need to show that dz = 0.
C Fn (z)
(n)
Write An (z) = q(z) + c/z where q(z) is a polynomial of degree 2n − 3. Then
Z (n) Z Z
An (z) q(z) 1
dz = dz + c dz.
C Fn (z) C Fn (z) C zFn (z)

The first integral on the right is zero as the coefficient in q(z) of z 2n−1 is 0. For the
second integral, decompose
Z Z  
1 1 1 (Fn (z) − Fn (0))/z
c dz = c − dz
C zFn (z) C Fn (0) z Fn (z)
Z Z 
1 1 (Fn (z) − Fn (0))/z
= dz − dz.
Fn (0) C z C Fn (z)

The first integral is trivially 2πi, while the second is 2πi times the coefficient of z 2n−1
in (Fn (z) − Fn (0))/z divided by the leading coefficient (of z 2n ) in Fn (z), i.e., 2πi × 1.
Hence, indeed
Z (n)
An (z)
dz = 0.
C Fn (z)

Lastly we calculate

2(n + 1)z 2n−1 P0 (J(z)) 2(n + 1)z 2n−1

Z Z
1 1
dz = dz.
2πi C Fn (z)Gn (z) 2πi C Fn (z)Gn (z)

We still have (11) from Proposition 2,

2(n + 1)z 2n−1 Pn−n (z) = Cn(n) (z)Gn (z) + Dn(n) (z)Fn (z)
(n) (n)
However, Cn (z) and Dn (z) have the form
2n−1
X 2n−1
X
Cn(n) (z) = ck z k , Dn(n) (z) = dk z k ,
j=−1 j=−1

11
 i.e., are both of the form p(z) + c/z where p(z) is a polynomial of degree 2n − 1.
(n) (n)
Specifically, write Cn (z) = p(z) + c/z and Dn (z) = q(z) + d/z. We thus have the
following expression:
(n) (n)
2(n + 1)z 2n−1 P0 (z)
Z Z Z
1 1 Cn (z) 1 Dn (z)
dz = dz + dz
2πi C Fn (z)Gn (z) 2πi C Fn (z) 2πi C Gn (z)
Z Z
1 p(z) c
= dz + dz
2πi C Fn (z) C zFn (z)
Z Z 
q(z) d
+ dz + dz
C Gn (z) C zGn (z)

We need to show that this expression hasZ value 2. Now we have already shown that
Z
1 q(z)
dz = 0 and also remarked that dz = 0. Hence we need to calculate
C zF
Z n (z) Z C G n (z)
1 p(z) 1 d
dz and dz. But the first of these is just the (leading)
2πi C Fn (z) 2πi C zGn (z)
2n−1 (n)
coefficient of z in p(z), i.e., in Cn (z) divided by the leading coefficient of Fn (z).
From Lemma 4 we have that
!
2n 2n
Fn (z) = 2−2n (2n + 1) z + ···
n
!
−2n 2n 2n
and it is easy to verify by induction that also Cn(n) (z) =2 (2n + 1) z + · · ·.
n
Hence Z
1 p(z)
dz = 1.
2πi C Fn (z)
For the second integral, decompose as before
Z Z  
1 d d 1 1 (Gn (z) − Gn (0))/z
dz = − dz.
2πi C zGn (z) 2πi Gn (0) C z Gn (z)

The second integral above is zero as all the zeros of Gn (z) are outside the closed unit
disk. The first integral is trivially d/Gn (0). From Lemma 4 parts 4. and 6. we have
that !
−2n 2n
Gn (0) = (2n + 1)Fn (0) = 2 (2n + 1)
n
(n)
whereas the coefficient of z −1 in Bn (z) is easily verified by induction to have the
same value. Hence Z
1 d
dz = 1
2πi C zGn (z)
and we have shown that
2(n + 1)z 2n−1 P0 (J(z))
Z
1
dz = 1 + 1 = 2,
2πi C Fn (z)Gn (z)

as claimed. 

12

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