Orthogonal polynomials

The general theory of orthogonal polynomials was developed in the late 19th century from a study of continued fractions by P. L. Chebyshev, even though special cases were introduced earlier by Legendre, Hermite, Jacobi, Laguerre, and Chebyshev himself. It was further developed by A. A. Markov, T. J. Stieltjes, and many other mathematicians. The book by Szegő, originally published in 1939, is the first monograph devoted to the theory of orthogonal polynomials and its applications in many areas, including analysis, differential equations, probability and mathematical physics. Even after all the