Construction of σ-orthogonal Polynomials and Gaussian Quadrature Formulas

Let dα be a measure on R and let σ = (m1,m2, ..., mn), where mk ≥ 1, k = 1, 2, ..., n, are arbitrary real numbers. A polynomial ωn(x) := (x − x1)(x − x2)...(x − xn) with x1 ≤ x2 ≤ ... ≤ xn is said to be the n-th σ-orthogonal polynomial with respect to dα if the vector of zeros (x1, x2, ..., xn) is a solution of the extremal problem ∫