Integrate[(Sqrt[1 - t^2] ChebyshevU[n, t])/(t - x), {t, -1, 1}, PrincipalValue -> True] == (-Pi) ChebyshevT[n + 1, x] /; -1 < x < 1

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<math xmlns='http://www.w3.org/1998/Math/MathML' mathematica:form='TraditionalForm' xmlns:mathematica='http://www.wolfram.com/XML/'> <semantics> <mrow> <mrow> <mrow> <mi> &#119979; </mi> <mo> &#8290; </mo> <mrow> <msubsup> <mo> &#8747; </mo> <mrow> <mo> - </mo> <mn> 1 </mn> </mrow> <mn> 1 </mn> </msubsup> <mrow> <mfrac> <mrow> <msqrt> <mrow> <mn> 1 </mn> <mo> - </mo> <msup> <mi> t </mi> <mn> 2 </mn> </msup> </mrow> </msqrt> <mo> &#8290; </mo> <mrow> <msub> <mi> U </mi> <mi> n </mi> </msub> <mo> ( </mo> <mi> t </mi> <mo> ) </mo> </mrow> </mrow> <mrow> <mi> t </mi> <mo> - </mo> <mi> x </mi> </mrow> </mfrac> <mo> &#8290; </mo> <mrow> <mo> &#8518; </mo> <mi> t </mi> </mrow> </mrow> </mrow> </mrow> <mo> &#10869; </mo> <mrow> <mrow> <mo> - </mo> <mi> &#960; </mi> </mrow> <mo> &#8290; </mo> <mrow> <msub> <mi> T </mi> <mrow> <mi> n </mi> <mo> + </mo> <mn> 1 </mn> </mrow> </msub> <mo> ( </mo> <mi> x </mi> <mo> ) </mo> </mrow> </mrow> </mrow> <mo> /; </mo> <mrow> <mrow> <mo> - </mo> <mn> 1 </mn> </mrow> <mo> &lt; </mo> <mi> x </mi> <mo> &lt; </mo> <mn> 1 </mn> </mrow> </mrow> <annotation-xml encoding='MathML-Content'> <apply> <ci> Condition </ci> <apply> <eq /> <apply> <times /> <ci> &#119979; </ci> <apply> <int /> <bvar> <ci> t </ci> </bvar> <lowlimit> <cn type='integer'> -1 </cn> </lowlimit> <uplimit> <cn type='integer'> 1 </cn> </uplimit> <apply> <times /> <apply> <power /> <apply> <plus /> <cn type='integer'> 1 </cn> <apply> <times /> <cn type='integer'> -1 </cn> <apply> <power /> <ci> t </ci> <cn type='integer'> 2 </cn> </apply> </apply> </apply> <cn type='rational'> 1 <sep /> 2 </cn> </apply> <apply> <ci> ChebyshevU </ci> <ci> n </ci> <ci> t </ci> </apply> <apply> <power /> <apply> <plus /> <ci> t </ci> <apply> <times /> <cn type='integer'> -1 </cn> <ci> x </ci> </apply> </apply> <cn type='integer'> -1 </cn> </apply> </apply> </apply> </apply> <apply> <times /> <apply> <times /> <cn type='integer'> -1 </cn> <pi /> </apply> <apply> <ci> ChebyshevT </ci> <apply> <plus /> <ci> n </ci> <cn type='integer'> 1 </cn> </apply> <ci> x </ci> </apply> </apply> </apply> <apply> <lt /> <cn type='integer'> -1 </cn> <ci> x </ci> <cn type='integer'> 1 </cn> </apply> </apply> </annotation-xml> </semantics> </math>

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2001-10-29