Published online by Cambridge University Press: 24 October 2008
Let be the Jacobi polynomial as defined by Szegö in (7) (see equation (4) below.) Carlitz in (2) presented among others the following formula
Although, as Carlitz claims, this formula may be derived directly from the definition of Jacobi polynomials, a probabilistic proof such as presented below may shed some new light on formula (1), as well as suggest probabilistic proofs for other similar formulas of Jacobi polynomials, e.g. those given by Manocha and Sharma in (4) and (5) and by Manocha in (3). In addition, it is quite possible that this method of proof will result in the derivation of some new formulas for Jacobi polynomials.