A method of composition orthogonality and new sequences of orthogonal polynomials and functions for non-classical weights

A new method of composition orthogonality is introduced. It is applied to generate new sequences of orthogonal polynomials and functions. In particular, classical orthogonal polynomials are interpreted in the sense of composition orthogonality. Finally, new sequences of orthogonal polynomials with respect to the weight function $x^\alpha \rho^2_\nu(x), \rho_{\nu}(x)= 2 x^{\nu/2} K_\nu(2\sqrt x),\ x >0, \nu \ge 0, \alpha > -1$, where $K_\nu(z)$ is the modified Bessel function or Macdonald function, are investigated. Differential properties, recurrence relations, explicit representations, generating functions and Rodrigues-type formulae are obtained. The corresponding multiple orthogonal polynomials are exhibited.
Comment: This version contains an Addendum with corrections for the last section of the published article in J. Math. Anal. Appl. 499(2021) 125032, DOI: https://doi.org/10.1016/j.jmaa.2021.125032