TITLE: Orthogonal polynomial under linear transformation
QUESTION [11 upvotes]: Let $M_n(x) = x^n$ be the standard monomials. The binomial formula allows one to expand $M_n(ax+b)$ as a linear combination of $M_k(x)$, for $k \leq n$, giving
$$
M_n(ax+b) = (ax+b)^n = \sum_{k=0}^n \binom{n}{k} a^k x^k b^{n-k} = \sum_{k=0}^n \binom{n}{k} a^k b^{n-k} M_k(x).
$$
Question: Do equivalent formulas exist for other polynomial sequences? I am mostly interested in the Chebyshev polynomials of the first kind, $T_n(x) = \cos(n \arccos(x))$, seeking a formula of the form
$$
T_n(ax+b) = \sum_{k=0}^{n} C(n, k, a, b) T_k(x).
$$
I believe such a formula ought to exist, because one could always transform $T_n(x)$ into monomial basis, expand terms using the binomial formula, then transform back into a linear combination of $T_n(x)$'s. However, I would like to use it as a part of an applied algorithm, and thus am concerned about the computational complexity of the formula; going through a monomial basis would be an overkill.
Is anyone aware of any such formula?

REPLY [2 votes]: Why not use the recurrence $T_{n+1}(x) = 2 x T_n(x) - T_{n-1}(x)?$ When applying it to the transformed argument, you get 
$$T_{n+1}(a x + b) = 2( a x + b) T_n(a x + b) - T_{n-1}(a x + b).$$
Now, write $$T_l(a x + b) = \sum_k C_{l, k, a, b} T_k(x).$$ This gives you a linear recurrence for the $C$s, since you can get rid of the $x,$ by writing $2 a x T_k(x) = a (T_{k+1}(x) + T_{k-1} (x)).$