The known asymptotic relations interconnecting Jacobi, Laguerre, and Hermite classical orthogonal polynomials are generalized to the corresponding exceptional orthogonal polynomials of codimension m. It is proved that Xm-Laguerre exceptional orthogonal polynomials of type I, II, or III can be obtained as limits of Xm-Jacobi exceptional orthogonal polynomials of the same type. Similarly, Xm-Hermite exceptional orthogonal polynomials of type III can be derived from Xm-Jacobi or Xm-Laguerre ones. The quadratic transformations expressing Hermite classical orthogonal polynomials in terms of Laguerre ones is also extended to even X2m-Hermite exceptional orthogonal polynomials.
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C. Quesne (2024) studied this question.
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