Associated Stieltjes-Carlitz polynomials and a generalization of Heun's differential equation.

The generating function of Stieltjes-Carlitz polynomials is a solution of Heun's differential equation and using this relation Carlitz was the first to get exact closed forms for some Heun functions. Similarly the associated Stieltjes-Carlitz polynomials lead to a new differential equation which we call associated Heun. Thanks to the link with orthogonal polynomials we are able to deduce two integral relations connecting associated Heun functions with different parameters and to exhibit the set of associated Heun functions which generalize Carlitz's. Part of these results were used by the author to derive the Stieltjes transform of the measure of orthogonality for the associated Stieltjes-Carlitz polynomials using asymptotic analysis; here we present a new derivation of this result.