 Solution

Let $M=|m|$ for integer $m$. In the even or odd power series whose parity matches $M$, the numerator in the recurrence relation vanishes at the coefficient of $x^M$. All coefficients of lower powers in that parity are nonzero, and all higher ones vanish. Therefore a polynomial solution exists, of polynomial degree $M$, containingFor nonnegative $m$ these are the Chebyshev polynomials $T_m$. The normalized low-degree cases follow directly from the recurrence relation:Enforcing $T_m(1)=1$ givesTo see that normalization at one is always possible, set $x=\cos \theta$ in the Chebyshev differential equation. For $Y(\theta )=y(\cos \theta )$, the differential expression $(1-x^2)y^{\prime \prime }-x{y}^{\prime }$ becomes $Y^{\prime \prime }$. Thus $Y=\cos (M\theta )$ gives $T_M(x)=\cos (M\arccos x)$ on $[-1,1]$ and has value one at $x=1$. It is a polynomial because the cosine addition formula gives $T_{M+1}=2x{T}_M-T_{M-1}$. Negative integer $m$ produces the same solution as $M=|m|$.