On factorization of $q$-difference equation for continuous $q$-ultraspherical polynomials

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We prove that a customary Sturm-Liouville form of second-order $q$-difference equation for the continuous $q$-ultraspherical polynomials $C_n(x;β| q)$ of Rogers can be written in a factorized form in terms of some explicitly defined $q$-difference operator ${\mathcal D}_x^{β, q}$. This reveals the fact that the continuous $q$-ultraspherical polynomials $C_n(x;β| q)$ are actually governed by the $q$-difference equation ${\mathcal D}_x^{β, q} C_n(x;β| q)= (q^{-n/2}+βq^{n/2}) C_n(x;β| q)$, which can be regarded as a square root of the equation, obtained from its original form.

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