The connection between continued fractions and orthogonality which is
familiar for J-fractions and T-fractions is extended to what we call R
-fractions of types I and II. These continued fractions are associated
with recurrence relations that correspond to multipoint rational inte
rpolants. A Favard type theorem is proved for each type. We then study
explicit models which lead to biorthogonal rational functions. (C) 19
95 Academic Press, Inc.