Dear Ali Merina Houria, 

                                    If Legendre and Jacobi polynomial are able to form a wavelet basis for L2(W), then what is wrong with chebeshev,  I think and I am sire that It can also form wavelet basis. You may search on google and you will found many papers on this topic.

We assume that the Chybechev multi-wavelets form a bases, but in which space?????????

Thank you for answering Mr Hammad Khalil,

But in the legendre one the weight function w(x)=1 but in chebyshev one  we have four kinds of chebyshev wavelets and four weight functions wich are =~1 , my question is :when we construct the discret wavelet we will translate and dilate the wavelet mother, to form the chebyshev wavelet ,and we will translate and dilate the weight function too ,the result that we get is many spaces L2(wn) , where is the orthonormal basis here  and in which space !!!!!