In this paper, we give new characterizations for the eigenvalues of the prolate wave equation as limits of the zeros of some families of polynomials: the coefficients of the formal power series appearing in the solutions near 0, 1, or ∞ (in the variables x,x−1, or 1/x, respectively). The result, which seems to be true for all values of the parameter τ, according to our numerical experiments, is here proved for small values of the parameter τ.