Orthogonal polynomials on the unit circle

Suppose that ${\displaystyle \mu }$ is a probability measure on the unit circle in the complex plane, whose support is not finite. The orthogonal polynomials associated to ${\displaystyle \mu }$ are the polynomials ${\displaystyle \Phi _{n}(z)}$ with leading term ${\displaystyle z^{n}}$ that are orthogonal with respect to the measure ${\displaystyle \mu }$.

Szegő's recurrence states that

${\displaystyle \Phi _{0}(z)=1}$

${\displaystyle \Phi _{n+1}(z)=z\Phi _{n}(z)-{\overline {\alpha }}_{n}\Phi _{n}^{*}(z)}$

where

${\displaystyle \Phi _{n}^{*}(z)=z^{n}{\overline {\Phi _{n}(1/{\overline {z}})}}}$

is the polynomial with its coefficients reversed and complex conjugated, and where the Verblunsky coefficients ${\displaystyle \alpha _{n}}$ are complex numbers with absolute values less than 1.

Verblunsky's theorem states that any sequence of complex numbers in the open unit disk is the sequence of Verblunsky coefficients for a unique probability measure on the unit circle with infinite support.

Geronimus's theorem states that the Verblunsky coefficients of the measure μ are the Schur parameters of the function ${\displaystyle f}$ defined by the equations

${\displaystyle {\frac {1+zf(z)}{1-zf(z)}}=F(z)=\int {\frac {e^{i\theta }+z}{e^{i\theta }-z}}d\mu .}$

Baxter's theorem states that the Verblunsky coefficients form an absolutely convergent series if and only if the moments of ${\displaystyle \mu }$ form an absolutely convergent series and the weight function ${\displaystyle w}$ is strictly positive everywhere.

Szegő's theorem states that

${\displaystyle \prod _{n=1}^{\infty }(1-|\alpha _{n}|^{2})=\exp {\big (}\int _{0}^{2\pi }\log(w(\theta ))d\theta /2\pi {\big )}}$

where ${\displaystyle wd\theta /2\pi }$ is the absolutely continuous part of the measure ${\displaystyle \mu }$.

Rakhmanov's theorem states that if the absolutely continuous part ${\displaystyle w}$ of the measure ${\displaystyle \mu }$ is positive almost everywhere then the Verblunsky coefficients ${\displaystyle \alpha _{n}}$ tend to 0.

The Rogers–Szegő polynomials are an example of orthogonal polynomials on the unit circle.

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