In mathematics, orthogonal polynomials on the unit circle are families of polynomials that are orthogonal with respect to integration over the unit circle in the complex plane, for some probability measure on the unit circle. They were introduced by Szegő (1920, 1921, 1939).
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Definition
Suppose that μ is a probability measure on the unit circle in the complex plane, whose support is not finite. The orthogonal polynomials associated to μ are the polynomials Φn(z) with leading coefficients zn that are orthogonal with respect to the measure μ.
The Szegő recurrence
Szegő's recurrence states that
where
is the polynomial with its coefficients reversed and complex conjugated, and where the Verblunsky coefficients αn are complex numbers with absolute values less than 1.
Verblunsky's theorem
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
Geronimus's theorem states that the Verblunsky coefficients of the measure μ are the Schur parameters of the function f defined by the equations
Baxter's theorem
Baxter's theorem states that the Verblunsky coefficients form an absolutely convergent series if and only if the moments of μ form an absolutely convergent series and the weight function w is strictly positive everywhere.
Szegő's theorem
Szegő's theorem states that
where wdθ/2π is the absolutely continuous part of the measure μ.
Rakhmanov's theorem
Rakhmanov's theorem states that if the absolutely continuous part w of the measure μ is positive almost everywhere then the Verblunsky coefficients αn tend to 0.
Examples
The Rogers–Szegő polynomials are an example of orthogonal polynomials on the unit circle.