A note on Poisson brackets for orthogonal polynomials on the unit circle

The connection of orthogonal polynomials on the unit circle to the defocusing Ablowitz–Ladik integrable system involves the definition of a Poisson structure on the space of Verblunsky coefficients. In this paper, we compute the complete set of Poisson brackets for the monic orthogonal and the orthonormal polynomials on the unit circle, as well as for the second kind polynomials and the Wall polynomials. This answers a question posed by Cantero and Simon (J Approx Theory 158(1):3–48, 2009), for the case of measures with finite support. We also show that the results hold for the case of measures with periodic Verblunsky coefficients.     

Limit-periodic Verblunsky coefficients for orthogonal polynomials on the unit circle

Avila recently introduced a new method for the study of the discrete Schrödinger operator with limit-periodic potential. I adapt this method to the context of orthogonal polynomials in the unit circle with limit-periodic Verblunsky coefficients. Specifically, I represent these two-sided Verblunsky coefficients as a continuous sampling of the orbits of a Cantor group by a minimal translation. I then investigate the measures that arise on the unit circle as I vary the sampling function. I show that generically the spectrum is a Cantor set and we have empty point spectrum. Furthermore, there exists a dense set of sampling functions for which the corresponding spectrum is a Cantor set of positive Lebesgue measure, and all corresponding spectral measures are purely absolutely continuous.     

Matrix orthogonal Laurent polynomials on the unit circle and Toda type integrable systems

Matrix orthogonal Laurent polynomials in the unit circle and the theory of Toda-like integrable systems are connected using the Gauss–Borel factorization of two, left and a right, Cantero–Morales–Velázquez block moment matrices, which are constructed using a quasi-definite matrix measure. A block Gauss–Borel factorization problem of these moment matrices leads to two sets of biorthogonal matrix orthogonal Laurent polynomials and matrix Szeg? polynomials, which can be expressed in terms of Schur complements of bordered truncations of the block moment matrix. The corresponding block extension of the Christoffel–Darboux theory is derived. Deformations of the quasi-definite matrix measure leading to integrable systems of Toda type are studied. The integrable theory is given in this matrix scenario; wave and adjoint wave functions, Lax and Zakharov–Shabat equations, bilinear equations and discrete flows — connected with Darboux transformations. We generalize the integrable flows of the Cafasso's matrix extension of the Toeplitz lattice for the Verblunsky coefficients of Szeg? polynomials. An analysis of the Miwa shifts allows for the finding of interesting connections between Christoffel–Darboux kernels and Miwa shifts of the matrix orthogonal Laurent polynomials.     

Zeros of Non-Baxter Paraorthogonal Polynomials on?the Unit Circle

We provide leading-order asymptotics for the size of the gap in the zeros around 1 of paraorthogonal polynomials on the unit circle whose Verblunsky coefficients satisfy a slow decay condition and are inside the interval (−1,0). We also include related results that impose less restrictive conditions on the Verblunsky coefficients.     

Rakhmanov's theorem for orthogonal matrix polynomials on the unit circle

Rakhmanov's theorem for orthogonal polynomials on the unit circle gives a sufficient condition on the orthogonality measure for orthogonal polynomials on the unit circle, in order that the reflection coefficients (the recurrence coefficients in the Szegő recurrence relation) converge to zero. In this paper we give the analog for orthogonal matrix polynomials on the unit circle.     

On differential equations for orthogonal polynomials on the unit circle

In this paper we characterize sequences of orthogonal polynomials on the unit circle whose corresponding Carathéodory function satisfies a Riccati differential equation with polynomial coefficients, in terms of second order matrix differential equations. In the semi-classical case, a characterization in terms of second order linear differential equations with polynomial coefficients is deduced.     

Discriminants and Functional Equations for Polynomials Orthogonal on the Unit Circle

We derive raising and lowering operators for orthogonal polynomials on the unit circle and find second order differential and q-difference equations for these polynomials. A general functional equation is found which allows one to relate the zeros of the orthogonal polynomials to the stationary values of an explicit quasi-energy and implies recurrences on the orthogonal polynomial coefficients. We also evaluate the discriminants and quantized discriminants of polynomials orthogonal on the unit circle.     

Perturbation of Orthogonal Polynomials on an Arc of the Unit Circle

Orthogonal polynomials on the unit circle are completely determined by their reflection coefficients through the Szeg recurrences. We assume that the reflection coefficients converge to some complex number a with 0 < |a| < 1. The polynomials then live essentially on the are {e^iθ : α ≤ θ ≤ 2 π − α) where cos(α/2) [formula] with α (0, π). We analyze the orthogonal polynomials by comparing them with the orthogonal polynomials with constant reflection coefficients, which were studied earlier by Ya. L. Geronimus and N. I. Akhiezer. In particular, we show that under certain assumptions on the rate of convergence of the reflection coefficients the orthogonality measure will be absolutely continuous on the are. In addition, we also prove the unit circle analogue of M. G. Krein′s characterization of compactly supported nonnegative Borel measures on the real line whose support contains one single limit point in terms of the corresponding system of orthogonal polynomials.     

Elliptic polynomials orthogonal on the unit circle with a dense point spectrum

We introduce two explicit examples of polynomials orthogonal on the unit circle. Moments and the reflection coefficients are expressed in terms of the Jacobi elliptic functions. We find explicit expression for these polynomials in terms of elliptic hypergeometric functions. We show that the obtained polynomials are orthogonal on the unit circle with respect to a dense point measure. We also construct corresponding explicit systems of polynomials orthogonal on the interval of the real axis with respect to a dense point measure. They can be considered as an elliptic generalization of the Askey-Wilson polynomials of a special type.      

A Cubic Decomposition of Sequences of Orthogonal Polynomials on the Unit Circle

In this paper we will discuss the problem of generation of sequences of orthogonal polynomials with respect to measures supported on the unit circle from a given sequence of orthogonal polynomials using a perturbation of a cubic sieved process. The basic tools are the Szeg? forward recurrence relation as well as the fact of the coprimality of orthogonal polynomials on the unit circle and their corresponding reverse polynomials. We also give the connection between the associated orthogonality measures. Finally, some examples of this cubic decomposition are shown.     

Computing orthogonal polynomials in Sobolev spaces

Summary. Numerical methods are considered for generating polynomials orthogonal with respect to an inner product of Sobolev type, i.e., one that involves derivatives up to some given order, each having its own (positive) measure associated with it. The principal objective is to compute the coefficients in the increasing-order recurrence relation that these polynomials satisfy by virtue of them forming a sequence of monic polynomials with degrees increasing by 1 from one member to the next. As a by-product of this computation, one gains access to the zeros of these polynomials via eigenvalues of an upper Hessenberg matrix formed by the coefficients generated. Two methods are developed: One is based on the modified moments of the constitutive measures and generalizes what for ordinary orthogonal polynomials is known as "modified Chebyshev algorithm". The other - a generalization of "Stieltjes's procedure" - expresses the desired coefficients in terms of a Sobolev inner product involving the orthogonal polynomials in question, whereby the inner product is evaluated by numerical quadrature and the polynomials involved are computed by means of the recurrence relation already generated up to that point. The numerical characteristics of these methods are illustrated in the case of Sobolev orthogonal polynomials of old as well as new types. Based on extensive numerical experimentation, a number of conjectures are formulated with regard to the location and interlacing properties of the respective zeros. Received July 13, 1994 / Revised version received September 26, 1994     

Prediction Error for Continuous-Time Stationary Processes with Singular Spectral Densities

The paper considers the mean square linear prediction problem for some classes of continuous-time stationary Gaussian processes with spectral densities possessing singularities. Specifically, we are interested in estimating the rate of decrease to zero of the relative prediction error of a future value of the process using the finite past, compared with the whole past, provided that the underlying process is nondeterministic and is “close” to white noise. We obtain explicit expressions and asymptotic formulae for relative prediction error in the cases where the spectral density possess either zeros (the underlying model is an anti-persistent process), or poles (the model is a long memory processes). Our approach to the problem is based on the Krein’s theory of continual analogs of orthogonal polynomials and the continual analogs of Szeg? theorem on Toeplitz determinants. A key fact is that the relative prediction error can be represented explicitly by means of the so-called “parameter function” which is a continual analog of the Verblunsky coefficients (or reflection parameters) associated with orthogonal polynomials on the unit circle. To this end first we discuss some properties of Krein’s functions, state continual analogs of Szeg? “weak” theorem, and obtain formulae for the resolvents and Fredholm determinants of the corresponding Wiener-Hopf truncated operators.     

Zeros of a family of hypergeometric para‐orthogonal polynomials on the unit circle

Para‐orthogonal polynomials derived from orthogonal polynomials on the unit circle are known to have all their zeros on the unit circle. In this note we study the zeros of a family of hypergeometric para‐orthogonal polynomials. As tools to study these polynomials, we obtain new results which can be considered as extensions of certain classical results associated with three term recurrence relations and differential equations satisfied by orthogonal polynomials on the real line. One of these results which might be considered as an extension of the classical Sturm comparison theorem, enables us to obtain monotonicity with respect to the parameters for the zeros of these para‐orthogonal polynomials. Finally, a monotonicity of the zeros of Meixner‐Pollaczek polynomials is proved.     

A special class of polynomials orthogonal on the unit circle including the associated polynomials

Let (P _ν) be a sequence of monic polynomials orthogonal on the unit circle with respect to a nonnegative weight function, let (Ω_υ) the monic associated polynomials of (P _v), and letA andB be self-reciprocal polynomials. We show that the sequence of polynomials (AP_υλ+BΩ_υλ)/A^λ, λ stuitably determined, is a sequence of orthogonal polynomials having, up to a multiplicative complex constant, the same recurrence coefficients as theP _ν's from a certain index value onward, and determine the orthogonality measure explicity. Conversely, it is also shown that every sequence of orthogonal polynomials on the unit circle having the same recurrence coefficients from a certain index value onward is of the above form. With the help of these results an explicit representation of the associated polynomials of arbitrary order ofP _ν and of the corresponding orthogonality measure and Szegö function is obtained. The asymptotic behavior of the associated polynomials is also studied. Finally necessary and suficient conditions are given such that the measure to which the above introduced polynomials are orthogonal is positive.     

Verblunsky coefficients with Coulomb-type decay

We show that probability measures on the unit circle associated with Verblunsky coefficients obeying a Coulomb-type decay estimate have no singular continuous component.     

Biorthogonal Laurent Polynomials,Toplitz Determinants,Minimal Toda Orbits and Isomonodromic Tau Functions

We consider the class of biorthogonal polynomials that are used to solve the inverse spectral problem associated to elementary co-adjoint orbits of the Borel group of upper triangular matrices; these orbits are the phase space of generalized integrable lattices of Toda type. Such polynomials naturally interpolate between the theory of orthogonal polynomials on the line and orthogonal polynomials on the unit circle and tie together the theory of Toda, relativistic Toda, Ablowitz-Ladik and Volterra lattices. We establish corresponding Christoffel-Darboux formulae. For all these classes of polynomials a 2 × 2 system of Differential-Difference-Deformation equations is analyzed in the most general setting of pseudo-measures with arbitrary rational logarithmic derivative. They provide particular classes of isomonodromic deformations of rational connections on the Riemann sphere. The corresponding isomonodromic tau function is explicitly related to the shifted Toplitz determinants of the moments of the pseudo-measure. In particular, the results imply that any (shifted) Toplitz (Hankel) determinant of a symbol (measure) with arbitrary rational logarithmic derivative is an isomonodromic tau function.     

Almost periodic Szeg? cocycles with uniformly positive Lyapunov exponents

We exhibit examples of almost periodic Verblunsky coefficients for which Herman’s subharmonicity argument applies and yields the result that the associated Lyapunov exponents are uniformly bounded away from zero. As an immediate consequence of this result, we obtain examples of almost periodic Verblunsky coefficients for which the associated probability measure on the unit circle is pure point.     

Lieb–Thirring and Bargmann-type inequalities for circular arc

For measures on the unit circle with convergent Verblunsky coefficients we find relations in form of inequalities between these coefficients and the distances from mass points to the essential support of the measure.     

Zero distribution of random polynomials

We study global distribution of zeros for a wide range of ensembles of random polynomials. Two main directions are related to almost sure limits of the zero counting measures and to quantitative results on the expected number of zeros in various sets. In the simplest case of Kac polynomials, given by the linear combinations of monomials with i.i.d. random coefficients, it is well known that under mild assumptions on the coefficients, their zeros are asymptotically uniformly distributed near the unit circumference. We give estimates of the expected discrepancy between the zero counting measure and the normalized arclength on the unit circle. Similar results are established for polynomials with random coefficients spanned by different bases, e.g., by orthogonal polynomials. We show almost sure convergence of the zero counting measures to the corresponding equilibrium measures for associated sets in the plane and quantify this convergence. In our results, random coefficients may be dependent and need not have identical distributions.     

Uniform Szegő cocycles over strictly ergodic subshifts

We consider ergodic families of Verblunsky coefficients generated by minimal aperiodic subshifts. Simon conjectured that the associated probability measures on the unit circle have essential support of zero Lebesgue measure. We prove this statement for a large class of subshifts, namely those satisfying a condition originally introduced by Boshernitzan. This is accomplished by relating the essential support to uniform convergence properties of the corresponding Szegő cocycles.