On second kind polynomials associated with rational transformations of linear functionals

In this paper the following construction process of orthogonal polynomials on the unit circle is considered: Let u be a regular and hermitian linear functional and let {Φn} be the corresponding orthogonal polynomials sequence. We define a new linear functional L by means the following relation with u:

     

Coherent pairs of linear functionals on the unit circle

In this paper we extend the concept of coherent pairs of measures from the real line to Jordan arcs and curves. We present a characterization of pairs of coherent measures on the unit circle: it is established that if (μ₀,μ₁) is a coherent pair of measures on the unit circle, then μ₀ is a semi-classical measure. Moreover, we obtain that the linear functional associated with μ₁ is a specific rational transformation of the linear functional corresponding to μ₀. Some examples are given.     

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.     

On the linear functionals associated to linearly related sequences of orthogonal polynomials

An inverse problem is solved, by stating that the regular linear functionals u and v associated to linearly related sequences of monic orthogonal polynomials n(Pn) and n(Qn), respectively, in the sense

     

Modifications of quasi-definite linear functionals via addition of delta and derivatives of delta Dirac functions

We consider the general theory of the modifications of quasi-definite linear functionals by adding discrete measures. We analyze the existence of the corresponding orthogonal polynomial sequences with respect to such linear functionals. The three-term recurrence relation, lowering and raising operators as well as the second order linear differential equation that the sequences of monic orthogonal polynomials satisfy when the linear functional is semiclassical are also established. A relevant example is considered in details.     

Orthogonality properties of linear combinations of orthogonal polynomials

Let {P _n } be a sequence of orthogonal polynomials with respect to the measured on the unit circle and letP _n =P _n + _j ^=1l _nj P _n–j fornl, where _n,j . It is shown that the sequence of linear combinations {P _n },n2l, is orthogonal with respect to a positive measured if and only ifd is a Bernstein-Szegö measure andd is the product of a unique trigonometric polynomial and the Bernstein-Szegö measured. Furthermore for a given sequence ofP _n 's an algorithm for the calculation of the _n,j 's is provided.Supported by Dirección General de Investigación Cientifica y Técnica (DGICYT) of Spain and Österreichischer Akademischer Austauschdienst of Austria with grant 4B/1995.Also supported by the Austrian Fonds zur Förderung der wissenschaftlichen Forschung, project-number P9267-PHY.     

Convex linear combinations of sequences of monic orthogonal polynomials

For a sequence of monic orthogonal polynomials (SMOP), with respect to a positive measure supported on the unit circle, we obtain necessary and sufficient conditions on a SMOP in order that a convex linear combination with be a SMOP with respect to a positive measure supported on the unit circle.

     

AR and MA representation of partial autocorrelation functions, with applications

We prove a representation of the partial autocorrelation function (PACF), or the Verblunsky coefficients, of a stationary process in terms of the AR and MA coefficients. We apply it to show the asymptotic behaviour of the PACF. We also propose a new definition of short and long memory in terms of the PACF.      

Measures on the unit circle and unitary truncations of unitary operators

In this paper, we obtain new results about the orthogonality measure of orthogonal polynomials on the unit circle, through the study of unitary truncations of the corresponding unitary multiplication operator, and the use of the five-diagonal representation of this operator.Unitary truncations on subspaces with finite co-dimension give information about the derived set of the support of the measure under very general assumptions for the related Schur parameters (a_n). Among other cases, we study the derived set of the support of the measure when lim_n|a_n+1/a_n|=1, obtaining a natural generalization of the known result for the López class , lim_n|a_n|(0,1).On the other hand, unitary truncations on subspaces with finite dimension provide sequences of unitary five-diagonal matrices whose spectra asymptotically approach the support of the measure. This answers a conjecture of L. Golinskii concerning the relation between the support of the measure and the strong limit points of the zeros of the para-orthogonal polynomials.Finally, we use the previous results to discuss the domain of convergence of rational approximants of Carathéodory functions, including the convergence on the unit circle.     

Measure and integration: The basic extension and representation theorems in terms of new inner and outer envelopes

The work of the author in measure and integration is based on new inner and outer envelope formations, which replace the traditional Carathéodory outer measure and certain simple suprema and infima. The new formations lead to essential improvements in both the extent and the adequacy of the basic results. However, they did not find an entrance into the recent textbook literature. The present paper seeks to demonstrate their power with the examples of the basic inner and outer extension and representation theorems for set functions and functionals.