A new numerical quadrature formula on the unit circle

In this paper we study a quadrature formula for Bernstein–Szegő measures on the unit circle with a fixed number of nodes and unlimited exactness. Taking into account that the Bernstein–Szegő measures are very suitable for approximating an important class of measures we also present a quadrature formula for this type of measures such that the error can be controlled with a well-bounded formula. This work was supported by Ministerio de Educación y Ciencia under grants number MTM2005-01320 (E. B. and A. C.) and MTM2006-13000-C03-02 (F. M.).     

Szegő polynomials and the truncated trigonometric moment problem

We show how Szegő polynomials can be used in the theory of truncated trigonometric moment problem. Mathematics Subject Classification Primary—42A70; Secondary—42C15 The work was done during a visit of the first author to UNESP with a fellowship from FAPESP in September–October, 2002. The research of the second author was supported by grants from CNPq and FAPESP of Brazil.     

Positive Lyapunov exponents for a class of ergodic orthogonal polynomials on the unit circle

Consider ergodic orthogonal polynomials on the unit circle whose Verblunsky coefficients are given by αn(ω)=λV(Tnω), where T is an expanding map of the circle and V is a C¹ function. Following the formalism of [Jean Bourgain, Wilhelm Schlag, Anderson localization for Schrödinger operators on Z with strongly mixing potentials, Comm. Math. Phys. 215 (2000) 143-175; Victor Chulaevsky, Thomas Spencer, Positive Lyapunov exponents for a class of deterministic potentials, Comm. Math. Phys. 168 (1995) 455-466], we show that the Lyapunov exponent γ(z) obeys a nice asymptotic expression for λ>0 small and z∈∂D?{±1}. In particular, this yields sufficient conditions for the Lyapunov exponent to be positive. Moreover, we also prove large deviation estimates and Hölder continuity for the Lyapunov exponent.     

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.     

Orthogonal Laurent polynomials on the unit circle and snake-shaped matrix factorizations

Let there be given a probability measure μ on the unit circle of the complex plane and consider the inner product induced by μ. In this paper we consider the problem of orthogonalizing a sequence of monomials {z^r_k}_k, for a certain order of the , by means of the Gram–Schmidt orthogonalization process. This leads to a sequence of orthonormal Laurent polynomials {ψ_k}_k. We show that the matrix representation with respect to {ψ_k}_k of the operator of multiplication by z is an infinite unitary or isometric matrix allowing a ‘snake-shaped’ matrix factorization. Here the ‘snake shape’ of the factorization is to be understood in terms of its graphical representation via sequences of little line segments, following an earlier work of S. Delvaux and M. Van Barel. We show that the shape of the snake is determined by the order in which the monomials {z^r_k}_k are orthogonalized, while the ‘segments’ of the snake are canonically determined in terms of the Schur parameters for μ. Isometric Hessenberg matrices and unitary five-diagonal matrices (CMV matrices) follow as a special case of the presented formalism.     

Rodrigues type formula for orthogonal polynomials on the unit ball

For a class of weight functions invariant under reflection groups on the unit ball, a family of orthogonal polynomials is defined via a Rodrigues type formula using the Dunkl operators. Their properties and their relation with several other bases are explored.

     

A matricial computation of rational quadrature formulas on the unit circle

A matricial computation of quadrature formulas for orthogonal rational functions on the unit circle, is presented in this paper. The nodes of these quadrature formulas are the zeros of the para-orthogonal rational functions with poles in the exterior of the unit circle and the weights are given by the corresponding Christoffel numbers. We show how these nodes can be obtained as the eigenvalues of the operator Möbius transformations of Hessenberg matrices and also as the eigenvalues of the operator Möbius transformations of five-diagonal matrices, recently obtained. We illustrate the preceding results with some numerical examples.     

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.

     

Mass points of measures on the unit circle and reflection coefficients

Measures on the unit circle and orthogonal polynomials are completely determined by their reflection coefficients through the Szego recurrences. We find the conditions on the reflection coefficients which provide the lack of a mass point at . We show that the result is sharp in a sense.     

The Maximum Trigonometric Degrees of Quadrature Formulae with Prescrib ed No des

The purpose of this paper is to study the maximum trigonometric degree of the quadrature formula associated with m prescribed nodes and n unknown additional nodes in the interval（-π, π]. We show that for a fixed n, the quadrature formulae with m and m ＋ 1 prescribed nodes share the same maximum degree if m is odd. We also give necessary and sufficient conditions for all the additional nodes to be real, pairwise distinct and in the interval（-π, π] for even m, which can be obtained constructively. Some numerical examples are given by choosing the prescribed nodes to be the zeros of Chebyshev polynomials of the second kind or randomly for m ≥ 3.     

Sequences of orthogonal Laurent polynomials,bi-orthogonality and quadrature formulas on the unit circle

In this paper, the construction of orthogonal bases in the space of Laurent polynomials on the unit circle is considered. As an application, a connection with the so-called bi-orthogonal systems of trigonometric polynomials is established and quadrature formulas on the unit circle based on Laurent polynomials are studied.     

Rank one perturbations and the zeros of paraorthogonal polynomials on the unit circle

We prove several results about zeros of paraorthogonal polynomials using the theory of rank one perturbations of unitary operators. In particular, we obtain new details on the interlacing of zeros for successive POPUC.     

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.     

Asymptotics of derivatives of orthogonal polynomials on the real line

We show that uniform asymptotics of orthogonal polynomials on the real line imply uniform asymptotics for all their derivatives. This is more technically challenging than the corresponding problem on the unit circle. We also examine asymptotics in the L ₂ norm. Research supported by NSF grant DMS0400446 and US-Israel BSF grant 2004353.     

An asymptotic expansion for the expected number of real zeros of real random polynomials spanned by OPUC

Let ${\{{\phi }_i\}}_{i=0}^{\infty }$ be a sequence of orthonormal polynomials on the unit circle with respect to a positive Borel measure μ that is symmetric with respect to conjugation. We study asymptotic behavior of the expected number of real zeros, say ${\mathbb{E}}_n(\mu )$, of random polynomials

$P_n(z):=\sum _{i=0}^n{\eta }_i{\phi }_i(z),$

where ${\eta }_0,\dots ,{\eta }_n$ are i.i.d. standard Gaussian random variables. When μ is the acrlength measure such polynomials are called Kac polynomials and it was shown by Wilkins that ${\mathbb{E}}_n(|\mathrm{d}\xi |)$ admits an asymptotic expansion of the form

${\mathbb{E}}_n(|\mathrm{d}\xi |)～\frac{2}{\pi }\log ?(n+1)+\sum _{p=0}^{\infty }{A}_p{(n+1)}^{?p}$

(Kac himself obtained the leading term of this expansion). In this work we generalize the result of Wilkins to the case where μ is absolutely continuous with respect to arclength measure and its Radon–Nikodym derivative extends to a holomorphic non-vanishing function in some neighborhood of the unit circle. In this case ${\mathbb{E}}_n(\mu )$ admits an analogous expansion with the coefficients $A_p$ depending on the measure μ for $p\ge 1$ (the leading order term and $A_0$ remain the same).     

On five-diagonal Toeplitz matrices and orthogonal polynomials on the unit circle

This paper deals with modifications of the Lebesgue moment functional by trigonometric polynomials of degree 2 and their associated orthogonal polynomials on the unit circle. We use techniques of five-diagonal matrix factorization and matrix polynomials to study the existence of such orthogonal polynomials.Dedicated to Prof. Luigi Gatteschi on his 70th birthdayThis research was partially supported by Diputación General de Aragón under grant P CB-12/91.     

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.     

The statistical distribution of the zeros of random paraorthogonal polynomials on the unit circle

The orthogonal polynomials on the unit circle are defined by the recurrence relation

where for any k0. If we consider n complex numbers and , we can use the previous recurrence relation to define the monic polynomials Φ₀,Φ₁,…,Φ_n. The polynomial Φ_n(z)=Φ_n(z;α₀,…,α_n-2,α_n-1) obtained in this way is called the paraorthogonal polynomial associated to the coefficients α₀,α₁,…,α_n-1.We take α₀,α₁,…,α_n-2 i.i.d. random variables distributed uniformly in a disk of radius r<1 and α_n-1 another random variable independent of the previous ones and distributed uniformly on the unit circle. For any n we will consider the random paraorthogonal polynomial Φ_n(z)=Φ_n(z;α₀,…,α_n-2,α_n-1). The zeros of Φ_n are n random points on the unit circle.We prove that for any the distribution of the zeros of Φ_n in intervals of size near e^iθ is the same as the distribution of n independent random points uniformly distributed on the unit circle (i.e., Poisson). This means that, for large n, there is no local correlation between the zeros of the considered random paraorthogonal polynomials.