Generating orthogonal matrix polynomials satisfying second order differential equations from a trio of triangular matrices

The method developed in [A.J. Durán, F.A. Grünbaum, Orthogonal matrix polynomials satisfying second order differential equations, Int. Math. Res. Not. 10 (2004) 461–484] led us to consider matrix polynomials that are orthogonal with respect to weight matrices W(t) of the form , , and (1−t)^α(1+t)^βT(t)T^*(t), with T satisfying T^′=(2Bt+A)T, T(0)=I, T^′=(A+B/t)T, T(1)=I, and T^′(t)=(−A/(1−t)+B/(1+t))T, T(0)=I, respectively. Here A and B are in general two non-commuting matrices. We are interested in sequences of orthogonal polynomials (P_n)_n which also satisfy a second order differential equation with differential coefficients that are matrix polynomials F₂, F₁ and F₀ (independent of n) of degrees not bigger than 2, 1 and 0 respectively. To proceed further and find situations where these second order differential equations hold, we only dealt with the case when one of the matrices A or B vanishes.The purpose of this paper is to show a method which allows us to deal with the case when A, B and F₀ are simultaneously triangularizable (but without making any commutativity assumption).     

A new linear spectral transformation associated with derivatives of Dirac linear functionals

In this contribution, we analyze the regularity conditions of a perturbation on a quasi-definite linear functional by the addition of Dirac delta functionals supported on N points of the unit circle or on its complement. We also deal with a new example of linear spectral transformation. We introduce a perturbation of a quasi-definite linear functional by the addition of the first derivative of the Dirac linear functional when its support is a point on the unit circle or two points symmetric with respect to the unit circle. Necessary and sufficient conditions for the quasi-definiteness of the new linear functional are obtained. Outer relative asymptotics for the new sequence of monic orthogonal polynomials in terms of the original ones are obtained. Finally, we prove that this linear spectral transform can be decomposed as an iteration of Christoffel and Geronimus linear transformations.     

Second-order differential equations in the Laguerre–Hahn class

Laguerre–Hahn families on the real line are characterized in terms of second-order differential equations with matrix coefficients for vectors involving the orthogonal polynomials and their associated polynomials, as well as in terms of second-order differential equation for the functions of the second kind. Some characterizations of the classical families are derived.     

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.     

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.     

Comparative asymptotics for perturbed orthogonal polynomials

Let and be such systems of orthonormal polynomials on the unit circle that the recurrence coefficients of the perturbed polynomials behave asymptotically like those of . We give, under weak assumptions on the system and the perturbations, comparative asymptotics as for etc., , on the open unit disk and on the circumference mainly off the support of the measure with respect to which the 's are orthonormal. In particular these results apply if the comparative system has a support which consists of several arcs of the unit circumference, as in the case when the recurrence coefficients are (asymptotically) periodic.

     

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.     

A random Euler scheme for Carathéodory differential equations

We study a random Euler scheme for the approximation of Carathéodory differential equations and give a precise error analysis. In particular, we show that under weak assumptions, this approximation scheme obtains the same rate of convergence as the classical Monte–Carlo method for integration problems.     

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.     

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 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:

     

A scalar Riemann boundary value problem approach to orthogonal polynomials on the circle

A scalar Riemann boundary value problem defining orthogonal polynomials on the unit circle and the corresponding functions of the second kind is obtained. The Riemann problem is used for the asymptotic analysis of the polynomials orthogonal with respect to an analytical real-valued weight on the circle.     

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.

     

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.     

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.

     

Some examples of orthogonal matrix polynomials satisfying odd order differential equations

It is well known that if a finite order linear differential operator with polynomial coefficients has as eigenfunctions a sequence of orthogonal polynomials with respect to a positive measure (with support in the real line), then its order has to be even. This property no longer holds in the case of orthogonal matrix polynomials. The aim of this paper is to present examples of weight matrices such that the corresponding sequences of matrix orthogonal polynomials are eigenfunctions of certain linear differential operators of odd order. The weight matrices are of the form

W(t)=t^αe^-te^Att^Bt^B*e^A*t,