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A connection between orthogonal polynomials on the unit circle and matrix orthogonal polynomials on the real line

Maria J. Cantero·Maria P. Ferrer·Leandro Moral·Luis Velazquez
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Abstract

Szego's procedure to connect orthogonal polynomials on the unit circle and orthogonal polynomials on [-1,1] is generalized to nonsymmetric measures. It generates the so-called semi-orthogonal functions on the linear space of Laurent polynomials L, and leads to a new orthogonality structure in the module LxL. This structure can be interpreted in terms of a 2x2 matrix measure on [-1,1], and semi-orthogonal functions provide the corresponding sequence of orthogonal matrix polynomials. This gives a connection between orthogonal polynomials on the unit circle and certain classes of matrix orthogonal polynomials on [-1,1]. As an application, the strong asymptotics of these matrix orthogonal polynomials is derived, obtaining an explicit expression for the corresponding Szego's matrix function.

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Maria J. Cantero, Maria P. Ferrer, Leandro Moral, Luis Velazquez. 2002-04-24. A connection between orthogonal polynomials on the unit circle and matrix orthogonal polynomials on the real line. https://doi.org/10.1016/s0377-0427(02)00824-5

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