Szegö polynomials and Szegö quadrature for the Fejér kernel (Q1779451)

In the last decades, Szegő polynomials with respect to a given weight function or, more generally, with respect to a distribution function, and other related topics like the trigonometric moment problem and quadrature formulas on the unit circle (Szegő quadratures), have received much attention as a result of their applications in different fields both in pure and applied mathematics and very specially in the rapidly growing field of digital signal processing. In this paper, the construction of Szegő quadrature formulas with respect to the weight function \(w(t)= K_N(t)\), \(K_N\) being the well-known Fejér kernel, is analyzed by giving explicit representations of the coefficients or weight in these quadratures in terms of the Szegő polynomials for \(K_N(t)\). Furthermore, it is also proved that the corresponding sequence of monic Szegő polynomials can be effectively computed (see Corollary 1) taking into account that the \(n\)th monic Szegő polynomial coincides with the reciprocal of the \([n,N]\) Padé approximant to the rational function: \(F_{N+1}(z)= [(z- 1)/(z^{N+1}- 1)]^2\).