A generalization of the associated functional to the Lebesgue measure (Q1893588)

The classical linear Lebesgue functional \({\mathbf L}_0\) is defined in the space of Laurent polynomials \[ {\mathbf P}= \Biggl\{ \sum^n_{i= - n} \alpha_i z^i: n\in \mathbb{N},\;\alpha_i\in \mathbb{C},\;z\in \mathbb{C}\Biggr\} \] by the relations \[ {\mathbf L}_0(1)= 1,\quad {\mathbf L}_0(z^k)= 0,\quad k\neq 0. \] Considered as a moment functional, it corresponds to the unitary Lebesgue measure \(m(z)= |dz|/ 2\pi\) on \({{\mathbf T}}= \{|z|= 1\}\), so it is positive definite. In consequence, the sequence of monic orthogonal polynomials with respect to \({\mathbf L}_0\) exists, and it results to be \(\{z^n\}_{n\geq 1}\). The authors extend this study to a wider family of linear functionals \(\{{\mathbf L}_a\}_{a\not\in {{\mathbf T}}}\) on \({\mathbf P}\). By direct computation they prove that for each \(a\not\in {{\mathbf T}}\) such functionals are nonsingular, and even positive definite if \(|a|< 1\). Hence, the sequence of monic orthogonal polynomials exists and is explicitly calculated, along with the differential equation they satisfy. It should be pointed out that in the positive definite case \((|a|< 1)\) we obtain exactly the sequence of the well-known Szegö polynomials orthogonal on \({{\mathbf T}}\) with respect to the measure \[ d\sigma(z)= {m(z)\over |\overline a z^p- 1|^2}\qquad\text{for some}\qquad p\in \mathbb{N}. \] Finally, the semiclassical character of the considered family of functionals is established.