Orthogonal polynomials on the unit circle and chain sequences (Q390532)

There is a very well known connection between real orthogonal polynomials on the unit circle (ROPUC) and the orthogonal polynomials on the interval \([-1, 1]\) (this was stated by Szegö in the first half of the XX century) via the transformation \(x = (z + z^{-1})/2\). In fact, this connection have been widely use to study the properties of the families of orthogonal polynomials on \([-1, 1]\) from the properties of the ROPUC. Later on, \textit{P. Delsarte} and \textit{Y. Genin} in [``The split Levinson algorithm'', IEEE Trans. Acoust. Speech Signal Process. 34, 470--478 (1986)] showed that the ROPUC can be mapped to symmetric orthogonal polynomials \((Q_n)_n\) on the interval \([-1, 1]\). In fact, the coefficients of the three-term recurrence relation of \(Q_n\) are positive chain sequences (a complete study of these chain sequences can be found in [\textit{T. S. Chihara}, An introduction to orthogonal polynomials. Mathematics and its Applications. Vol. 13. New York-London-Paris: Gordon and Breach, Science Publishers (1978; Zbl 0389.33008)]. In the present paper, the authors extend the results of Delsarte and Genin to all (real and complex) orthogonal polynomials on the unit circle (OPUC). More precisely, they give the connection between OPUC and the functions \((G_n)_n\) defined by the following general three-term recurrence formula \[ G_{n+1}(x) = (x - c_{n+1}\sqrt{1 - x^2}) G_n(x) - d_{n+1}G_{n-1}(x),\quad n \geq 1, \] with \(G_0(x) = 1\) and \(G_1(x) = x - c_1\sqrt{1 -x^2}\), where \((c_n)_n\) is a real sequence and \(d_{n+1}\) is a positive chain sequence. Using the above connection they give a characterization for a point \(w\) \((|w| = 1)\) to be a pure point of the involved measure as well as a characterization for the OPUC in terms of the aforementioned sequences \(c_n\) and \(d_n\).