On an example of the Nikishin system
For an arbitrary (positive Borel) measure $\sigma$ with support supp\,$\sigma$ on the real line $\mathbb{R}$, supp\,$\sigma\Subset\mathbb{R}$, let \[ \widehat{\sigma}(z):=\int\frac{d\sigma(x)}{z-x}\,,\quad z\notin\text{supp}\,\sigma, \] denote the Cauchy transform of the measure $\sigma$. The aim of the present paper is to present a Markov function $f=\text{const}+\widehat{\sigma}$ such that the pair of functions $f$, $f^2$ constitutes a Nikishin system under a minimal extension of the original notion of this system. More precisely, an example of a function $f$ of the form $f=C+\widehat{\sigma}$ where $C\neq 0$ is a real constant and $\sigma$ is a measure with support on the closed interval $[-1, 1]$ such that the pair of functions $f$, $f^2$ constitutes a Nikishin system is given. Moreover, in the present paper, it is shown that the three functions $f$, $f^2$, and $f^3$ constitute a Nikishin system. It is conjectured that there exists a Markov function $f$ such that, for each $n\in\mathbb{N}$, the system of $f$, $f^2$, $\dots$, $f^n$ is a Nikishin system.
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