A Christoffel--Darboux formula and a Favard's theorem for orthogonal Laurent polynomials on the unit circle
Let \(\mu\) be a Borel measure supported on the unit circle \(\mathbb T\), \(\Delta\) be the space of all Laurent polynomials and \(\Delta_{p,q}\subset \Delta\) the set \(\Delta_{p,q}=\{L(z)=\sum_{j=p}^q \alpha_j z^j : \alpha_j\in\mathbb{C}\}\). Let \((p(n))_{n\geq0}\) and \((q(n))_{n\geq0}\) be two nondecreasing sequences of nonnegative integers such that \(p(n)+q(n)=n\) for all \(n=0,1,2,\dots\), and set \[ \mathcal{L}_n=\Delta_{p(n),q(n)}=\mathrm{span}\{z^j: -p(n)\leq j\leq q(n)\}. \] Under the assumptions \(\lim_{n\to\infty} p(n)=\lim_{n\to\infty} q(n)=+\infty\), then \(\Delta=\bigcup_{n=0}^\infty \mathcal{L}_n\), and for any \(n\), by the Gram-Schmidt orthogonalization process a system of orthogonal functions (Laurent polynomials) can be stated. Repeating this process for each natural \(n\) a unique orthogonal system with respect to \(\mu\) and the ordering induced by \(p(n)\) is obtained. Let denote by \((\Phi_n)_{n\geq0}\) the corresponding monic Laurent orthogonal polynomials obtained in such a way with the ordering \(p(n)=E(\frac{n+1}2)\), \(E(x)\) denotes the integer part of \(x\). For such family \((\Phi_n)_{n\geq0}\) the authors obtain the Christoffel-Darboux formula, a three-term recurrence relation and a Favard-type theorem.
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