A Favard type theorem for orthogonal polynomials on the unit circle from a three term recurrence formula

Other special orthogonal polynomials and functions (33C47) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Abstract: The objective of this manuscript is to study directly the Favard type theorem associated with the three term recurrence formula % [ R_{n+1}(z) = �ig[(1+ic_{n+1})z+(1-ic_{n+1})�ig] R_{n}(z) - 4 d_{n+1} z R_{n-1}(z), quad n geq 1, ] % with

R_{0} (z) = 1

and

R_{1} (z) = (1 + i c_{1}) z + (1 - i c_{1})

, where

{c_{n}}_{n = 1}^{i n f t y}

is a real sequence and

{d_{n}}_{n = 1}^{i n f t y}

is a positive chain sequence. We establish that there exists an unique nontrivial probability measure

m u

on the unit circle for which

R_{n} (z) - 2 (1 - m_{n}) R_{n - 1} (z)

gives the sequence of orthogonal polynomials. Here,

{m_{n}}_{n = 0}^{i n f t y}

is the minimal parameter sequence of the positive chain sequence

{d_{n}}_{n = 1}^{i n f t y}

. The element

d_{1}

of the chain sequence, which does not effect the polynomials

R_{n}

, has an influence in the derived probability measure

m u

and hence, in the associated orthogonal polynomials on the unit circle. To be precise, if

{M_{n}}_{n = 0}^{i n f t y}

is the maximal parameter sequence of the chain sequence, then the measure

m u

is such that

M_{0}

is the size of its mass at

z = 1

. An example is also provided to completely illustrates the results obtained.

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