Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations

DOI10.1016/J.LAA.2009.11.006zbMATH Open1181.42024arXiv0904.4089OpenAlexW2013428510MaRDI QIDQ2267396FDOQ2267396

Authors: Jens Wagener, Holger Dette 

Publication date: 1 March 2010

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: We study the moment space corresponding to matrix measures on the unit circle. Moment points are characterized by non-negative definiteness of block Toeplitz matrices. This characterization is used to derive an explicit representation of orthogonal polynomials with respect to matrix measures on the unit circle and to present a geometric definition of canonical moments. It is demonstrated that these geometrically defined quantities coincide with the Verblunsky coefficients, which appear in the Szeg"{o} recursions for the matrix orthogonal polynomials. Finally, we provide an alternative proof of the Geronimus relations which is based on a simple relation between canonical moments of matrix measures on the interval [-1,1] and the Verblunsky coefficients corresponding to matrix measures on the unit circle.

Full work available at URL: https://arxiv.org/abs/0904.4089

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zbMATH Keywords

orthogonal polynomialsVerblunsky coefficientscanonical momentsmatrix measures on the unit circleGeronimus relations

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

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Cited In (16)

• A canonical Geronimus transformation for matrix orthogonal polynomials
• The maximization of determinants of block Toeplitz matrices with applications in optimal design theory
• Orthogonality measures for orthogonal matrix polynomials with periodic coefficients of recurrence relations
• Large deviations for random matricial moment problems
• On the Szegő transformation for some spectral perturbations of matrix measures
• Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble
• A matrix version of a higher-order Szegő theorem
• On the Hahn's property for matrix orthogonal polynomials on the unit circle
• Sum rules and large deviations for spectral measures on the unit circle
• Operator-valued spectral measures and large deviations
• Matrix measures, moment spaces and Favard's theorem for the interval \([0,1]\) and \([0,\infty)\)
• From the Potapov to the Krein-Nudel'man representation of the resolvent matrix of the truncated Hausdorff matrix moment problem
• CMV block matrices for symmetric matrix measures on the unit circle
• The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks
• OPUC, CMV matrices and perturbations of measures supported on the unit circle
• Christoffel transformation for a matrix of bi-variate measures

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