A note on Wall's modification of the Schur algorithm and linear pencils of Jacobi matrices

DOI10.1016/J.JAT.2017.05.001MaRDI QIDQ2399762zbMATH OpenOpenAlexFDO

Authors Maxim Derevyagin

Publication date 24 August 2017

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.06733

zbMATH Keywords

continued fractioninterpolation problemJacobi matrixlinear pencilNevanlinna functionorthogonal polynomialsorthogonal rational functionsSchur algorithm

Mathematics Subject Classification ID

Continued fractions; complex-analytic aspects (30B70) Moment problems and interpolation problems in the complex plane (30E05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Linear operator methods in interpolation, moment and extension problems (47A57) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36)

Abstract: In this note we revive a transformation that was introduced by H. S. Wall and that establishes a one-to-one correspondence between continued fraction representations of Schur, Carath'eodory, and Nevanlinna functions. This transformation can be considered as an analog of the SzegH{o} mapping but it is based on the Cayley transform, which relates the upper half-plane to the unit disc. For example, it will be shown that, when applying the Wall transformation, instead of OPRL, we get a sequence of orthogonal rational functions that satisfy three-term recurrence relation of the form $(H-lambdaJ)u=0$, where $u$ is a semi-infinite vector, whose entries are the rational functions. Besides, $J$ and $H$ are Hermitian Jacobi matrices for which a version of the Denisov-Rakhmanov theorem holds true. Finally we will demonstrate how pseudo-Jacobi polynomials (aka Routh-Romanovski polynomials) fit into the picture.

Review text

The circle of ideas connecting orthogonal polynomials on the unit circle (OPUC), the trigonometric moment problem, the interpolation of Carthéodory functions at the origin, the Szegő recurrence relation with Schur/Szegő parameters, and continued fractions is well known, and so is the analogous connection between orthogonal polynomials on the real line (OPRL), the Hamburger moment problem, the interpolation of Nevanlinna functions at infinity, the three-term recurrence relation, and Jacobi matrices. Szegő proposed a mapping between both, but \textit{H. S. Wall} [Analytic theory of continued fractions. New York: D. van Nostrand Company (1948; Zbl 0035.03601)] took a different approach via the Cayley transform that connects Carathéodory and Nevanlinna functions in a more natural way. This paper is about the latter, in particular about the way this influences the recurrences and the continued fraction expansions, which leads to a spectral interpretation of this approach to OPUC which is characterized by a pencil with two tridiagonal operators and a Denisov-Rakhmanov-type theorem giving the asymptotics of the defining parameters. Relations with the split Levinson algorithm [\textit{P. Delsarte} and \textit{Y. Genin}, SIAM J. Math. Anal. 19, No. 3, 718--735 (1988; Zbl 0638.30037)] and with type RI and RII continued fractions considered in [\textit{M. E. H. Ismail} and \textit{D. R. Masson}, J. Approx. Theory 83, No. 1, 1--40 (1995; Zbl 0846.33005)] are also given.

Recommendations

• Schur's algorithm, orthogonal polynomials, and convergence of Wall's continued fractions in \(L^2(\mathbb{T})\).
• Wall rational functions and Khrushchev's formula for orthogonal rational functions
• The Euler--Lagrange theory for Schur's algorithm: Wall pairs
• Moment Theory, Orthogonal Polynomials, Quadrature, and Continued Fractions Associated with the unit Circle
• On co-polynomials on the real line and the unit circle

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Cited in

(6)

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