In 1921, Steklov conjectured that for a positive weight \(p\) given on the interval \([a, b]\) of the real line \(\mathbb{R}\), the corresponding sequence of orthonormal polynomials \(P_n(x, p)\) is bounded in \(n\) for every \(x\in(a,b)\). This conjecture was answered negatively by Rakhmanov, where the proofs first dealt with polynomials orthogonal on the unit circle and then the obtained results were recast to handle \(P_n\) by making use of a formula due to Geronimus. In this paper the authors only focus on the case of orthogonality on the unit circle, since the methods of Rakhmanov did not provide much information about the behaviour of the Schur parameters \(\gamma_n\) of the Szegő recurrence relation. The authors study the recursion parameters that give a negative answer to the conjecture of Steklov.
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