Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations
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.
Keywords
Cite
@article{arxiv.0904.4089,
title = {Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations},
author = {Holger Dette and Jens Wagener},
journal= {arXiv preprint arXiv:0904.4089},
year = {2009}
}
Comments
25 pages