English
Related papers

Related papers: Multivariate prediction and matrix Szeg\"o theory

200 papers

The theory of orthogonal polynomials on the unit circle (OPUC) dates back to Szeg\"o's work of 1915-21, and has been given a great impetus by the recent work of Simon, in particular his two-volume book [Si4], [Si5], the survey paper (or…

Probability · Mathematics 2012-03-06 N. H. Bingham

In this work, some theorems are established for orthogonal trigonometric polynomials (OTP) including Favard, Baxter, Geronimus, Rakhmanov, Szeg\"o and the strong Szeg\"o theorems which are important in the theory of orthogonal polynomials…

Complex Variables · Mathematics 2021-12-16 Zhihua Du

In this paper, we obtain some analogs of Favard, Baxter, Geronimus, Rakhmanov, Szeg\"o and the strong Szeg\"o theorems appeared in the theory of orthogonal polynomials on the unit circle (OPUC) for orthogonal trigonometric polynomials…

Complex Variables · Mathematics 2008-07-24 Zhihua Du

Classical Schur analysis is intimately connected to the theory of orthogonal polynomials on the circle [Simon, 2005]. We investigate here the connection between multipoint Schur analysis and orthogonal rational functions. Specifically, we…

Classical Analysis and ODEs · Mathematics 2010-02-11 L. Baratchart , S. Kupin , V. Lunot , M. Olivi

We extend some classical theorems in the theory of orthogonal polynomials on the unit circle to the matrix case. In particular, we prove a matrix analogue of Szeg\H{o}'s theorem. As a by-product, we also obtain an elementary proof of the…

Classical Analysis and ODEs · Mathematics 2012-07-06 Maxim Derevyagin , Olga Holtz , Sergey Khrushchev , Mikhail Tyaglov

The classical Szeg\H{o}-Verblunsky theorem relates integrability of the logarithm of the absolutely continuous part of a probability measure on the circle to square summability of the sequence of recurrence coefficients for the orthogonal…

Functional Analysis · Mathematics 2022-02-22 Peter C. Gibson

We study algebraic curves that are envelopes of families of polygons supported on the unit circle T. We address, in particular, a characterization of such curves of minimal class and show that all realizations of these curves are…

Algebraic Geometry · Mathematics 2021-01-29 Markus Hunziker , Andrei Martinez-Finkelshtein , Taylor Poe , Brian Simanek

By using the Szeg\H{o}'s transformation we deduce new relations between the recurrence coefficients for orthogonal polynomials on the real line and the Verblunsky parameters of orthogonal polynomials on the unit circle. Moreover, we study…

Classical Analysis and ODEs · Mathematics 2015-05-11 K. Castillo , F. Marcellán , J. Rivero

There has been considerable recent literature connecting Poncelet's theorem to ellipses, Blaschke products and numerical ranges, summarized, for example, in the recent book [11]. We show how those results can be understood using ideas from…

Spectral Theory · Mathematics 2021-08-11 Andrei Martinez-Finkelshtein , Brian Simanek , Barry Simon

We investigate generalized Laurent multiple orthogonal polynomials on the unit circle satisfying simultaneous orthogonality conditions with respect to $r$ probability measures or linear functionals on the unit circle. We show that these…

Classical Analysis and ODEs · Mathematics 2026-01-09 Rostyslav Kozhan , Marcus Vaktnäs

We investigate polynomials that satisfy simultaneous orthogonality conditions with respect to several measures on the unit circle. We generalize the direct and inverse Szeg\H{o} recurrence relations, identify the analogues of the Verblunsky…

Classical Analysis and ODEs · Mathematics 2024-05-02 Marcus Vaktnäs , Rostyslav Kozhan

We extend a higher-order sum rule proved by B. Simon to matrix valued measures on the unit circle and their matrix Verblunsky coefficients.

Probability · Mathematics 2020-07-13 Alain Rouault

We introduce and study a special family of polynomials orthogonal on the unit circle (OPUC). These OPUC satisfy a mirror symmetry property of their Verblunsky coefficients. Several equivalent conditions for the OPUC to be mirror symmetric…

Classical Analysis and ODEs · Mathematics 2025-10-14 Alexei Zhedanov

Orthogonal polynomials on the unit circle (OPUC for short) are a family of polynomials whose orthogonality is given by integration over the unit circle in the complex plane. There are combinatorial studies on the moments of various types of…

Combinatorics · Mathematics 2025-09-09 Jihyeug Jang , Minho Song

This paper provides a complete proof of Simon-Lukic conjecture for orthogonal polynomials on the unit circle. For a probability measure $d\mu = w(\theta) \frac{d\theta}{2\pi} + d\mu_s$ with Verblunsky coefficients…

Spectral Theory · Mathematics 2026-01-27 Daxiong Piao

The multivariate Meixner polynomials are shown to arise as matrix elements of unitary representations of the $SO(d,1)$ group on oscillator states. These polynomials depend on $d$ discrete variables and are orthogonal with respect to the…

Mathematical Physics · Physics 2015-06-17 Vincent X. Genest , Hiroshi Miki , Luc Vinet , Alexei Zhedanov

In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. We introduce the concept of multivariate discrete copulas, discuss their equivalence to…

Methodology · Statistics 2015-12-18 Roman Schefzik

The classical Szeg\"o theorem can be stated in terms of the sequence of model spaces. In this article, we are interested in the generalization of the Szeg\"o theorem in the case of the sequence of powers of finite Blaschke products.

Spectral Theory · Mathematics 2010-06-10 Benoit Barusseau

The one variable Bernstein-Szego theory for orthogonal polynomials on the real line is extended to a class of two variable measures. The polynomials orthonormal in the total degree ordering and the lexicographical ordering are constructed…

Classical Analysis and ODEs · Mathematics 2012-04-25 Antonia M. Delgado , Jeffrey S. Geronimo , Plamen Iliev , Yuan Xu

We introduce a theory of orthogonal polynomials on the unit sphere of the quaternions based on the notion of a $q$-positive measure (which originated in a work of Alpay, Colombo, the second author and Sabadini). The results we extend to…

Classical Analysis and ODEs · Mathematics 2026-05-11 Connor J. Gauntlett , David P. Kimsey
‹ Prev 1 2 3 10 Next ›