Methods of Approximation Theory in Complex Analysis and Mathematical Physics

Volume 1550 of the series Lecture Notes in Mathematics pp 43-61


Polynomials orthogonal on the unit circle with random recurrence coefficients

  • J. S. GeronimoAffiliated withMath. Dept., Georgia Tech.

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Polynomials orthogonal on the unit circle whose recurrence coefficients are generated from a stationary stochastic process are considered. A Lyapunov exponent introduced and its properties are related to absolutely continuous components of the orthogonality measure.