Polynomials orthogonal on the unit circle with random recurrence coefficients
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- Geronimo J.S. (1993) Polynomials orthogonal on the unit circle with random recurrence coefficients. In: Gonchar A.A., Saff E.B. (eds) Methods of Approximation Theory in Complex Analysis and Mathematical Physics. Lecture Notes in Mathematics, vol 1550. Springer, Berlin, Heidelberg
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.
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