Polynomials orthogonal on the unit circle with random recurrence coefficients

  • J. S. Geronimo
Conference paper

DOI: 10.1007/BFb0117473

Part of the Lecture Notes in Mathematics book series (LNM, volume 1550)
Cite this paper as:
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

Abstract

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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Copyright information

© The Euler International Mathematical Institute 1993

Authors and Affiliations

  • J. S. Geronimo
    • 1
  1. 1.Math. Dept.Georgia Tech.AtlantaUSA

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