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Polynomials orthogonal on the unit circle with random recurrence coefficients

  • J. S. Geronimo
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1550)

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.

Keywords

Compact Subset Lyapunov Exponent Unit Circle Ergodic Theorem Continuous Component 
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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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