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Polynomials orthogonal on the unit circle with random recurrence coefficients

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Methods of Approximation Theory in Complex Analysis and Mathematical Physics

Part of the book series: Lecture Notes in Mathematics ((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.

Supported in part by NSF grant DMS-9005944

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Authors and Affiliations

  1. Math. Dept., Georgia Tech., 30332, Atlanta, GA, USA

    J. S. Geronimo

Authors
  1. J. S. Geronimo
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Editor information

Andrei A. Gonchar Edward B. Saff

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© 1993 The Euler International Mathematical Institute

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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. https://doi.org/10.1007/BFb0117473

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  • DOI: https://doi.org/10.1007/BFb0117473

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56931-2

  • Online ISBN: 978-3-540-47792-1

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