Szegő polynomial

In mathematics, a Szegő polynomial is one of a family of orthogonal polynomials for the Hermitian inner product

where dμ is a given positive measure on [−π, π]. Writing for the polynomials, they obey a recurrence relation

where is a parameter, called the reflection coefficient or the Szegő parameter.

See also Cayley transform Schur class Favard's theorem

References

G. Szegő, "Orthogonal polynomials", Colloq. Publ., 33, Amer. Math. Soc. (1967)