Orthogonal polynomials on the unit circle and chain sequences

Szego{double acute} has shown that real orthogonal polynomials on the unit circle can be mapped to orthogonal polynomials on the interval [-1,1] by the transformation 2x=z+z-1. In the 80's and 90's Delsarte and Genin showed that real orthogonal polynomials on the unit circle can be mapped to symmetric orthogonal polynomials on the interval [-1,1] using the transformation 2x=z1/2+z-1/2. We extend the results of Delsarte and Genin to all orthogonal polynomials on the unit circle. The transformation maps to functions on [-1,1] that can be seen as extensions of symmetric orthogonal polynomials on [-1,1] satisfying a three-term recurrence formula with real coefficients {cn} and {dn}, where {dn} is also a positive chain sequence. Via the results established, we obtain a characterization for a point w(|w|=1) to be a pure point of the measure involved. We also give a characterization for orthogonal polynomials on the unit circle in terms of the two sequences {cn} and {dn}. © 2013 Elsevier Inc.

Szegö polynomials: quadrature rules on the unit circle and on [-1, 1]

We consider some of the relations that exist between real Szegö polynomials and certain para-orthogonal polynomials defined on the unit circle, which are again related to certain orthogonal polynomials on [-1, 1] through the transformation x = (z1/2+z1/2)/2. Using these relations we study the interpolatory quadrature rule based on the zeros of polynomials which are linear combinations of the orthogonal polynomials on [-1, 1]. In the case of any symmetric quadrature rule on [-1, 1], its associated quadrature rule on the unit circle is also given.