Szegő polynomial

From HandWiki

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

f|g=ππf(eiθ)g(eiθ)dμ

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

ϕn+1(z)=zϕn(z)+ρn+1ϕn*(z)

where ρn+1 is a parameter, called the reflection coefficient or the Szegő parameter.

See also

References