In mathematics, a Szegő polynomial is one of a family of orthogonal polynomials for the Hermitian inner product
⟨ f | g ⟩ = ∫ − π π f ( e i θ ) g ( e i θ ) ¯ d μ {\displaystyle \langle f|g\rangle =\int _{-\pi }^{\pi }f(e^{i\theta }){\overline {g(e^{i\theta })}}\,d\mu }
where dμ is a given positive measure on [−π, π]. Writing ϕ n ( z ) {\displaystyle \phi _{n}(z)} for the polynomials, they obey a recurrence relation
ϕ n + 1 ( z ) = z ϕ n ( z ) + ρ n + 1 ϕ n ∗ ( z ) {\displaystyle \phi _{n+1}(z)=z\phi _{n}(z)+\rho _{n+1}\phi _{n}^{*}(z)}
where ρ n + 1 {\displaystyle \rho _{n+1}} is a parameter, called the reflection coefficient or the Szegő parameter.
See also Cayley transform Schur class Favard's theorem
References Bultheel, A. (2001) [1994], "Szegö polynomial", Encyclopedia of Mathematics, EMS Press G. Szegő, "Orthogonal polynomials", Colloq. Publ., 33, Amer. Math. Soc. (1967)
