Let E(1)=boolean OR(j=1)(1) [phi(2j-1), phi(2j)]subset of or equal to[
0, 2 pi], R(phi)=Pi(j=1)(21) sin((phi-phi(j))/2) and 1/r(phi)=(-1)(j)/
root\R(phi)\ for phi is an element of(phi(2j-1), phi(2j)). Furthermore
let V, W be arbitrary real trigonometric polynomials such that R = V
W and let A(phi) be a real trigonometric polynomial which has no zero
in E(1). First we derive an explicit representation of the Caratheodor
y function associated with f(phi;W) = W(phi/A(phi) r(phi) on E(1). Wit
h the help of this result the polnomials (P-n(z), which are orthogonal
on the set of arcs Gamma(E1): = {e(i phi):phi is an element of E(1)}
with respect to f(phi; W), are completely characterized by a quadratic
equation. (In fact a more general case including Dirac-mass points is
considered.) This characterization is the basis of ail of our further
investigations on polynomials orthogonal on several arcs as the descr
iption of that measures which generate orthogonal polynomials with per
iodic or asymptotically periodic reflection coefficients, the explicit
representation of the orthogonality measure of the associated polynom
ials, the asymptotic representation of polynomials orthogonal on Gamma
(E1), etc. (C) 1996 Academic Press, Inc.