A DIFFERENCE EQUATION ARISING FROM THE TRIGONOMETRIC MOMENT PROBLEM HAVING RANDOM REFLECTION COEFFICIENTS - AN OPERATOR THEORETIC APPROACH

Authors
GERONIMO JS TEPLYAEV A
Citation
Js. Geronimo et A. Teplyaev, A DIFFERENCE EQUATION ARISING FROM THE TRIGONOMETRIC MOMENT PROBLEM HAVING RANDOM REFLECTION COEFFICIENTS - AN OPERATOR THEORETIC APPROACH, Journal of functional analysis, 123(1), 1994, pp. 12-45
Citations number
22
Categorie Soggetti
Mathematics, Pure",Mathematics
Journal title
Journal of functional analysis → ACNP
ISSN journal
00221236
Volume
123
Issue
1
Year of publication
1994
Pages
12 - 45
Database
ISI
SICI code
0022-1236(1994)123:1<12:ADEAFT>2.0.ZU;2-Q
Abstract
Operators associated with polynomials orthogonal on the unit circle an d their doubly infinite analogs are considered. We assume that the ele ments in the operators are obtained from a stationary stochastic proce ss and we investigate the properties of the spectrum of these operator s. Lyapunov exponents are introduced and we examine their relationship with the absolutely continuous components of the spectrum of the abov e operators. (C) 1994 Academic Press, Inc.