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arXiv · 1609.06733

A note on Wall's modification of the Schur algorithm and linear pencils of Jacobi matrices

Maxim Derevyagin
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Abstract

In this note we revive a transformation that was introduced by H. S. Wall and that establishes a one-to-one correspondence between continued fraction representations of Schur, Carath\'eodory, and Nevanlinna functions. This transformation can be considered as an analog of the Szeg\H{o} mapping but it is based on the Cayley transform, which relates the upper half-plane to the unit disc. For example, it will be shown that, when applying the Wall transformation, instead of OPRL, we get a sequence of orthogonal rational functions that satisfy three-term recurrence relation of the form $(H-\lambda J)u=0$, where $u$ is a semi-infinite vector, whose entries are the rational functions. Besides, $J$ and $H$ are Hermitian Jacobi matrices for which a version of the Denisov-Rakhmanov theorem holds true. Finally we will demonstrate how pseudo-Jacobi polynomials (aka Routh-Romanovski polynomials) fit into the picture.

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Maxim Derevyagin. 2016-09-21. A note on Wall's modification of the Schur algorithm and linear pencils of Jacobi matrices. https://arxiv.org/abs/1609.06733

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