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A Difference Equation Arising from the Trigonometric Moment Problem Having Random Reflection Coefficients - An Operator Theoretic Approach

✍ Scribed by J.S. Geronimo; A. Teplyaev


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
926 KB
Volume
123
Category
Article
ISSN
0022-1236

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✦ Synopsis


Operators associated with polynomials orthogonal on the unit circle and their doubly infinite analogs are considered. We assume that the elements in the operators are obtained from a stationary stochastic process and we investigate the properties of the spectrum of these operators. Lyapunov exponents are introduced and we examine their relationship with the absolutely continuous components of the spectrum of the above operators. 1994 Academic Press, Inc.