Digital Library of Mathematical Functions
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18 Orthogonal PolynomialsOther Orthogonal Polynomials

§18.31 Bernstein–Szegö Polynomials

Let \rho(x) be a polynomial of degree \ell and positive when -1\leq x\leq 1. The Bernstein–Szegö polynomials \{p_{n}(x)\}, n=0,1,\dots, are orthogonal on (-1,1) with respect to three types of weight function: (1-x^{2})^{{-\frac{1}{2}}}(\rho(x))^{{-1}}, (1-x^{2})^{{\frac{1}{2}}}(\rho(x))^{{-1}}, (1-x)^{{\frac{1}{2}}}(1+x)^{{-\frac{1}{2}}}(\rho(x))^{{-1}}. In consequence, p_{n}(\mathop{\cos\/}\nolimits\theta) can be given explicitly in terms of \rho(\mathop{\cos\/}\nolimits\theta) and sines and cosines, provided that \ell<2n in the first case, \ell<2n+2 in the second case, and \ell<2n+1 in the third case. See Szegö (1975, §2.6).