Summary: Measures, orthogonal polynomials,
and continued fractions
Michael Anshelevich
November 7, 2008
MEASURES AND ORTHOGONAL POLYNOMIALS.
1
MEASURES AND ORTHOGONAL POLYNOMIALS.
µ a positive measure on R.
2
MEASURES AND ORTHOGONAL POLYNOMIALS.
µ a positive measure on R.
A linear functional µ[P] = P(x) dµ(x),
µ : R[x] R.
3
MEASURES AND ORTHOGONAL POLYNOMIALS.
µ a positive measure on R.
A linear functional µ[P] = P(x) dµ(x),
µ : R[x] R.
Positive:
µ[P(x)2] 0.