This book generalises the classical theory of orthogonal polynomials on the complex unit circle, or on the real line to orthogonal rational functions whose poles are among a prescribed set of complex numbers. The first part treats the case where these poles are all outside the unit disk or in the lower half plane. Classical topics such as recurrence relations, numerical quadrature, interpolation properties, Favard theorems, convergence, asymptotics, and moment problems are generalised and treated in detail. The same topics are discussed for the different situation where the poles are located on the unit circle or on the extended real line. In the last chapter, several applications are mentioned including linear prediction, Pisarenko modelling, lossless inverse scattering, and network synthesis. This theory has many applications in theoretical real and complex analysis, approximation theory, numerical analysis, system theory, and in electrical engineering.

Models of dynamical systems are of great importance in almost all fields of science and engineering and specifically in control, signal processing and information science. A model is always only an approximation of a real phenomenon so that having an approximation theory which allows for the analysis of model quality is a substantial concern. The use of rational orthogonal basis functions to represent dynamical systems and stochastic signals can provide such a theory and underpin advanced analysis and efficient modelling. It also has the potential to extend beyond these areas to deal with many problems in circuit theory, telecommunications, systems, control theory and signal processing. Modelling and Identification with Rational Orthogonal Basis Functions affords a self-contained description of the development of the field over the last 15 years, furnishing researchers and practising engineers working with dynamical systems and stochastic processes with a standard reference work.

Special functions and orthogonal polynomials in particular have been around for centuries. Can you imagine mathematics without trigonometric functions, the exponential function or polynomials? In the twentieth century the emphasis was on special functions satisfying linear differential equations, but this has now been extended to difference equations, partial differential equations and non-linear differential equations. The present set of lecture notes containes seven chapters about the current state of orthogonal polynomials and special functions and gives a view on open problems and future directions. The topics are: computational methods and software for quadrature and approximation, equilibrium problems in logarithmic potential theory, discrete orthogonal polynomials and convergence of Krylov subspace methods in numerical linear algebra, orthogonal rational functions and matrix orthogonal rational functions, orthogonal polynomials in several variables (Jack polynomials) and separation of variables, a classification of finite families of orthogonal polynomials in Askey’s scheme using Leonard pairs, and non-linear special functions associated with the Painlevé equations.

The general theory of orthogonal polynomials was developed in the late 19th century from a study of continued fractions by P. L. Chebyshev, even though special cases were introduced earlier by Legendre, Hermite, Jacobi, Laguerre, and Chebyshev himself. It was further developed by A. A. Markov, T. J. Stieltjes, and many other mathematicians. The book by Szego, originally published in 1939, is the first monograph devoted to the theory of orthogonal polynomials and its applications in many areas, including analysis, differential equations, probability and mathematical physics. Even after all the years that have passed since the book first appeared, and with many other books on the subject published since then, this classic monograph by Szego remains an indispensable resource both as a textbook and as a reference book. It can be recommended to anyone who wants to be acquainted with this central topic of mathematical analysis.

Special functions and orthogonal polynomials in particular have been around for centuries. Can you imagine mathematics without trigonometric functions, the exponential function or polynomials? The present set of lecture notes contains seven chapters about the current state of orthogonal polynomials and special functions and gives a view on open problems and future directions.

An encyclopedic presentation of general orthogonal polynomials, placing emphasis on asymptotic behaviour and zero distribution.

This book presents contributions of international and local experts from the African Institute for Mathematical Sciences (AIMS-Cameroon) and also from other local universities in the domain of orthogonal polynomials and applications. The topics addressed range from univariate to multivariate orthogonal polynomials, from multiple orthogonal polynomials and random matrices to orthogonal polynomials and Painlevé equations. The contributions are based on lectures given at the AIMS-Volkswagen Stiftung Workshop on Introduction of Orthogonal Polynomials and Applications held on October 5–12, 2018 in Douala, Cameroon. This workshop, funded within the framework of the Volkswagen Foundation Initiative "Symposia and Summer Schools", was aimed globally at promoting capacity building in terms of research and training in orthogonal polynomials and applications, discussions and development of new ideas as well as development and enhancement of networking including south-south cooperation.

"Oulines an array of recent work on the analytic theory and potential applications of continued fractions, linear functionals, orthogonal functions, moment theory, and integral transforms. Describes links between continued fractions. Pade approximation, special functions, and Gaussian quadrature."

Presents an overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. This book discusses topics such as asymptotics of Toeplitz determinants (Szego's theorems), and limit theorems for the density of the zeros of orthogonal polynomials.

This two-part book is a comprehensive overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. A major theme involves the connections between the Verblunsky coefficients (the coefficients of the recurrence equation for the orthogonal polynomials) and the measures, an analog of the spectral theory of one-dimensional Schrodinger operators. Among the topics discussed along the way are the asymptotics of Toeplitz determinants (Szego's theorems), limit theorems for the density of the zeros of orthogonal polynomials, matrix representations for multiplication by $z$ (CMV matrices), periodic Verblunsky coefficients from the point of view of meromorphic functions on hyperelliptic surfaces, and connections between the theories of orthogonal polynomials on the unit circle and on the real line.