In this work we study the problem of orthogonality with respect to a sum of measures or functionals. First we consider the case where one of the functionals is arbitrary and quasidefinite and the other one is the Lebesgue normalized functional. Next we study the sum of two positive measures. The first one is arbitrary and the second one is the Lebesgue normalized measure and we obtain some relevant properties concerning the new measure. Finally we consider the sum of a Bernstein-Szeg" o measure and the Lebesgue measure. In this case we obtain more simple explicit algebraic relations as well as the relation between the corresponding Szeg" o's functions.
In the present paper we study the orthogonal polynomials with respect to a measure which is the sum of a finite positive Borel measure on [0, 2π] and a Bernstein-Szegö measure. We prove that the measure sum belongs to the Szegö class and we obtain several properties about the norms of the orthogonal polynomials, as well as, about the coefficients of the expression which relates the new orthogonal polynomials with the Bernstein-Szegö polynomials. When the Bernstein-Szegö measure corresponds to a polynomial of degree one, we give a nice explicit algebraic expression for the new orthogonal polynomials.
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