Ruin theory

In mathematics, a Szegő polynomial is one of a family of orthogonal polynomials for the Hermitian inner product

$\int _{-\pi }^{\pi }f(e^{i\theta }){\overline {g(e^{i\theta })}}\,d\mu$

where dμ is a given positive measure on [−π, π].

References

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• G. Szegő, "Orthogonal polynomials", Colloq. Publ., 33, Amer. Math. Soc. (1967)

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