Lommel polynomials and explicitly solvable prediction problems on the unit circle
To each finite symmetric measure $\sigma$ on the real line, with support a compact subset of $(-2,2)$, we associate a measure $\mu$ on the unit circle by transporting mass at $\pm x$ to $e^{\pm i\theta(x)}$, $\theta(x)=2\arcsin(x/2)$. The linear prediction errors, Verblunsky coefficients, and Toeplitz determinants of $...