Ruin theory

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

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

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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