A new criterion for Schur stability is derived by using basic results of the theory of orthogonal polynomials. In particular, we use the relation between orthogonal polynomials on the real line and on the unit circle known as the Szegő transformation. Some examples are presented.
AbstractA theory of minimal realizations of rational matrix functions W(λ) in the “pencil” form W(λ) = C(λA1 − A2)−1B is developed. In particular, properties of the pencil λA1 − A2 are discussed when W(λ) is hermitian on the real line, and when W(λ) is hermitian on the unit circle.
In this paper, we give bounds on the variance of the number of points of the Circular and the Gaussian [Formula: see text] Ensemble in arcs of the unit circle or intervals of the real line. These bounds are logarithmic with respect to the renormalized length of these sets, which is expected to be optimal up to a multiplicative constant depending only on [Formula: see text].