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Matrix polynomials orthogonal with respect to a non-symmetric matrix of measures

Zygmunt M. J.

Opuscula Mathematica

2016

Vol. 36, no. 3

409--423

The paper focuses on matrix-valued polynomials satisfying a three-term recurrence relation with constant matrix coefficients. It is shown that they form an orthogonal system with respect to a matrix of measures, not necessarily symmetric. Moreover, it is stated the condition on the coefficients of the recurrence formula for which the matrix measure is symmetric.