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# Untitled Document

A connection between orthogonal polynomials on the unit circle

and matrix orthogonal polynomials on the real line

| M.J. Cantero, M.P. Ferrer, L. Moral, L. Velázquez |
| --- |
| Departamento de Matemática Aplicada. Universidad de Zaragoza. Spain. |

Abstract

Szegő’s procedure to connect orthogonal polynomials on the unit circle and orthogonal polynomials on $`[1,1]`$ is generalized to nonsymmetric measures. It generates the so-called semi-orthogonal functions on the linear space of Laurent polynomials $`\mathrm{\Lambda }`$, and leads to a new orthogonality structure in the module $`\mathrm{\Lambda }\times \mathrm{\Lambda }`$. This structure can be interpreted in terms of a $`2\times 2`$ matrix measure on $`[1,1]`$, and semi-orthogonal functions provide the corresponding sequence of orthogonal matrix polynomials. This gives a connection between orthogonal polynomials on the unit circle and certain classes of matrix orthogonal polynomials on $`[1,1]`$. As an application, the strong asymptotics of these matrix orthogonal polynomials is derived, obtaining an explicit expression for the corresponding Szegő’s matrix function.

Keywords and phrases: Orthogonal Polynomials, Semi-orthogonal Functions, Matrix Orthogonal Polynomials, Asymptotic Properties

(1991) AMS Mathematics Subject Classification : 42C05

1. Introduction. Semi-orthogonal functions

From long time ago, it is well known that there exists a simple relation between orthogonal polynomials (OP) on the unit circle ($`\mathrm{𝕋}`$) and OP on $`[1,1]`$ (see ). This close relationship provides a method to translate results from OP on $`\mathrm{𝕋}`$ to OP on $`[1,1]`$. For instance, this idea was largely exploited to get asymptotic properties of OP on $`[1,1]`$ starting from the asymptotics of OP on $`\mathrm{𝕋}`$ . However, this relation is valid only for symmetric measures on $`\mathrm{𝕋}`$. Recently it has been shown that above procedure can be generalized to arbitrary measures on $`\mathrm{𝕋}`$, giving a connection between any sequence of OP on $`\mathrm{𝕋}`$ and the so-called semi-orthogonal functions .

As we will see, semi-orthogonal functions are given in terms of a sequence of two-dimensional matrix polynomials. The orthogonality properties of semi-orthogonal functions implies that these matrix polynomials are quasi-orthogonal with respect to some two-dimensional matrix measure related to the measure on $`\mathrm{𝕋}`$. A sequence of matrix OP with respect to this matrix measure can be explicitly constructed from above quasi-orthogonal matrix polynomials. This gives a connection between OP on $`\mathrm{𝕋}`$ and a class of two-dimensional matrix OP on the real line.

Matrix OP on the real line appear in the Lanczos method for block matrices , in the spectral theory of doubly infinite Jacobi matrices  and discrete Sturm-Liouville operators , in the analysis of sequences of polynomials satisfying higher order recurrence relations , rational approximation and system theory . Unfortunately their study is much more complicated and few things are known if compared with the scalar case (some nice surveys are ).

Previous connections between scalar and matrix OP appear in  () where it is derived a relation between scalar OP on an algebraic harmonic curve (lemniscata) and matrix OP on the real line (unit circle). Using a similar technique, a connection between scalar OP with respect to a discrete Sobolev inner product and matrix OP is presented in  (which is a consequence of the fact that OP with respect to a discrete Sobolev inner product satisfy a higher order recurrence relation, see ). These connections are more general than the one given in this paper because they deal with matrix OP of arbitrary dimension. However, they link matrix OP with “unknown words”, in the sense that not too much is known about the different kind of OP that they connect with matrix OP. So, they are not too useful to get new results for matrix OP.

On the contrary, the connection presented in this paper, although much more restricted, let us translate results from the more “known word” of scalar OP on the unit circle to a great variety of two-dimensional matrix OP. So, it provides many models of matrix OP where many things can be known and that, therefore, can be used to get or check some ideas about new results for matrix OP. Here we have to point out that for certain applications, like the study of the doubly infinite matrices that appear in discrete Sturm-Liouville problems on the real line, only two-dimensional matrix OP are needed .

As an example of the utility of the present connection we derive the strong asymptotics of these matrix OP when the corresponding matrix measure belongs to the Szegő’s class. General results about this situation can be found in , where a generalization of the connection between the real line and $`\mathrm{𝕋}`$ for matrix OP is used again to obtain the asymptotics in the real line from the asymptotics in $`\mathrm{𝕋}`$. However, the problem is far from being closed since there is no explicit expression for the Szegő’s matrix function that gives the asymptotic behavior and only some general properties are known. The connection given here let us obtain explicitly this Szegő’s matrix function for a class of two-dimensional matrix measures. Other results about asymptotics of matrix OP, such as ratio and relative asymptotics, appear in  and  respectively.

Now, we proceed to introduce the starting point of our discussion, the semi-orthogonal functions, summarizing some results in  with a sketch of some proofs there for the convenience of the reader.

First of all we fix some notations. The real vector space of polynomials with real coefficients is denoted by $`𝒫`$, the subspace of $`𝒫`$ of polynomials with degree less than or equal to $`n`$ is $`𝒫_n`$ and $`𝒫_n^\mathrm{\#}`$ is the subset of $`𝒫_n`$ constituted by those polynomials whose degree is exactly $`n`$. Also, $`\mathrm{\Lambda }`$ is the complex vector space of Laurent polynomials, that is, $`\mathrm{\Lambda }=_{n=0}^{\mathrm{}}\mathrm{\Lambda }_{n,n}`$ where $`\mathrm{\Lambda }_{m,n}=\left\{_{k=m}^n\alpha _kz^k\right|\alpha _k\mathrm{}\}`$ for $`mn`$. The elements of $`\mathrm{\Lambda }_{m,n}`$ such that $`\alpha _m,\alpha _n0`$ form the subset $`\mathrm{\Lambda }_{m,n}^\mathrm{\#}`$. For an arbitrary complex number $`\alpha `$, their real and imaginary parts are denoted $`\mathrm{}\alpha `$ and $`\mathrm{}\alpha `$ respectively.

Taking into account the usual identification between the unit circle $`\mathrm{𝕋}=\{e^{i\theta }|\theta [0,2\pi )\}`$ and the interval $`[0,2\pi )`$, we talk about a measure on $`\mathrm{𝕋}`$ when we deal with a measure with support on $`[0,2\pi )`$. With this convention, in what follows $`d\mu `$ is a measure on $`\mathrm{𝕋}`$ with finite moments. Unless we say explicitly that it is an arbitrary measure on $`\mathrm{𝕋}`$, we suppose that $`d\mu `$ is a positive measure with infinite support. Then, the sesquilinear functional $`<,>_{d\mu }`$ on $`\mathrm{\Lambda }`$ defined by

$$<f,g>_{d\mu }=_0^{2\pi }f(e^{i\theta })\overline{g(e^{i\theta })}d\mu (\theta ),f,g\mathrm{\Lambda },$$

is an inner product and, hence, there exists a unique sequence $`(\varphi _n)\genfrac{}{}{0pt}{}{}{n0}`$ of monic OP with respect to $`<,>_{d\mu }`$. If, as it is usual, $`\varphi _n^{}`$ denotes the reversed polynomial of $`\varphi _n`$ ($`\varphi _n^{}(z)=z^n\overline{\varphi }_n(z^1)`$), then, it is well known that OP are determined by the so-called Schur parameters $`a_n=\varphi _n(0)`$ through the recurrence

$$\begin{array}{cc}& \varphi _0(z)=1,\hfill \\ & \varphi _n(z)=z\varphi _{n1}(z)+a_n\varphi _{n1}^{}(z),n1.\hfill \end{array}$$
$`(1)`$
If we denote by $`b_n`$ the coefficient of $`z^{n1}`$ in $`\varphi _n(z)`$, from (1) we have that

$$b_n=b_{n1}+a_n\overline{a}_{n1},n1.$$
$`(2)`$
Notice that $`b_0=0`$ and

$$b_n=\underset{k=1}{\overset{n}{}}a_k\overline{a}_{k1},n1.$$
$`(3)`$
We can use (1) to show that the positive constants $`\epsilon _n=<\varphi _n,\varphi _n>_{d\mu }`$ are related to the Schur parameters by

$$\frac{\epsilon _n}{\epsilon _{n1}}=1|a_n|^2,n1.$$
$`(4)`$
This relation implies that $`|a_n|<1`$ for $`n1`$ and that the sequence $`(\epsilon _n)\genfrac{}{}{0pt}{}{}{n0}`$ must be strictly decreasing. Besides, (4) gives the following expression for $`\epsilon _n`$

$$\epsilon _n=\underset{k=1}{\overset{n}{}}(1|a_k|^2)\epsilon _0,n1.$$
$`(5)`$
Orthonormal polynomials are defined up to a factor with unit module, but they can be fixed if we ask for their leading coefficients to be real and positive. In this case we denote the $`n`$-th orthonormal polynomial by $`\phi _n`$, and the corresponding leading coefficient by $`\kappa _n`$. It is clear that $`\kappa _n=\epsilon _n^{1/2}`$ and, thus, $`(\kappa _n)\genfrac{}{}{0pt}{}{}{n0}`$ is strictly increasing.

The symmetric measure of $`d\mu `$ is

$$d\stackrel{~}{\mu }(\theta )=d\mu (2\pi \theta ),\theta [0,2\pi ),$$

and the measure $`d\mu `$ is said to be symmetric iff $`d\stackrel{~}{\mu }=d\mu `$. This is equivalent to affirm that the monic OP have real coefficients, which, in sight of (1), is in fact equivalent to state that the Schur parameters are real.

With the intention of connecting $`\mathrm{𝕋}`$ with the interval $`[1,1]`$, for $`z\mathrm{}\{0\}`$ we write $`x=(z+z^1)/2`$ and $`y=(zz^1)/2i`$ (therefore $`z=x+iy,z^1=xiy`$ and $`x^2+y^2=1`$). Both expressions give a transformation in the complex plane that maps $`\mathrm{𝕋}`$ on the interval $`[1,1]`$. Moreover, they map bijectively onto $`\mathrm{}[1,1]`$ the exterior of $`\mathrm{𝕋}`$ as well as its interior excepting the origin. So, when restricted to these domains we can invert the transformations giving, for example, $`z=x+\sqrt{x^21}`$ (the choice of the square root must be done according to the location of $`z`$: exterior or interior to $`\mathrm{𝕋}`$). Also, the transformation $`x=(z+z^1)/2`$ maps biyectively the upper as well as the lower closed half $`\mathrm{𝕋}`$ onto $`[1,1]`$ (in this case, writing $`z=e^{i\theta }`$, it is $`x=\mathrm{cos}\theta `$). So, by composition with the corresponding inverse transformations, the measure $`d\mu `$ provides two projected measures $`d\nu _1`$, $`d\nu _2`$ on $`[1,1]`$, being

$$\begin{array}{cc}& d\nu _1(x)=d\mu (\mathrm{arccos}x),\hfill \\ & d\nu _2(x)=d\stackrel{~}{\mu }(\mathrm{arccos}x).\hfill \end{array}$$
$`(6)`$
The condition of symmetry for $`d\mu `$ is equivalent to the equality $`d\nu _1=d\nu _2`$.

Now, we wish to arrive at a family of polynomials with real coefficients, orthogonal with respect to an inner product defined through the measures $`d\nu _1`$, $`d\nu _2`$. To this end, and following , we start by introducing previously the so called semi-orthogonal functions.

Definition 1. The semi-orthogonal functions (SOF) associated to the measure $`d\mu `$ are the functions $`f_n^{(k)}:\mathrm{}\{0\}\mathrm{},n1,k=1,2`$, defined by

$$\begin{array}{cc}& f_n^{(1)}(z)=\frac{z\varphi _{2n1}(z)+\varphi _{2n1}^{}(z)}{2^nz^n},\hfill \\ & f_n^{(2)}(z)=\frac{z\varphi _{2n1}(z)\varphi _{2n1}^{}(z)}{i2^nz^n},\hfill \end{array}$$

where $`\varphi _n,n1`$, are the monic OP with respect to $`<,>_{d\mu }`$.

The expressions in above definition are the same used in Szegő’s method, with the difference that we consider here monic OP with complex instead of real coefficients. Let us go to summarize some interesting properties of SOF :

Proposition 1. The SOF associated to $`d\mu `$ satisfy:

i) $`\overline{f}_n^{(k)}(z^1)=f_n^{(k)}(z)`$ and there is a unique decomposition

$$f_n^{(k)}(z)=f_n^{(k1)}(x)+yf_n^{(k2)}(x),f_n^{(kj)}𝒫.$$

More precisely, $`f_n^{(11)}𝒫_n^\mathrm{\#}`$, $`f_n^{(22)}𝒫_{n1}^\mathrm{\#}`$, both monic polynomials, and $`f_n^{(21)}𝒫_{n1},f_n^{(12)}𝒫_{n2}`$.

ii) The family of functions $`_n=\{1\}\left(_{m=1}^n\{f_m^{(1)},f_m^{(2)}\}\right)`$ is a basis of $`\mathrm{\Lambda }_{n,n}`$ for all $`n1`$. The matrix of $`<,>_{d\mu }`$ with respect to the basis $`=_{n1}_n`$ of $`\mathrm{\Lambda }`$ is a diagonal-block one

$$\left(\begin{array}{cccc}\epsilon _0& 0& 0& \mathrm{}\\ 0& C_1& 0& \mathrm{}\\ 0& 0& C_2& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right),$$
$`(7)`$
where

$$C_n=\frac{\epsilon _{2n1}}{2^{2n1}}\left(\begin{array}{cc}1\mathrm{}a_{2n}& \mathrm{}a_{2n}\\ \mathrm{}a_{2n}& 1+\mathrm{}a_{2n}\end{array}\right),n1,$$
$`(8)`$
being $`a_n`$ the Schur parameters related to $`d\mu `$ and $`\epsilon _n`$ given in (5).

Proof. From the definition of $`\varphi _n^{}`$ we have that

$$\begin{array}{cc}& f_n^{(1)}(z)=2^n(z^{n+1}\varphi _{2n1}(z)+z^{n1}\overline{\varphi }_{2n1}(z^1)),\hfill \\ & f_n^{(2)}(z)=i2^n(z^{n+1}\varphi _{2n1}(z)z^{n1}\overline{\varphi }_{2n1}(z^1)),\hfill \end{array}$$

and, thus, $`\overline{f}_n^{(k)}(z^1)=f_n^{(k)}(z)`$.

If the decomposition given in i) exits, it must be unique. If we suppose two such decompositions

$$f_n^{(k)}(z)=f_n^{(k1)}(x)+yf_n^{(k2)}(x)=g_n^{(k1)}(x)+yg_n^{(k2)}(x),f_n^{(kj)},g_n^{(kj)}𝒫,$$

then

$$f_n^{(k)}(z^1)=f_n^{(k1)}(x)yf_n^{(k2)}(x)=g_n^{(k1)}(x)yg_n^{(k2)}(x),$$

and above equalities give $`f_n^{(kj)}=g_n^{(kj)}`$ for $`k=1,2`$.

To see that this decomposition exist, let us write $`\varphi _n(z)=_{k=0}^n\alpha _kz^k,\alpha _k\mathrm{}`$, with $`\alpha _n=1`$. Then,

$$\begin{array}{cc}\hfill f_n^{(1)}(z)& =2^nz^n\underset{k=0}{\overset{2n1}{}}(\alpha _kz^{k+1}+\overline{\alpha }_kz^{2nk1})\hfill \\ & =T_n(x)+\underset{j=0}{\overset{n1}{}}2^{jn}\mathrm{}(\alpha _{nj1}+\alpha _{n+j1})T_j(x)\hfill \\ & +y\underset{j=0}{\overset{n2}{}}2^{j+1n}\mathrm{}(\alpha _{nj2}+\alpha _{n+j})U_j(x),\hfill \end{array}$$
$`(9)`$
where $`T_j(x)=2^j(z^j+z^j)`$ and $`U_j(x)=iy^12^{j1}(z^{j+1}z^{j1})`$ are respectively the $`j`$-th Tchebychev monic polynomials of first and second kind (see for example  or ). This proves i) for $`f_n^{(1)}`$. The proof for $`f_n^{(2)}`$ is similar.

Notice that $`f_n^{(k)}\mathrm{\Lambda }_{n,n}^\mathrm{\#}`$ for $`i=1,2`$. In fact, $`f_n^{(1)}(z)=2^n(z^n+z^n)+\mathrm{}`$ and $`f_n^{(2)}(z)=i2^n(z^nz^n)+\mathrm{}`$, where the dots mean terms belonging to $`\mathrm{\Lambda }_{n+1,n1}`$. Thus, it is obvious that $`_n`$ is a basis of $`\mathrm{\Lambda }_{n,n}`$. The block-diagonal structure (7) of the matrix of $`<,>_{d\mu }`$ with respect to $`,`$

$$\left(\begin{array}{cccc}<1,1>_{d\mu }& <1,f_1^{(1)}>_{d\mu }& <1,f_1^{(2)}>_{d\mu }& \mathrm{}\\ <f_1^{(1)},1>_{d\mu }& <f_1^{(1)},f_1^{(1)}>_{d\mu }& <f_1^{(1)},f_1^{(2)}>_{d\mu }& \mathrm{}\\ <f_1^{(2)},1>_{d\mu }& <f_1^{(2)},f_1^{(1)}>_{d\mu }& <f_1^{(2)},f_1^{(2)}>_{d\mu }& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)$$

is just a direct consequence of the orthogonality relations for $`\varphi _n`$ and $`\varphi _n^{}`$, that is, the only conditions $`<\varphi _n,z^k>_{d\mu }=<\varphi _n^{},z^{k+1}>_{d\mu }=0`$ for $`0kn1`$ imply $`<1,f_n^{(k)}>_{d\mu }=<f_n^{(k)},f_m^{(j)}>_{d\mu }=0`$ for $`nm`$ and $`k,j=1,2`$.

Finally, the expression (8) for the matrix

$$C_n=\left(\begin{array}{cc}<f_n^{(1)},f_n^{(1)}>_{d\mu }& <f_n^{(1)},f_n^{(2)}>_{d\mu }\\ <f_n^{(2)},f_n^{(1)}>_{d\mu }& <f_n^{(2)},f_n^{(2)}>_{d\mu }\end{array}\right)$$

follows straightforward from the relations $`<\varphi _n^{},\varphi _n^{}>_{d\mu }=<\varphi _n,\varphi _n>_{d\mu }=\epsilon _n`$ and $`<z\varphi _n,\varphi _n^{}>_{d\mu }=\epsilon _na_{n+1}`$, the last one obtained from the recurrence formula (1).

Notice that the property i) implies that SOF are real on $`\mathrm{𝕋}`$. The incomplete orthogonality expressed in ii) of previous proposition is the origin of the name “semi-orthogonal functions” given to the functions $`f_n^{(k)}`$. Notice that, when the measure $`d\mu `$ is symmetric, the monic OP $`\varphi _n`$ have real coefficients and it follows from previous proof that $`f_n^{(12)}=f_n^{(21)}=0,n1`$. Moreover, in this case the Schur parameters are real and, then, the SOF are indeed strictly orthogonal.

Before continuing, it is useful to introduce a new notation.

Definition 2. The vector semi-orthogonal functions (VSOF) associated to the measure $`d\mu `$ are the functions $`𝐟_n:\mathrm{}\{0\}\mathrm{}^2,n0`$, defined by

$$𝐟_n(z)=\left(\begin{array}{c}f_n^{(1)}(z)\\ f_n^{(2)}(z)\end{array}\right),$$

where $`f_0^{(1)}(z)=1,f_0^{(2)}(z)=0`$ and $`f_n^{(k)}(z),n1,k=1,2`$, are the SOF related to $`d\mu `$.

Remark 1. Proposition 1 i), that is given for $`n1`$, holds for $`n=0`$ too, being $`f_0^{(11)}(x)=1,f_0^{(12)}(x)=f_0^{(21)}(x)=f_0^{(22)}(x)=0`$. We will refer to $`(f_n^{(k)})_{\genfrac{}{}{0pt}{}{n0}{k=1,2}}`$, as the complete family of SOF associated to $`d\mu `$.

Remark 2. The fact that $`_n`$ is a basis of $`\mathrm{\Lambda }_{n,n}`$ ensures that $`(𝐟_m)_{m=0}^n`$ is a set of generators for the modulus $`\mathrm{\Lambda }_{n,n}^2`$ over the ring $`\mathrm{}^{(2,2)}`$ of $`2\times 2`$ complex matrices. Hence, $`(𝐟_m)_{m0}`$ is a set of generators for $`\mathrm{\Lambda }^2`$. Although $`(𝐟_n)_{n0}`$ is not a basis, it is not difficult to see that in the decomposition of an arbitrary element of $`\mathrm{\Lambda }^2`$ as a linear combination of $`(𝐟_n)_{n0}`$, all the matrix coefficients are univocally determined excepting the one related to $`𝐟_0`$, whose first column is determined whereas the second one is arbitrary.

Definition 3. Given an arbitrary measure $`d\mu `$ on $`\mathrm{𝕋}`$ we define the sesquilinear functional $`<<,>>_{d\mu }:\mathrm{\Lambda }^2\times \mathrm{\Lambda }^2\mathrm{}^{(2,2)}`$ in the following way

$$<<𝐟,𝐠>>_{d\mu }=_0^{2\pi }𝐟(e^{i\theta })𝐠(e^{i\theta })^{}d\mu (\theta ),𝐟,𝐠\mathrm{\Lambda }^2,$$

where, for an arbitrary matrix $`A`$, we write $`A^{}=\overline{A}^T`$ and the symbol $`T`$ denotes the operation of transposition.

Remark 3. If $`𝐟=\left(\begin{array}{c}f^{(1)}\\ f^{(2)}\end{array}\right),𝐠=\left(\begin{array}{c}g^{(1)}\\ g^{(2)}\end{array}\right)`$ with $`f^{(k)},g^{(k)}\mathrm{\Lambda }`$ for $`k=1,2`$, then

$$<<𝐟,𝐠>>_{d\mu }=\left(\begin{array}{cc}<f^{(1)},g^{(1)}>_{d\mu }& <f^{(1)},g^{(2)}>_{d\mu }\\ <f^{(2)},g^{(1)}>_{d\mu }& <f^{(2)},g^{(2)}>_{d\mu }\end{array}\right).$$

Notice that for all $`𝐟,𝐠\mathrm{\Lambda }^2`$ it is $`<<z𝐟,z𝐠>>_{d\mu }=<<𝐟,𝐠>>_{d\mu }`$ and $`<<𝐠,𝐟>>_{d\mu }=<<𝐟,𝐠>>_{d\mu }^{}`$.

The orthogonality properties of SOF, translated to the language of VSOF, give the following result.

Proposition 2. The VSOF associated to $`d\mu `$ are orthogonal with respect to $`<<,>>_{d\mu }`$. More precisely,

$$<<𝐟_n,𝐟_m>>_{d\mu }=C_n\delta _{n,m},n,m0,$$

where $`C_n`$ is given in (8) for $`n1`$ and $`C_0=\epsilon _0C`$ with $`C=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right)`$.

Definition 4. The Schur matrices associated to the measure $`d\mu `$ are the following real symmetric traceless matrices

$$H_n=\left(\begin{array}{cc}\mathrm{}a_n& \mathrm{}a_n\\ \mathrm{}a_n& \mathrm{}a_n\end{array}\right),n0,$$

where $`a_n`$ are the Schur parameters related to $`d\mu `$.

Remark 4. Notice that we can write

$$C_n=\frac{\epsilon _{2n1}}{2^{2n1}}(IH_{2n}),n1.$$
$`(10)`$
For $`n1`$, the condition $`|a_n|<1`$, which is equivalent to $`|detH_n|<1`$, ensures that $`C_n`$ is positive definite and, therefore, nonsingular. With above notation,

$$C_n^1=\frac{2^{2n1}}{\epsilon _{2n}}(I+H_{2n}),n1,$$
$`(11)`$
where we have used (4).

Bearing in mind that $`(𝐟_m)_{m=0}^n`$ is a set of generators for $`\mathrm{\Lambda }_{n,n}`$, we get from Proposition 2 the following consequence.

Corollary 1. The VSOF associated to $`d\mu `$ satisfy for $`n1`$

$$<<𝐟_n,𝐟>>_{d\mu }=0,𝐟\mathrm{\Lambda }_{n+1,n1}^2.$$

2. Recurrence relation for semi-orthogonal functions

The VSOF associated to a measure form a set of orthogonal vector Laurent polynomials, where the orthogonality is respect to some sesquilinear functional related to the measure. The natural question that arises is if, analogously to OP, they satisfy a three-term recurrence relation. The answer to this question is given in the following proposition.

Proposition 3. The VSOF associated to $`d\mu `$ satisfy the recurrence relation

$$z𝐟_n(z)=(I+iJ)𝐟_{n+1}(z)+𝐋_n𝐟_n(z)+𝐌_n𝐟_{n1}(z),n1,$$

where $`I`$ is the $`2\times 2`$ identity matrix and

$$\begin{array}{cc}& J=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\hfill \\ & 𝐋_n=\frac{1}{2}\left\{(IH_{2n})H_{2n1}(I+iJ)(I+iJ)H_{2n+1}(I+H_{2n})\right\},n1,\hfill \\ & 𝐌_n=\frac{1}{4}det(IH_{2n1})(IH_{2n})(IiJ)(I+H_{2n2}),n1,\hfill \end{array}$$

being $`H_n`$ the Schur matrices related to $`d\mu `$.

Proof. As it is usual, we begin by decomposing $`z𝐟_n`$ with respect to the set of generators $`(𝐟_n)_{n0}`$. Since $`z𝐟_n\mathrm{\Lambda }_{n+1,n+1}^2\mathrm{\Lambda }_{n1,n+1}^2`$, it is obvious that

$$z𝐟_n(z)=\underset{k=0}{\overset{n+1}{}}A_k^{(n)}𝐟_k(z),A_k^{(n)}\mathrm{}^{(2,2)},n1.$$

From Remark 2 we know that the matrix coefficients $`A_k^{(n)}`$ are univocally determined for $`k1`$, while for $`A_0^{(n)}`$ only the product $`A_0^{(n)}𝐟_0`$ is fixed, that is, the first column of $`A_0^{(n)}`$ is determined whereas the second one is arbitrary.

Now, by projecting above decomposition of $`z𝐟_n`$ over $`𝐟_j`$, with $`jn+1`$, we find that $`<<z𝐟_n,𝐟_j>>_{d\mu }=A_j^{(n)}C_j`$.

When $`j=0`$ and $`n2`$ we get $`A_0^{(n)}C_0=<<𝐟_n,z^1𝐟_0>>_{d\mu }=0`$ due to Corollary 1. Therefore, $`A_0^{(n)}𝐟_0=A_0^{(n)}C𝐟_0=0`$.

If $`1jn2`$, then $`A_j^{(n)}C_j=<<𝐟_n,z^1𝐟_j>>_{d\mu }=0`$ again by means of Corollary 1. Now, the regularity of $`C_j`$ for $`j1`$ forces $`A_j^{(n)}=0`$.

Hence, we can write

$$z𝐟_n(z)=A_{n+1}^{(n)}𝐟_{n+1}(z)+A_n^{(n)}𝐟_n(z)+A_{n1}^{(n)}𝐟_{n1}(z),n1,$$
$`(12)`$
where the only indetermination is in the second column of $`A_0^{(1)}`$ that can be arbitrarily chosen. Notice that the coefficients $`A_{n1}^{(n)}`$ and $`A_n^{(n1)}`$ are related for $`n1`$ by $`A_{n1}^{(n)}C_{n1}=<<z𝐟_n,𝐟_{n1}>>_{d\mu }=<<z^1𝐟_{n1},𝐟_n>>_{d\mu }^{}=<<z𝐟_{n1},𝐟_n>>_{d\mu }^T=C_n(A_n^{(n1)})^T`$, where we have used the fact that VSOF, like SOF, are real on $`\mathrm{𝕋}`$. Thus,

$$\begin{array}{cc}& A_0^{(1)}𝐟_0=\epsilon _0^1A_0^{(1)}C_0𝐟_0=\epsilon _0^1C_1(A_1^{(0)})^T𝐟_0\hfill \\ & A_{n1}^{(n)}=C_n(A_n^{(n1)})^TC_{n1}^1\hfill \end{array}$$
$`(13)`$
This means that we only need to calculate $`A_{n+1}^{(n)}`$ and $`A_n^{(n)}`$. To this end we introduce the following elements of $`\mathrm{\Lambda }^2`$

$$\begin{array}{cc}& 𝐠_0(z)=𝐟_0(z)\hfill \\ & 𝐠_n(z)=\left(\begin{array}{c}z^n\\ z^n\end{array}\right),n1,\hfill \end{array}$$

so that, $`(𝐠_n)_{n0}`$ is a set of generators for the module $`\mathrm{\Lambda }^2`$ with decomposition properties similar to those above described for $`(𝐟_n)_{n0}`$. Thus, we can decompose both sides of (12) in $`(𝐠_n)_{n0}`$ and, then, equal coefficients of $`𝐠_n`$ for $`n1`$.

We begin with the decomposition of $`𝐟_n`$ for $`n1`$. If $`Q=\left(\begin{array}{cc}1& 1\\ i& i\end{array}\right)`$, then

$$\begin{array}{cc}\hfill 𝐟_n(z)& =2^nQ\left(\begin{array}{c}z^{1n}\varphi _{2n1}(z)\\ z^n\varphi _{2n1}^{}(z)\end{array}\right)\hfill \\ & =2^nQ\left\{𝐠_n(z)+\left(\begin{array}{cc}b_{2n1}& a_{2n1}\\ \overline{a}_{2n1}& \overline{b}_{2n1}\end{array}\right)𝐠_{n1}(z)+\mathrm{}\right\},\hfill \end{array}$$
$`(14)`$
where the dots mean terms belonging to $`\mathrm{\Lambda }_{n+2,n2}^2`$ for $`n2`$ and no terms for $`n=1`$. Besides, we need the decomposition of $`z𝐟_n`$ for $`n1`$

$$\begin{array}{cc}\hfill z𝐟_n(z)& =2^nQ\left(\begin{array}{c}z^{2n}\varphi _{2n1}(z)\\ z^{1n}\varphi _{2n1}^{}(z)\end{array}\right)\hfill \\ & =2^nQ\left\{C_0𝐠_{n+1}(z)+\left(\begin{array}{cc}b_{2n1}& a_{2n1}\\ \overline{a}_{2n1}& \overline{b}_{2n1}\end{array}\right)C_0𝐠_n(z)+\mathrm{}\right\},\hfill \end{array}$$
$`(15)`$
where now the dots mean terms belonging to $`\mathrm{\Lambda }_{n+1,n1}^2`$.

Introducing (14) and (15) into (12) and equaling coefficients of $`𝐠_{n+1}`$ and $`𝐠_n,`$ lead to

$$\begin{array}{cc}\hfill QC_0& =\frac{1}{2}A_{n+1}^{(n)}Q,\hfill \\ \hfill Q\left(\begin{array}{cc}b_{2n1}& a_{2n1}\\ \overline{a}_{2n1}& \overline{b}_{2n1}\end{array}\right)C_0& =\frac{1}{2}A_{n+1}^{(n)}Q\left(\begin{array}{cc}b_{2n+1}& a_{2n+1}\\ \overline{a}_{2n+1}& \overline{b}_{2n+1}\end{array}\right)+A_n^{(n)}Q,\hfill \end{array}$$

which have the solutions

$$\begin{array}{cc}\hfill A_{n+1}^{(n)}& =2QC_0Q^1,\hfill \\ \hfill A_n^{(n)}& =Q\left(\begin{array}{cc}b_{2n1}b_{2n+1}& a_{2n+1}\\ \overline{a}_{2n1}& 0\end{array}\right)Q^1\hfill \\ & =Q\left\{\overline{a}_{2n1}\left(\begin{array}{cc}a_{2n}& 0\\ 1& 0\end{array}\right)a_{2n+1}\left(\begin{array}{cc}\overline{a}_{2n}& 1\\ 0& 0\end{array}\right)\right\}Q^1\hfill \\ & =Q\left\{\overline{a}_{2n1}\left(\begin{array}{cc}1& a_{2n}\\ \overline{a}_{2n}& 1\end{array}\right)\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)a_{2n+1}\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right)\left(\begin{array}{cc}1& a_{2n}\\ \overline{a}_{2n}& 1\end{array}\right)\right\}Q^1.\hfill \end{array}$$

Here we have used relation (2) between $`a_n`$ and $`b_n`$. At this point it is useful to notice that

$$\begin{array}{cc}& QC_0Q^1=\frac{1}{2}(I+iJ),J=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\hfill \\ & Q\left(\begin{array}{cc}1& \pm a_n\\ \pm \overline{a}_n& 1\end{array}\right)Q^1=I\pm H_n,n0,\hfill \\ & \overline{a}_nQ\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)Q^1=\frac{1}{2}H_n(I+iJ),n0,\hfill \\ & a_nQ\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right)Q^1=\frac{1}{2}(I+iJ)H_n,n0,\hfill \end{array}$$

where $`H_n`$ are the Schur matrices related to $`d\mu `$. Thus, we finally find

$$\begin{array}{cc}& A_{n+1}^{(n)}=I+iJ,n1,\hfill \\ & A_n^{(n)}=\frac{1}{2}\left\{(IH_{2n})H_{2n1}(I+iJ)(I+iJ)H_{2n+1}(I+H_{2n})\right\},n1.\hfill \end{array}$$
$`(16)`$
Now, by using (4), (10), (11), (13) and (16), we see that

$$\begin{array}{cc}& A_0^{(1)}𝐟_0=\frac{1}{2}(1|a_1|^2)(IH_2)(IiJ)𝐟_0,\hfill \\ & A_{n1}^{(n)}=\frac{1}{4}(1|a_{2n1}|^2)(IH_{2n})(IiJ)(I+H_{2n2}),n2.\hfill \end{array}$$

It is possible to choose arbitrarily the second column of $`A_0^{(1)}`$, so we can fixe it to be null, that is

$$A_0^{(1)}=\frac{1}{2}(1|a_1|^2)(IH_2)(IiJ)C=\frac{1}{4}(1|a_1|^2)(IH_2)(IiJ)(I+H_0).$$

Hence, all the coefficients $`A_{n1}^{(n)}`$ can be given by

$$A_{n1}^{(n)}=\frac{1}{4}det(IH_{2n1})(IH_{2n})(IiJ)(I+H_{2n2}),n1.$$

Since $`𝐋_n=A_n^{(n)}`$ and $`𝐌_n=A_{n1}^{(n)}`$ the proposition is proved.

3. Semi-orthogonal functions and matrix measures

Now we are going to translate previous results on $`\mathrm{\Lambda }^2`$ to the modulus $`𝒫^{(2,2)}`$ of $`2\times 2`$ matrices with coefficients in $`𝒫`$. To do that we will associate a sequence of matrix polynomials to any family of SOF.

Definition 5. The matrix polynomials $`𝐅_n𝒫^{(2,2)},n0`$, associated to the measure $`d\mu ,`$ are defined by

$$𝐅_n(x)=\left(\begin{array}{cc}f_n^{(11)}(x)& f_n^{(12)}(x)\\ f_n^{(21)}(x)& f_n^{(22)}(x)\end{array}\right),$$

where $`f_n^{(k)}(z)=f_n^{(k1)}(x)+yf_n^{(k2)}(x),n0,k=1,2`$, is the unique decomposition given in Proposition 1 and Remark 1 for the complete family of SOF related to $`d\mu `$.

Remark 5. The VSOF and the matrix polynomials associated to $`d\mu `$ are related by

$$𝐟_n(z)=𝐅_n(x)\left(\begin{array}{c}1\\ y\end{array}\right),n0,$$
$`(17)`$
and, thus,

$$\left(\begin{array}{cc}𝐟_n(z)& 𝐟_n(z^1)\end{array}\right)=𝐅_n(x)\left(\begin{array}{cc}1& 1\\ y& y\end{array}\right),n0,$$

from which we get

$$𝐅_n(x)=\frac{1}{2}\left(\begin{array}{cc}𝐟_n(z)& 𝐟_n(z^1)\end{array}\right)\left(\begin{array}{cc}1& y^1\\ 1& y^1\end{array}\right),n0,$$
$`(18)`$
for $`x\pm 1`$.

It is natural to expect for the above matrix polynomials to inherit some orthogonality properties from the ones satisfied by the corresponding SOF. To see this we introduce the following matrix measure.

Definition 6. Given an arbitrary measure $`d\mu `$ on $`\mathrm{𝕋}`$ the matrix measure $`d\mathrm{\Omega }`$ associated to $`d\mu `$ is the following $`2\times 2`$ symmetric matrix measure on $`[1,1]`$

$$d\mathrm{\Omega }(x)=\frac{1}{2}\left(\begin{array}{cc}d\rho (x)& \sqrt{1x^2}d\sigma (x)\\ \sqrt{1x^2}d\sigma (x)& (1x^2)d\rho (x)\end{array}\right),$$
$`(19)`$
where $`d\rho `$ and $`d\sigma `$ are scalar measures on $`[1,1]`$ given by

$$\begin{array}{cc}& d\rho (x)=d\nu _1(x)+d\nu _2(x),\hfill \\ & d\sigma (x)=d\nu _1(x)d\nu _2(x),\hfill \end{array}$$

and $`d\nu _1`$, $`d\nu _2`$ are the projected measures of $`d\mu `$ defined in (6).

Remark 6. Notice that a matrix measure $`d\mathrm{\Omega }`$ with the form (19), being $`d\rho `$ and $`d\sigma `$ arbitrary scalar measures on $`[1,1]`$, is always associated to some measure $`d\mu `$ on $`\mathrm{𝕋}`$. The related measure $`d\mu `$ is positive iff $`d\nu _1`$, $`d\nu _2`$ so are, which holds iff $`|d\sigma |d\rho `$ (this implies that $`d\rho `$ is positive and that supp$`(d\sigma )`$ supp$`(d\rho )`$). Therefore, when $`d\mu `$ is positive it has an infinite support iff $`d\rho `$ so does.

Now, the results in Proposition 1 for SOF have the following consequences for the corresponding matrix polynomials.

Proposition 4. The matrix polynomials $`(𝐅_n)_{n0}`$ and the matrix measure $`d\mathrm{\Omega }`$ associated to $`d\mu `$ satisfy:

i) $`\mathrm{deg}𝐅_n=n`$. More precisely, $`𝐅_0(x)=C`$, with the matrix $`C`$ as in Proposition 2, and

$$𝐅_{n+1}(x)=Cx^{n+1}+\left(\begin{array}{cc}\eta _n& 0\\ \gamma _n& 1\end{array}\right)x^n+\mathrm{},n0,$$

where the dots mean terms with degree less than $`n`$ and

$$\eta _n=\frac{1}{2}\mathrm{}(a_{2n+1}+b_{2n+1}),\gamma _n=\frac{1}{2}\mathrm{}(a_{2n+1}+b_{2n+1}),$$

being $`a_n`$ the Schur parameters related to $`d\mu `$ and $`b_n`$ given in (3),

ii) $`_1^1𝐅_n(x)𝑑\mathrm{\Omega }(x)𝐅_m^T(x)=\frac{1}{2}C_n\delta _{n,m},n,m0`$ .

Proof. The result i) follows straightforward from Proposition 1 i) and Definition 5, wherefrom we see that $`\gamma _n`$ is the leading coefficient of $`f_{n+1}^{(21)}(x)`$, while $`\eta _n`$ is the coefficient of $`x^n`$ in $`f_{n+1}^{(11)}(x)`$. The expression (9) for $`f_n^{(1)}`$ shows that $`\eta _n=\frac{1}{2}\mathrm{}(a_{2n+1}+b_{2n+1})`$ and a similar expression for $`f_n^{(2)}`$ gives $`\gamma _n=\frac{1}{2}\mathrm{}(a_{2n+1}+b_{2n+1})`$.

To prove ii) it is enough to notice that, using (17), we get from Definition 3

$$\begin{array}{cc}\hfill <<𝐟_n,𝐟_m>>_{d\mu }& =_0^{2\pi }𝐟_n(e^{i\theta })𝐟_m^T(e^{i\theta })𝑑\mu (\theta )\hfill \\ & =_1^1𝐅_n(x)\left(\begin{array}{cc}1& \sqrt{1x^2}\\ \sqrt{1x^2}& 1x^2\end{array}\right)𝐅_m^T(x)𝑑\nu _1(x)\hfill \\ & +_1^1𝐅_n(x)\left(\begin{array}{cc}1& \sqrt{1x^2}\\ \sqrt{1x^2}& 1x^2\end{array}\right)𝐅_m^T(x)𝑑\nu _2(x),\hfill \end{array}$$

whit the positive choice for the square root. Taking into account Definition 6 we see that

$$<<𝐟_n,𝐟_m>>_{d\mu }=2_1^1𝐅_n(x)d\mathrm{\Omega }(x)𝐅_m^T(x),$$

and Proposition 2 gives ii).

Remark 7. From Proposition 4 i) we see that

$$(IC)𝐅_{n+1}(x)+𝐅_n(x)=\mathrm{\Gamma }_nx^n+\mathrm{},\mathrm{\Gamma }_n=\left(\begin{array}{cc}1& 0\\ \gamma _n& 1\end{array}\right),n0,$$
$`(20)`$
where, again, the dots mean terms with degree less than $`n`$. So, it is obvious that every element of $`𝒫_n^{(2,2)}`$ is a linear combination of $`(𝐅_m)_{m=0}^{n+1}`$, and, therefore, $`(𝐅_n)_{n0}`$ is a set of generators for $`𝒫^{(2,2)}`$.

Unfortunately, in spite of Proposition 4 ii), we can not say that $`(𝐅_n)_{n0}`$ is a sequence of left orthogonal matrix polynomials with respect to $`d\mathrm{\Omega }`$. A sequence $`(𝐏_n)_{n0}`$ of $`2\times 2`$ real matrix polynomials is called a sequence of left orthogonal matrix polynomials (LOMP) with respect to $`d\mathrm{\Omega }`$ if it satisfies :

(I) $`\mathrm{deg}𝐏_n=n`$, and the leading coefficient of $`𝐏_n`$ is nonsingular.

(II) $`_1^1𝐏_n(x)𝑑\mathrm{\Omega }(x)x^k=0`$ for $`0k<n`$ and $`_1^1𝐏_n(x)𝑑\mathrm{\Omega }(x)x^n`$ is nonsingular.

However, the leading coefficient $`C`$ of $`𝐅_n`$ is singular. Even more, although

$$_1^1𝐅_n(x)𝑑\mathrm{\Omega }(x)x^k=0,0kn2,$$
$`(21)`$
since $`𝐅_n`$ is orthogonal to span$`\{𝐅_0,𝐅_1,\mathrm{},𝐅_{n1}\}𝒫_{n2}^{(2,2)}`$, we have from (20) that

$$_1^1𝐅_n(x)𝑑\mathrm{\Omega }(x)x^{n1}=\frac{1}{2}C_n(IC)^T(\mathrm{\Gamma }_{n1}^1)^T=\frac{1}{2}C_n(IC),n1.$$
$`(22)`$
In other words, all what we can say is that $`𝐅_n`$ is what we could call a left quasi-orthogonal matrix polynomial of order $`n`$ with respect to $`d\mathrm{\Omega }`$, that is, a non null matrix polynomial with $`\mathrm{deg}𝐅_nn`$ and left orthogonal to $`I,Ix,Ix^2,\mathrm{},Ix^{n2}`$ with respect to the measure $`d\mathrm{\Omega }`$ (see for example  or  for introducing the analogous conception in the scalar case).

Notice that, when the measure $`d\mu `$ is symmetric, both $`𝐅_n`$ and $`d\mathrm{\Omega }`$ are diagonal. Then, our quasi-orthogonal matrix polynomials provide two sequences of scalar OP on $`[1,1]`$, that is, we recover Szegő’s result.

The complex recurrence formula for VSOF provides two real recurrence relations for the corresponding matrix polynomials.

Proposition 5. The matrix polynomials associated to $`d\mu `$ satisfy the recurrence relations

$$\begin{array}{cc}& x𝐅_n(x)=𝐅_{n+1}(x)+L_n𝐅_n(x)+M_n𝐅_{n1}(x),n1,\hfill \\ & 𝐅_n(x)Y(x)=J𝐅_{n+1}(x)+\stackrel{~}{L}_n𝐅_n(x)+\stackrel{~}{M}_n𝐅_{n1}(x),n1,\hfill \end{array}$$
$`(23)`$
where

$$\begin{array}{cc}& Y(x)=\left(\begin{array}{cc}0& 1\\ 1x^2& 0\end{array}\right),\hfill \\ & M_n=\frac{1}{4}det(IH_{2n1})(IH_{2n})(I+H_{2n2}),\hfill \\ & \stackrel{~}{M}_n=\frac{1}{4}det(IH_{2n1})(IH_{2n})J(I+H_{2n2}),\hfill \\ & L_n=\frac{1}{2}\left\{(IH_{2n})H_{2n1}H_{2n+1}(I+H_{2n})\right\},\hfill \\ & \stackrel{~}{L}_n=\frac{1}{2}\left\{(IH_{2n})H_{2n1}JJH_{2n+1}(I+H_{2n})\right\},\hfill \end{array}$$
$`(24)`$
and $`H_n`$ are the Schur matrices related to $`d\mu `$.

Proof. VSOF, like SOF, satisfy $`\overline{𝐟}_n(z^1)=𝐟_n(z)`$. Therefore, from the recurrence relation in Proposition 3 we get

$$z^1𝐟_n(z)=(IiJ)𝐟_{n+1}(z)+\overline{𝐋}_n𝐟_n(z)+\overline{𝐌}_n𝐟_{n1}(z).$$

Appropriate linear combinations of this new recurrence relation and the original one give

$$\begin{array}{cc}& x𝐟_n(z)=𝐟_{n+1}(z)+\mathrm{}𝐋_n𝐟_n(z)+\mathrm{}𝐌_n𝐟_{n1}(z),\hfill \\ & y𝐟_n(z)=J𝐟_{n+1}(z)+\mathrm{}𝐋_n𝐟_n(z)+\mathrm{}𝐌_n𝐟_{n1}(z).\hfill \end{array}$$
$`(25)`$
From (17) we get

$$y𝐟_n(z)=𝐅_n(x)Y(x)\left(\begin{array}{c}1\\ y\end{array}\right),Y(x)=\left(\begin{array}{cc}0& 1\\ 1x^2& 0\end{array}\right).$$
$`(26)`$
Introducing (17) and (26) in (25) we find two relations for $`𝐅_n`$ with the form

$$A(x)\left(\begin{array}{c}1\\ y\end{array}\right)=B(x)\left(\begin{array}{c}1\\ y\end{array}\right),A(x),B(x)𝒫^{(2,2)},$$

that are true if $`x=(z+z^1)/2,y=(zz^1)/2i`$ for any $`z0`$. Evaluating in $`z`$ and $`z^1`$ we obtain

$$A(x)\left(\begin{array}{cc}1& 1\\ y& y\end{array}\right)=B(x)\left(\begin{array}{cc}1& 1\\ y& y\end{array}\right)$$

and, therefore, it must be $`A(x)=B(x)`$. Taking into account the expressions for $`𝐌_n`$ and $`𝐋_n`$ given in Proposition 3, we see that the two equalities that we find in this way are exactly the desired recurrence relations for $`𝐅_n`$.

From Proposition 4 we see that

$$\begin{array}{cc}& 𝐅_0(x)=C,\hfill \\ & 𝐅_1(x)=(xII+H_1)C+I.\hfill \end{array}$$
$`(27)`$
Therefore, starting from the Schur matrices $`H_n`$ associated to $`d\mu `$, the first recurrence relation in (23), together with the expressions (27) for the two first matrix polynomials, let us obtain the complete sequence of matrix polynomials associated to $`d\mu `$. Conversely, suppose that we have an arbitrary sequence $`(H_n)_{n0}`$ of $`2\times 2`$ real symmetric traceless matrices with $`H_0=2CI`$ and $`|detH_n|<1`$ for $`n1`$. If a sequence $`(𝐅_n)_{n0}`$ of matrix polynomials satisfies a recurrence relation like the first one in (23) with $`M_n`$ and $`L_n`$ given by (24) and the initial conditions (27), then the matrix polynomials $`(𝐅_n)_{n0}`$ are associated to some measure on $`\mathrm{𝕋}`$ (and, therefore, they are left quasi-orthogonal with respect some matrix measure on $`[1,1]`$). To see this, just notice that the matrix sequence $`(H_n)_{n0}`$ provides, through the relation $`a_n=H_n^{(11)}+iH_n^{(12)}`$, a complex sequence $`(a_n)_{n0}`$ such that $`a_0=1`$ and $`|a_n|<1`$ for $`n1`$ ($`A^{(kj)}`$ denotes the $`(k,j)`$-th element of the matrix $`A`$). Now, it is well known that this conditions for $`a_n`$ ensure that the complex polynomials $`(\varphi _n)_{n0}`$ defined by (1) form a sequence of monic OP with respect to some positive measure $`d\mu `$ on $`\mathrm{𝕋}`$. We have shown that the measure $`d\mu `$ generates an associated matrix measure $`d\mathrm{\Omega }`$ on $`[1,1]`$ and that the OP $`(\varphi _n)_{n0}`$ let us construct a sequence of left quasi-orthogonal matrix polynomials with respect to $`d\mathrm{\Omega }`$ satisfying (23), (24), and (27). This sequence must be $`(𝐅_n)_{n0}`$.

4. Semi-orthogonal functions and left orthogonal matrix polynomials

We have discovered that the generalization of Szegő’s method leads in general, not to a sequence of scalar OP, neither a sequence of LOMP, but to a sequence $`(𝐅_n)_{n0}`$ of left quasi-orthogonal matrix polynomials with respect to the matrix measure $`d\mathrm{\Omega }`$. However, if $`d\mathrm{\Omega }`$ is a positive matrix measure then there exists a sequence of LOMP with respect to $`d\mathrm{\Omega }`$ iff ,

$$_1^1p^T(x)𝑑\mathrm{\Omega }(x)p(x)0,p\mathrm{}^{(2,1)}[x]\backslash \{0\}$$
$`(28)`$
As we see in the following proposition, when a matrix measure is associated to a measure on $`\mathrm{𝕋}`$, it is possible to give simple conditions equivalent to (28).

Proposition 6. Let $`d\mu `$ be an arbitrary measure on $`\mathrm{𝕋}`$ and let $`d\mathrm{\Omega }`$ be the matrix measure associated to $`d\mu `$. Then, $`d\mathrm{\Omega }`$ is positive iff $`d\mu `$ is positive. Moreover, when $`d\mu `$ is positive the following statements are equivalent:

i) There exists a sequence of LOMP with respect to $`d\mathrm{\Omega }`$.

ii) There exists a sequence of OP with respect to $`d\mu `$.

iii) supp$`(d\mu )`$ is infinite.

iv) supp$`(d\mathrm{\Omega })`$ is infinite.

Proof. Let us suppose that $`d\mu `$ is positive. Then $`|d\sigma |d\rho `$ and, thus, $`d\rho `$ is positive (see Remark 6). In order to prove the positivity of $`d\mathrm{\Omega }`$ we have just to see that $`_a^b𝑑\mathrm{\Omega }(x)`$ is a nonnegative definite matrix for all $`a,b[1,1]`$, which is equivalent to say that its trace and determinant are both nonnegative. Since $`d\rho `$ is positive,

$$\mathrm{tr}_a^b𝑑\mathrm{\Omega }(x)=_a^b(2x^2)𝑑\rho (x)0.$$

Moreover, taking into account that $`|d\sigma |d\rho `$ we get that

$$\begin{array}{cc}\hfill \mathrm{det}_a^b𝑑\mathrm{\Omega }(x)& =_a^b𝑑\rho (x)_a^b(1x^2)𝑑\rho (x)\left(_a^b\sqrt{1x^2}𝑑\sigma (x)\right)^2\hfill \\ & _a^b𝑑\rho (x)_a^b(1x^2)𝑑\rho (x)\left(_a^b\sqrt{1x^2}𝑑\rho (x)\right)^20,\hfill \end{array}$$

where we have used the Schwarz’s inequality. Thus, if $`d\mu `$ is positive then $`d\mathrm{\Omega }`$ is positive too.

To see the converse first notice that if $`p\mathrm{}^{(2,1)}[x]`$ then $`f(z)=\left(\begin{array}{cc}1& y\end{array}\right)p(x)`$ is a Laurent polynomial. Even more, for every $`f\mathrm{\Lambda }`$ there is a unique decomposition $`f(z)=\left(\begin{array}{cc}1& y\end{array}\right)p(x),p\mathrm{}^{(2,1)}[x]`$. This decomposition holds iff $`p^T=(p_1,p_2)`$ with $`p_1(x)=(f(z)+f(z^1))/2`$ and $`p_2(x)=(f(z)f(z^1))/2y`$. Now, using the Tchebychev polynomials of first and second kind we see that $`p_1,p_2\mathrm{}[x]`$. This provides an isomorphism between $`\mathrm{\Lambda }`$ and $`\mathrm{}^{(2,1)}[x]`$. Let us consider an arbitrary $`f\mathrm{\Lambda }`$ and the corresponding $`p\mathrm{}^{(2,1)}[x]`$. Then,

$$_0^{2\pi }|f(e^{i\theta })|^2𝑑\mu (\theta )=2_1^1p^T(x)𝑑\mathrm{\Omega }(x)p(x).$$

If $`d\mathrm{\Omega }`$ is a positive matrix measure then $`_1^1p^T(x)𝑑\mathrm{\Omega }(x)p(x)0`$ for all $`p\mathrm{}^{(2,1)}[x]`$. Therefore, $`_0^{2\pi }|f(e^{i\theta })|^2𝑑\mu (\theta )0`$ for all $`f\mathrm{\Lambda }`$ and, thus, $`d\mu `$ is positive too.

Now, assume that $`d\mu `$ is positive. The equivalence between ii) and iii) is known. From (28) and above results we see that the statement i) means that $`_0^{2\pi }|f(e^{i\theta })|^2𝑑\mu (\theta )0`$ for all $`f\mathrm{\Lambda }\backslash \{0\}`$, which holds iff $`d\mu `$ has an infinite support. So it is proved that i) is equivalent to iii). The equivalence between iii) and iv) is just a consequence of the following facts that are true for any positive measure $`d\mu `$ (see Remark 6): supp$`(d\rho )`$ is infinite iff supp$`(d\mu )`$ so is; supp$`(d\sigma )`$ supp$`(d\rho )`$ and, hence, supp$`(d\mathrm{\Omega })=`$ supp$`(d\rho )`$.

In what follows we will suppose again that $`d\mu `$ is a positive measure on $`\mathrm{𝕋}`$ with infinitely many points in the support. Then, the next proposition gives a sequence of LOMP with respect to the related matrix measure in terms of the associated matrix polynomials.

Proposition 7. Let $`d\mathrm{\Omega }`$ and $`(𝐅_n)_{n0}`$ be the matrix measure and the matrix polynomials associated to $`d\mu ,`$ respectively. Then, the matrix polynomials $`(𝐏_n)_{n0}`$ given by

$$\begin{array}{cc}& 𝐏_n(x)=\alpha _n𝐅_{n+1}(x)+\beta _n𝐅_n(x),n0,\hfill \\ & \alpha _n=IC,\beta _n=\left(\begin{array}{cc}1& r_n\\ 0& 0\end{array}\right),\hfill \\ & r_n=\mathrm{}a_{2n}/(1+\mathrm{}a_{2n}),\hfill \end{array}$$

define a sequence of LOMP with respect $`d\mathrm{\Omega }`$, where $`a_n`$ are the Schur parameters related to $`d\mu `$. Moreover,

$$\begin{array}{cc}& 𝐅_n(x)=\stackrel{~}{\alpha }_n𝐏_n(x)+\stackrel{~}{\beta }_n𝐏_{n1}(x),n0,\hfill \\ & \stackrel{~}{\alpha }_n=C,\stackrel{~}{\beta }_n=\left(\begin{array}{cc}0& r_n\\ 0& 1\end{array}\right),\hfill \end{array}$$

with the convention $`𝐏_1=0`$.

Proof. Let $`(𝐏_n)_{n0}`$ be an arbitrary sequence of LOMP with respect to $`d\mathrm{\Omega }`$. From the algebraic and orthogonality properties of $`𝐅_n`$ and $`𝐏_n`$ we have that, for $`n0`$

$$\begin{array}{cc}& 𝐏_n(x)=\alpha _n𝐅_{n+1}(x)+\beta _n𝐅_n(x),\alpha _n,\beta _n\mathrm{}^{(2,2)},\hfill \\ & 𝐅_n(x)=\stackrel{~}{\alpha }_n𝐏_n(x)+\stackrel{~}{\beta }_n𝐏_{n1}(x),\stackrel{~}{\alpha }_n,\stackrel{~}{\beta }_n\mathrm{}^{(2,2)},\hfill \end{array}$$
$`(29)`$
where $`𝐏_1=0`$ and the matrix coefficients must satisfy the relations

$$\begin{array}{cc}& \alpha _n\stackrel{~}{\alpha }_{n+1}=\beta _n\stackrel{~}{\beta }_n=0,\hfill \\ & \alpha _n\stackrel{~}{\beta }_{n+1}+\beta _n\stackrel{~}{\alpha }_n=I.\hfill \end{array}$$
$`(30)`$
Now, we proceed to determine $`\alpha _n`$, $`\beta _n`$, $`\stackrel{~}{\alpha }_n`$, $`\stackrel{~}{\beta }_n`$ by imposing on $`𝐏_n`$ the conditions (I) and (II) given after Remark 7.

From (29) and Proposition 4 i) we get

$$𝐏_n(x)=\alpha _nCx^{n+1}+\left\{\alpha _n\left(\begin{array}{cc}\eta _n& 0\\ \gamma _n& 1\end{array}\right)+\beta _nC\right\}x^n+\mathrm{},n0,$$

where the dots mean terms with degree less than $`n`$. Therefore, (I) is equivalent to

$$\begin{array}{cc}& \alpha _nC=0,n0,\hfill \\ & \alpha _n\left(\begin{array}{cc}\eta _n& 0\\ \gamma _n& 1\end{array}\right)+\beta _nC\mathrm{nonsingular},n0.\hfill \end{array}$$
$`(31)`$
The quasi-orthogonality of $`𝐅_n`$ implies that, for all $`\alpha _n,\beta _n\mathrm{}^{(2,2)}`$, the matrix polynomial $`𝐏_n`$ given in (29) is orthogonal to $`Ix^k`$, $`0kn2`$, with respect to $`d\mathrm{\Omega }`$. For $`Ix^{n1}`$, we can use (21) and (22) to obtain

$$_1^1𝐏_n(x)𝑑\mathrm{\Omega }(x)x^{n1}=\frac{1}{2}\beta _nC_n(IC),n1.$$

Since this integral must vanish, with the aid of (20) we find

$$_1^1𝐏_n(x)𝑑\mathrm{\Omega }(x)x^n=\frac{1}{2}\left\{\alpha _nC_{n+1}(IC)+\beta _nC_n\right\}(\mathrm{\Gamma }_n^1)^T,n0.$$

Hence, (II) is equivalent to

$$\begin{array}{cc}& \beta _nC_n(IC)=0,n1,\hfill \\ & \alpha _nC_{n+1}(IC)+\beta _nC_n\mathrm{nonsingular},n0.\hfill \end{array}$$
$`(32)`$
If $`V_n\mathrm{}^{(2,2)}`$ is nonsingular for all $`n0`$, then

$$\begin{array}{cc}& \alpha _n=V_n(IC),n0,\hfill \\ & \beta _0=V_0C,\hfill \\ & \beta _n=V_nCC_n^1,n1,\hfill \end{array}$$

are solutions of (31) and (32). The expressions given in the proposition for $`\alpha _n`$ and $`\beta _n`$ correspond to the choice $`V_0=I`$ and

$$V_n=\left(\begin{array}{cc}\frac{1}{(C_n^1)^{(11)}}& 0\\ 0& 1\end{array}\right),n1.$$

The relations (30) give then $`\stackrel{~}{\alpha }_n`$ and $`\stackrel{~}{\beta }_n`$.

Remark 8. Taking into account Proposition 4 and Proposition 7, we get that the leading coefficient of $`𝐏_n`$ is $`\mathrm{\Gamma }_n`$ (see (20)) and

$$_1^1𝐏_n(x)𝑑\mathrm{\Omega }(x)𝐏_n(x)=2^{2n}\left(\begin{array}{cc}\epsilon _{2n}(1+\mathrm{}a_{2n})^1& 0\\ 0& \frac{1}{4}\epsilon _{2n+1}(1+\mathrm{}a_{2n+2})\end{array}\right),$$

where $`\epsilon _n`$ is given in (5). Therefore, for the matrix measure $`d\mathrm{\Omega }`$, the monic LOMP are $`\stackrel{~}{𝐏}_n=\mathrm{\Gamma }_n^1𝐏_n`$ while $`\widehat{𝐏}_n=W_n𝐏_n`$ are left orthonormal polynomials (LONP), being

$$W_n=2^n\left(\begin{array}{cc}\kappa _{2n}(1+\mathrm{}a_{2n})^{1/2}& 0\\ 0& 2\kappa _{2n+1}(1+\mathrm{}a_{2n+2})^{1/2}\end{array}\right).$$
$`(33)`$
with $`\kappa _n=\epsilon _n^{1/2}`$.

Given a matrix measure, LOMP are determined up to multiplication on the left by a nonsingular constant matrix. Therefore, monic LOMP are unique but LONP are defined up to multiplication on the left by an orthogonal constant matrix. Thus, LONP can be fixed if we ask for their coefficients to be symmetric and positive definite. We will refer to the standard LONP when this choice is made. As for the measure $`d\mathrm{\Omega }`$, we see that $`(\widehat{𝐏}_n)_{n0}`$ is not the sequence of standard LONP because the corresponding leading coefficients $`W_n\mathrm{\Gamma }_n`$ are not symmetric. The following proposition gives the standard LONP in this case.

Proposition 8. Let $`d\mathrm{\Omega }`$ be the matrix measure associated to $`d\mu `$ and let $`(𝐏_n)_{n0}`$ be the corresponding LOMP defined in Proposition 7. Then, the sequence of standard LONP $`(𝐐_n)_{n0}`$ with respect to $`d\mathrm{\Omega }`$ is given by $`𝐐_n=\mathrm{\Xi }_n^TW_n𝐏_n`$, where

$$\mathrm{\Xi }_n=\frac{1}{\sqrt{det\mathrm{\Theta }_n}}\mathrm{\Theta }_n,\mathrm{\Theta }_n=K_nJK_nJ=K_n+\mathrm{adj}K_n^T,$$

being $`K_n=W_n\mathrm{\Gamma }_n`$ with $`\mathrm{\Gamma }_n`$ and $`W_n`$ defined in (20) and (33) respectively.

Proof. Since $`\widehat{𝐏}_n=W_n𝐏_n`$ is a LONP, $`𝐐_n`$ will be a LONP too iff $`\mathrm{\Xi }_n`$ is an orthogonal matrix. To see that $`\mathrm{\Xi }_n`$ is indeed orthogonal, first notice that $`JAJ=\mathrm{adj}A^T`$ for all $`A\mathrm{}^{(2,2)}`$. Therefore, the nonnegative definite matrix $`(AJAJ)^T(AJAJ)=A^TA+\mathrm{adj}(A^TA)+A^T(\mathrm{adj}A^T)+(\mathrm{adj}A)A=(\mathrm{tr}(A^TA)+2(detA))I`$ is a multiple of the identity. Taking determinants in above expression we see that this multiple is the nonnegative factor $`det(A+\mathrm{adj}A^T)`$. For $`A=K_n,`$ this factor can not vanish because $`detK_n=detW_n>0`$. Thus, $`\mathrm{\Xi }_n^T\mathrm{\Xi }_n=I`$.

Now, the leading coefficient of $`\widehat{𝐏}_n`$ is $`K_n=W_n\mathrm{\Gamma }_n`$. So, the leading coefficient of $`𝐐_n`$ is $`\mathrm{\Xi }_n^TK_n=K_n^TK_n+(detK_n)I`$, which is symmetric and positive definite because $`detK_n>0`$. Hence, $`(𝐐_n)_{n0}`$ are the standard LONP.

In the next section we will deal with the strong asymptotics of LOMP with respect to a matrix measure associated to a measure on $`\mathrm{𝕋}`$. As usual, we will take the standard LONP as a reference to express the asymptotic behavior.

5. Asymptotics of semi-orthogonal functions and matrix OP

Once we have shown above connection between scalar and matrix OP, it is natural to take advantage of known properties for OP on $`\mathrm{𝕋}`$ to develop new results about the more unfamiliar world of matrix OP. As an example we present here the implications of the asymptotics of OP on $`\mathrm{𝕋}`$ when Szegő’s condition,

$$_0^{2\pi }\mathrm{log}\mu ^{}(\theta )𝑑\theta >\mathrm{},$$
$`(34)`$
for the measure $`d\mu `$ holds (as it is usual, $`\mu ^{}`$ denotes the Radon-Nikodym derivative of the absolutely continuous part of $`d\mu `$ with respect to the Lebesgue measure $`d\theta `$). It can be proved  that Szegő’s condition is equivalent to $`(a_n)_{n0}\mathrm{}^2`$, which, in sight of (5), means that $`\epsilon =lim_n\epsilon _n>0`$ (or, in other words, $`\kappa =lim_n\kappa _n<\mathrm{}`$). Thus, a necessary condition for (34) is $`lim_na_n=0`$.

When Szegő’s condition holds, asymptotic properties of OP on $`\mathrm{𝕋}`$ are given in terms of the function

$$D(d\mu ;z)=\mathrm{exp}\left(\frac{1}{4\pi }_0^{2\pi }\mathrm{log}\mu ^{}(\theta )\frac{e^{i\theta }+z}{e^{i\theta }z}𝑑\theta \right),|z|1,$$

which, for $`|z|<1`$, it is known as Szegő’s function for the measure $`d\mu `$, and satisfies the following remarkable property ,

$$\underset{r1^{}}{lim}D(d\mu ;re^{i\theta })\overline{D(d\mu ;re^{i\theta })}=\mu ^{}(\theta ),\mathrm{a}.\mathrm{e}..$$

Notice that, for $`d\stackrel{~}{\mu }`$, the symmetric measure of $`d\mu `$,

$$D(d\stackrel{~}{\mu };z)=\overline{D(d\mu ;\overline{z})}=D(d\mu ;z^1)^1.$$

It can be proved  that, under (34),

$$\kappa =\frac{1}{\sqrt{2\pi }}D(d\mu ;0)^1$$
$`(35)`$
and the orthonormal polynomials satisfy

$$\begin{array}{cc}& \underset{n}{lim}\phi _n(z)=0,|z|<1,\hfill \\ & \underset{n}{lim}\phi _n^{}(z)=\frac{1}{\sqrt{2\pi }}D(d\mu ;z)^1,|z|<1,\hfill \end{array}$$

where the convergence is uniform on compact sets. Therefore,

$$\epsilon =2\pi D(d\mu ;0)^2$$

and for the monic OP we get

$$\begin{array}{cc}& \underset{n}{lim}\varphi _n(z)=0,|z|<1,\hfill \\ & \underset{n}{lim}\varphi _n^{}(z)=D(d\mu ;0)D(d\mu ;z)^1,|z|<1.\hfill \end{array}$$
$`(36)`$
From above results the following asymptotics of VSOF follows straightforward

$$\begin{array}{cc}\hfill \underset{n}{lim}2^nz^n𝐟_n(z)& =\left(\begin{array}{c}1\\ i\end{array}\right)D(d\mu ;0)D(d\mu ;z)^1,0<|z|<1,\hfill \\ \hfill \underset{n}{lim}2^nz^n𝐟_n(z)& =\left(\begin{array}{c}1\\ i\end{array}\right)D(d\mu ;0)D(d\mu ;z),|z|>1,\hfill \end{array}$$
$`(37)`$
where, again, the convergence is uniform on compact sets.

As for matrix OP on $`[1,1]`$, some general results are known, but they are not so good as previous ones. More precisely, let us suppose that a positive matrix measure $`d\omega `$ on $`[1,1]`$ satisfies the Szegő’s matrix condition

$$_1^1\mathrm{log}det\omega ^{}(x)\frac{dx}{\sqrt{1x^2}}>\mathrm{},$$

where $`\omega ^{}`$ is the Radon-Nikodym derivative of the absolutely continuous part of $`d\omega `$ with respect to the Lebesgue scalar measure $`d\theta `$. If $`(𝐪_n)_{n0}`$ is the sequence of standard LONP with respect to $`d\omega `$ then, for any other sequence of LONP $`(𝐩_n)_{n0}`$ such that $`𝐩_n=\xi _n𝐪_n`$ with $`(\xi _n)\genfrac{}{}{0pt}{}{}{n0}`$ convergent, we have that

$$\underset{n}{lim}z^n𝐩_n(x)=\frac{1}{\sqrt{2\pi }}𝐃(d\omega ;z)^1,|z|<1,$$
$`(38)`$
where the convergence is uniform on compact sets and $`𝐃(d\omega ;z)`$ is certain matrix-valued analytic function on $`|z|<1`$ without zeros there . The Szegő’s matrix function $`𝐃(d\omega ;z)`$ is uniquely determined by $`\omega ^{}`$ and satisfies the boundary condition

$$\underset{r1^{}}{lim}𝐃(d\omega ;re^{i\theta })𝐃(d\omega ;re^{i\theta })^{}=\omega ^{}(\mathrm{cos}\theta )|\mathrm{sin}\theta |,\mathrm{a}.\mathrm{e}..$$

Unfortunately, an explicit expression for $`𝐃(d\omega ;z)`$ in terms of $`\omega ^{}`$ is not available. On that score, all what we can state is that

$$𝐃(d\omega ;z)=\stackrel{}{_0^{2\pi }}\mathrm{exp}\left(𝐌(\theta )\frac{e^{i\theta }+z}{e^{i\theta }z}d\theta \right)\zeta ,|z|<1,$$

where $`\zeta `$ is a constant orthogonal matrix factor depending on $`lim_n\xi _n`$, and $`𝐌(\theta )`$ is a Hermitian matrix-valued integrable function on $`[0,2\pi )`$ such that

$$\mathrm{tr}𝐌(\theta )=\mathrm{log}det\{\omega ^{}(\mathrm{cos}\theta )|\mathrm{sin}\theta |\},\theta [0,2\pi ).$$

The symbol $`\stackrel{}{_0^{2\pi }}`$ means the multiplicative integral

$$\stackrel{}{_0^{2\pi }}\mathrm{exp}(F(\theta ))d\theta =\underset{n}{lim}\underset{k=1}{\overset{n}{}}\mathrm{exp}(F(t_k))(\theta _k\theta _{k1}),$$

where $`t_k[\theta _{k1},\theta _k)`$ and the limit is taken in the usual sense over the partitions $`0=\theta _0<\theta _1<\theta _2<\mathrm{}<\theta _{n1}<\theta _n=2\pi `$ of the interval $`[0,2\pi )`$.

When the matrix measure is associated to a measure on $`\mathrm{𝕋}`$ above results can be improved by translating the better known asymptotics of OP on $`\mathrm{𝕋}`$ to matrix OP on $`[1,1]`$. As a consequence we can obtain in this case an explicit expression for the Szegő’s matrix function.

Theorem 1. Let

$$d\mathrm{\Omega }(x)=\frac{1}{2}\left(\begin{array}{cc}d\rho (x)& \sqrt{1x^2}d\sigma (x)\\ \sqrt{1x^2}d\sigma (x)& (1x^2)d\rho (x)\end{array}\right)$$

be a positive matrix measure on $`[1,1]`$ ($`d\rho `$ and $`d\sigma `$ are scalar measures on $`[1,1]`$) that satisfies the condition

$$_1^1\mathrm{log}det\mathrm{\Omega }^{}(x)\frac{dx}{\sqrt{1x^2}}>\mathrm{}.$$

Let $`(z),(z),\gamma `$ be

$$\begin{array}{cc}\hfill (z)& =\frac{1z^2}{4\pi }_1^1\frac{\mathrm{log}det\mathrm{\Omega }^{}(x)}{\sqrt{1x^2}}\frac{dx}{12xz+z^2},|z|1,\hfill \\ \hfill (z)& =\frac{z}{2\pi }_1^1\mathrm{log}\left\{\frac{\rho ^{}(x)+\sigma ^{}(x)}{\rho ^{}(x)\sigma ^{}(x)}\right\}\frac{dx}{12xz+z^2},|z|1,\hfill \\ \hfill \gamma & =\frac{1}{4\pi }_1^1\mathrm{log}\left\{\frac{\rho ^{}(x)+\sigma ^{}(x)}{\rho ^{}(x)\sigma ^{}(x)}\right\}𝑑x.\hfill \end{array}$$

and let $`(𝐐_n)_{n0}`$ be the sequence of standard LONP with respect to $`d\mathrm{\Omega }`$. Then, for $`x\mathrm{}[1,1]`$, if we write $`z=x+\sqrt{x^21}`$ with the choice of $`\sqrt{x^21}`$ such that $`|z|<1`$, we have that

$$\underset{n}{lim}z^n𝐐_n(x)=\frac{1}{\sqrt{2\pi }}𝐃(d\mathrm{\Omega };z)^1$$

where

$$𝐃(d\mathrm{\Omega };z)=\frac{1}{\sqrt{9+4\gamma ^2}}\left(\begin{array}{cc}1& 0\\ 0& \sqrt{x^21}\end{array}\right)\mathrm{exp}(I(z)+J(z))\left(\begin{array}{cc}3& 2\gamma \\ 2\gamma z& 3z\end{array}\right),$$

being the convergence uniform on compact sets.

Proof. Notice first that Szegő’s matrix condition implies that $`d\mathrm{\Omega }`$ has an infinite support. Thus, from Proposition 6 we see that there exist LOMP with respect to $`d\mathrm{\Omega }`$ and that the matrix measure $`d\mathrm{\Omega }`$ is associated to some positive measure $`d\mu `$ on $`\mathrm{𝕋}`$ with an infinite support (therefore, there exist OP with respect to $`d\mu `$).

The expression that gives the Szegő condition for $`d\mu `$ can be rewritten in the following way

$$\begin{array}{cc}\hfill _0^{2\pi }\mathrm{log}\mu ^{}(\theta )𝑑\theta & =_1^1\left[\mathrm{log}\left(\nu _1^{}(x)\sqrt{1x^2}\right)+\mathrm{log}\left(\nu _2^{}(x)\sqrt{1x^2}\right)\right]\frac{dx}{\sqrt{1x^2}}\hfill \\ & =_1^1\mathrm{log}\left\{\frac{1}{4}\left(\rho ^{}(x)^2\sigma ^{}(x)^2\right)(1x^2)\right\}\frac{dx}{\sqrt{1x^2}}\hfill \\ & =_1^1\mathrm{log}det\mathrm{\Omega }^{}(x)\frac{dx}{\sqrt{1x^2}}.\hfill \end{array}$$

Thus, Szegő’s matrix condition for $`d\mathrm{\Omega }`$ is equivalent to Szegő’s condition for $`d\mu `$. Hence, under the assumptions of the theorem, the Szegő’s function $`D(d\mu ;z)`$ governs the asymptotic behavior of the VSOF related to $`d\mu `$ in the way shown in (37).

Then, from (18) we find for the quasi-orthogonal matrix polynomials associated to $`d\mu `$ that

$$\underset{n}{lim}2^nz^n𝐅_n(x)=D(d\mu ;0)\mathrm{𝔻}(d\mu ;z)\left(\begin{array}{cc}1& 0\\ 0& iy\end{array}\right)^1,|z|>1,$$

where

$$\mathrm{𝔻}(d\mu ;z)=\left(\begin{array}{cc}D_s(d\mu ;z)& iD_a(d\mu ;z)\\ iD_a(d\mu ;z)& D_s(d\mu ;z)\end{array}\right)=ID_s(z)+iJD_a(z),$$

and $`D_s(d\mu ;z)`$, $`D_a(d\mu ;z)`$ are what we could call the symmetric and antisymmetric part of $`D(d\mu ;z)`$, that is,

$$\begin{array}{cc}& D_s(z)=\frac{1}{2}(D(d\mu ;z)+D(d\stackrel{~}{\mu };z)),\hfill \\ & D_a(z)=\frac{1}{2}(D(d\mu ;z)D(d\stackrel{~}{\mu };z)).\hfill \end{array}$$

Notice that, when $`d\mu `$ is symmetric, $`D_s(d\mu ;z)=D(d\mu ;z)`$ and $`D_a(d\mu ;z)=0`$. Hence, the matrix $`\mathrm{𝔻}(d\mu ;z)`$ is diagonal. This is natural, because in this case the quasi-orthogonal polynomials are diagonal.

Let us define

$$\begin{array}{cc}& (z)=\frac{1}{4\pi }_0^{2\pi }\mathrm{log}\mu ^{}(\theta )\mathrm{}_\theta \left(\frac{e^{i\theta }+z}{e^{i\theta }z}\right)𝑑\theta ,\hfill \\ & (z)=\frac{1}{4\pi }_0^{2\pi }\mathrm{log}\mu ^{}(\theta )\mathrm{}_\theta \left(\frac{e^{i\theta }+z}{e^{i\theta }z}\right)𝑑\theta ,\hfill \end{array}$$

where $`\mathrm{}_\theta `$ and $`\mathrm{}_\theta `$ are real and imaginary part operators with conjugation acting only on $`e^{i\theta }`$-dependence. Then, $`D(d\mu ;z)=\mathrm{exp}((z)+i(z))`$ and

$$\mathrm{𝔻}(d\mu ;z)=\mathrm{exp}(z)\left(\begin{array}{cc}\mathrm{cos}(z)& \mathrm{sin}(z)\\ \mathrm{sin}(z)& \mathrm{cos}(z)\end{array}\right)=\mathrm{exp}(I(z)J(z)).$$

Notice that

$$\mathrm{𝔻}(d\stackrel{~}{\mu };z)=\mathrm{exp}(I(z)+J(z))=\mathrm{𝔻}(d\mu ;z)^T=\overline{\mathrm{𝔻}(d\mu ;\overline{z})}=\mathrm{𝔻}(d\mu ;z^1)^1.$$

The asymptotic behavior of the LOMP given in Proposition 7 can now be deduced. Since $`lim_na_n=0`$ we get

$$\underset{n}{lim}2^nz^n𝐏_n(x)=D(d\mu ;0)\left(\begin{array}{cc}1& 0\\ 0& z/2\end{array}\right)\mathrm{𝔻}(d\mu ;z)\left(\begin{array}{cc}1& 0\\ 0& iy\end{array}\right)^1,|z|>1.$$

As for the standard LONP, Proposition 6 together with (20), (33) and (35) give

$$\underset{n}{lim}z^n𝐐_n(x)=\frac{1}{\sqrt{2\pi }}\frac{1}{\sqrt{9+4\gamma ^2}}\left(\begin{array}{cc}3& 2\gamma z\\ 2\gamma & 3z\end{array}\right)\mathrm{𝔻}(d\mu ;z)\left(\begin{array}{cc}1& 0\\ 0& iy\end{array}\right)^1,|z|>1,$$

where $`\gamma =lim_n\gamma _n`$. This limit exits because, from the expression for $`\gamma _n`$ given in Proposition 4 i) and relation (3), we see that

$$\gamma =\frac{1}{2}\mathrm{}\left(\underset{n}{lim}b_n\right)=\frac{1}{2}\mathrm{}\left(\underset{k=1}{\overset{\mathrm{}}{}}a_k\overline{a}_{k1}\right),$$

and the convergence of $`_{k=0}^{\mathrm{}}a_{k+1}\overline{a}_k`$ follows from the convergence of $`_{k=0}^{\mathrm{}}|a_k|^2`$ and the Schwarz’s inequality.

By comparing with (38) we see that, in our case, the asymptotics of $`(𝐐_n)_{n0}`$ is governed by the Szegő’s matrix function

$$𝐃(d\mathrm{\Omega };z)=\frac{1}{\sqrt{9+4\gamma ^2}}\left(\begin{array}{cc}1& 0\\ 0& iy\end{array}\right)\mathrm{𝔻}(d\mu ;z)^T\left(\begin{array}{cc}3& 2\gamma \\ 2\gamma z& 3z\end{array}\right),|z|<1.$$

To complete the proof it only remains to see that $`(z)`$, $`(z)`$ and $`\gamma `$ are given by the expressions that appear in the theorem. We can rewrite $`(z)`$ and $`(z)`$ in terms of the matrix measure $`d\mathrm{\Omega }`$ in the following way

$$\begin{array}{cc}\hfill (z)& =\frac{1}{4\pi }_0^\pi \mathrm{log}\{\nu _1^{}(\mathrm{cos}\theta )\nu _2^{}(\mathrm{cos}\theta )\mathrm{sin}^2\theta \}\mathrm{}_\theta \left(\frac{e^{i\theta }+z}{e^{i\theta }z}\right)𝑑\theta \hfill \\ & =\frac{1}{4\pi }_0^\pi \mathrm{log}det\mathrm{\Omega }^{}(\mathrm{cos}\theta )\mathrm{}_\theta \left(\frac{e^{i\theta }+z}{e^{i\theta }z}\right)d\theta ,\hfill \\ \hfill (z)& =\frac{1}{4\pi }_0^\pi \mathrm{log}\{\nu _1^{}(\mathrm{cos}\theta )/\nu _2^{}(\mathrm{cos}\theta )\}\mathrm{}_\theta \left(\frac{e^{i\theta }+z}{e^{i\theta }z}\right)𝑑\theta \hfill \\ & =\frac{1}{4\pi }_0^\pi \mathrm{log}\left\{\frac{\rho ^{}(\mathrm{cos}\theta )+\sigma ^{}(\mathrm{cos}\theta )}{\rho ^{}(\mathrm{cos}\theta )\sigma ^{}(\mathrm{cos}\theta )}\right\}\mathrm{}_\theta \left(\frac{e^{i\theta }+z}{e^{i\theta }z}\right)𝑑\theta .\hfill \end{array}$$

Now, the change of variables $`x=\mathrm{cos}\theta `$ gives the desired expressions for $`(z)`$ and $`(z)`$.

Besides, we can give an expression for $`\gamma =\frac{1}{2}\mathrm{}(lim_nb_n)`$ in terms of $`d\mathrm{\Omega }`$. Notice first that $`b_n=\overline{\varphi _{n}^{}{}_{}{}^{}(0)}`$. Since $`(\varphi _n^{})\genfrac{}{}{0pt}{}{}{n0}`$ is a sequence of analytic functions in the complex plane that converges uniformly on compact subsets of $`|z|<1`$, we can write $`lim_n\varphi _{n}^{}{}_{}{}^{}(z)=(lim_n\varphi _n^{})^{}(z)`$ for $`|z|<1`$ (see ). Thus, from (36) we get

$$\underset{n}{lim}b_n=\overline{(\mathrm{log}D)^{}(d\mu ;0)}=\frac{1}{2\pi }_0^{2\pi }\mathrm{log}\mu ^{}(\theta )e^{i\theta }𝑑\theta .$$

Therefore,

$$\begin{array}{cc}\hfill \gamma & =\frac{1}{4\pi }_0^{2\pi }\mathrm{log}\mu ^{}(\theta )\mathrm{sin}\theta d\theta \hfill \\ & =\frac{1}{4\pi }_0^\pi \mathrm{log}\{\nu _1^{}(\mathrm{cos}\theta )/\nu _2^{}(\mathrm{cos}\theta )\}\mathrm{sin}\theta d\theta \hfill \\ & =\frac{1}{4\pi }_1^1\mathrm{log}\left\{\frac{\rho ^{}(x)+\sigma ^{}(x)}{\rho ^{}(x)\sigma ^{}(x)}\right\}𝑑x,\hfill \end{array}$$

which completes the proof.

Acknowledgements

This work was supported by Dirección General de enseñanza Superior (DGES) of Spain under grant PB 98-1615.

References

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# 1 Introduction

## 1 Introduction

Dispersionless integrable systems  have been studied, in recent years, from various points of view. While the properties of such bosonic models are quite well understood, much remains to be learnt about their supersymmetric counterparts. For example, the Lax description of only a handful of supersymmetric dispersionless systems have been constructed, to date, by brute force  and there is no systematic procedure for obtaining them starting from the corresponding supersymmetric dispersive Lax descriptions . Similarly, supersymmetric dispersionless systems often have more conserved charges than their dispersive counterparts and we do not yet know how to relate the new charges to the Lax function itself.

In this letter, we take a modest step and show how one can obtain, systematically, a Lax description for a select class of supersymmetric dispersionless systems starting from their dispersive counterparts. We describe in section 2 the basic procedure for taking the dispersionless limit in the Lax description itself, within the context of bosonic models. We work out some known examples to illustrate the procedure and present the Lax description of some new bosonic models. In section 3, we extend this method to a class of supersymmetric models. We work out explicitly the example of dispersionless supersymmetric two boson hierarchy starting from the $`N=2`$ supersymmetric KdV hierarchy. In section 4, we extend the analysis and discuss the dispersionless supersymmetric Boussinesq hierarchy and present a brief conclusion in section 5.

## 2 Bosonic dispersionless systems

In this section, we describe the basic procedure of taking the dispersionless limit of bosonic systems within the framework of the Lax description itself. Let us consider a general Lax operator of the form

$$L=^n+\underset{m=1}{\overset{\mathrm{}}{}}A_m^{nm}$$
(1)
where the coefficients, $`A_m`$’s, are functions of the dynamical variables of the system which depend on the coordinates $`(x,t)`$. Let us assume that the Lax equation

$$\frac{L}{t_k}=[(L^k)_s,L],s=0,1,2$$
(2)
describes the dynamical system of equations. Here $`()_s`$ represents the projection with respect to the powers of $``$. In going to the dispersionless limit, first of all, we replace $`p`$. Then, we scale $`p\alpha p`$ and all the basic dynamical variables as $`J_i(\alpha )^iJ_i`$ where $`J_i`$ represents the basic dynamical variables of the system with the respective dimensions $`i`$. The Lax function which describes the dispersionless system of equations is obtained to be

$$=\underset{\alpha \mathrm{}}{lim}\frac{1}{\alpha ^n}L_\alpha $$
(3)
where $`L_\alpha `$ denotes the scaled Lax function. The dispersionless equations are then obtained from the Lax equation

$$\frac{}{t_k}=\{(^k)_s,\}$$
(4)
where

$$\{A,B\}=\frac{A}{x}\frac{B}{p}\frac{A}{p}\frac{B}{x}$$
(5)
represents the Poisson bracket on the classical phase space.

Let us illustrate this procedure with a few examples. The reduction of the KdV equation to its dispersionless limit is well known and, therefore, we will not repeat it here. Rather, let us look at the two boson hierarchy  described by the Lax operator

$$L=J+^1T$$
(6)
with the nonstandard Lax equation given by

$$\frac{L}{t_k}=[(L^k)_1,L]$$
(7)
Here $`J`$ and $`T`$ are dynamical field variables with dimensions one and two respectively. Therefore, under the scaling discussed earlier, we have for the present case, $`p\alpha p,J\alpha J,T\alpha ^2T`$ and it follows that in the dispersionless limit, the Lax operator goes into

$$=pJ+Tp^1$$
(8)
and the Lax equation

$$\frac{}{t_k}=\{(^k)_1,\}$$
(9)
describes the dispersionless system of equations.

The two boson hierarchy  can also be alternatively described in terms of the gauge equivalent Lax operator

$$L=\frac{1}{+J}\left(\frac{T}{2}\right)$$
(10)
and the standard Lax equation

$$\frac{L}{t_k}=[\left(L^k\right)_0,L]$$
(11)
This description of the system of equations is more convenient from the point of view of our subsequent discussions. We note that the second flow

$$J_{t_2}=\left(J_x+TJ^2\right)_x,T_{t_2}=T_{xx}2\left(JT\right)_x$$
(12)
is the two boson equation which is also related to the nonlinear Schrödinger equation (NLS) . The third flow, on the other hand, is obtained to be

$$J_{t_3}=J_{xxx}+\left(J^33JT3JJ_x\right)_x,T_{t_3}=T_{xxx}+3\left(J^2T\frac{1}{2}T^2+JT_x\right)_x$$
(13)
and this coincides with the bosonic sector of the $`N=2`$ supersymmetric KdV equation with $`a=4`$  after the transformations

$$J2J,T2(T+J_x),xix,tit.$$
(14)
In the present case, it is easy to check that, in the dispersionless limit, the Lax function becomes

$$=p\frac{1}{p+J}\left(\frac{T}{2}\right).$$
(15)
The second and the third flow equations following from the Lax equation

$$\frac{}{t_k}=\{(^k)_0,\}$$
(16)
are given by

$`J_{t_2}=\left(TJ^2\right)_x,T_{t_2}=2\left(JT\right)_x`$ (17)
$`J_{t_3}=\left(J^33JT\right)_x,T_{t_3}=3\left(J^2T{\displaystyle \frac{1}{2}}T^2\right)_x`$ (18)
These are indeed the correct dispersionless limits of the two boson hierarchy.

We would like to conclude this section by presenting a new system of dispersionless equations. Let us consider a general Lax operator of the form

$$L=\frac{1}{^m+_{i=1}^mJ_i^{mi}}\left(\underset{i=1}{\overset{m}{}}\overline{J}_i^{mi}\right)$$
(19)
Here $`J_i,\overline{J}_i`$ represent fields of dimension $`i`$. It can be checked that

$$\frac{L}{t_k}=[(L^k)_0,L]$$
(20)
leads to a consistent set of dynamical equations. If we now follow the earlier discussion, it is easy to check that, in the dispersionless limit, the Lax function

$$=p\frac{1}{p^m+_{i=1}^mJ_ip^{mi}}\left(\underset{i=1}{\overset{m}{}}\overline{J}_ip^{mi}\right)$$
(21)
leads to the system of dispersionless equations obtained from the Lax equation

$$\frac{}{t_k}=\{(^k)_0,\}$$
(22)
## 3 Supersymmetric KdV and two boson hierarchy

In this section, we will generalize the ideas of the previous section to construct the Lax description for a class of dispersionless supersymmetric systems. In particular, we will work out in detail the case of dispersionless $`N=1`$ supersymmetric two boson hierarchy starting from the Lax description of the $`N=2`$ supersymmetric KdV hierarchy with $`a=4`$  whose bosonic sector we have studied in the last section. Let us first note that the few dispersionless supersymmetric systems  whose Lax descriptions have been constructed by brute force show that although the Lax function is defined in terms of superfields, it involves only bosonic momenta and that the conserved charges are obtained from the bosonic residues of powers of the Lax function. Furthermore, in the dispersionless limit, we know that $`p`$. However, the reduction of the fermionic covariant derivative in the dispersionless limit is not well understood. It is also already noted  that a scaling of the fermionic covariant derivative is essential in order to preserve supersymmetry in going to the dispersionless limit. In view of the above mentioned difficulties, our strategy, as a first step, is to look at supersymmetric systems which are described in terms of Lax operators that involve only bosonic $``$ operators.

For one of the three known families of integrable supersymmetric hierarchies with $`N=2,W_n`$ superalgebra as the second Hamiltonian structure, the Lax operators contain only bosonic operators of the forms :

$$L_s=\left[D\frac{1}{^s+_{i=1}^sJ_i^{si}}\overline{D}\left(\underset{i=1}{\overset{s}{}}J_i^{si}\right)\right].$$
(23)
Here, $`s=0,1,2,\mathrm{}`$ and $`J_i`$ are bosonic $`N=2`$ superfields of dimensions $`i`$. Furthermore, the square brackets stand for the fact that the $`N=2`$ supersymmetric fermionic covariant derivatives $`D`$ and $`\overline{D}`$ defined to be

$$D=\frac{}{\theta }\frac{\overline{\theta }}{2},\overline{D}=\frac{}{\overline{\theta }}\frac{\theta }{2}$$
(24)
act only on the superfields inside the brackets.

Let us consider the conventional dispersionless limit in the simplest case of $`N=2`$ supersymmetric KdV hierarchy for which $`s=1`$. The Lax operator, in this case, has the form

$$L=\left[D\frac{1}{+J}\overline{D}J\right].$$
(25)
The second flow, following from this Lax operator, reads

$$J_{t_2}=\left([D,\overline{D}]JJ^2\right)_x.$$
(26)
Under the rescaling $`_t\lambda _t,\lambda ,(D,\overline{D})\lambda ^{\frac{1}{2}}(D,\overline{D})`$, this equation will reduce to (as $`\lambda 0`$)

$$J_{t_2}=\left(J^2\right)_x.$$
(27)
However, this equation, despite being $`N=2`$ supersymmetric, is not very interesting.

A different possibility is to rescale in a standard way all the fields together with the fermionic derivatives in the Lax operator (25). This leads to the following Lax function in the dispersionless limit:

$$=p\frac{\frac{1}{2}𝒯}{p+𝒥}\frac{\frac{1}{2}\psi _1\psi _2}{(p+𝒥)^2},$$
(28)
where we introduced the component fields:

$$𝒥=J|,\psi _1=(D+\overline{D})J|,\psi _2=(D\overline{D})J|,𝒯=[D,\overline{D}]J|,$$
(29)
and the restriction $`|`$ stands for keeping the $`(\theta =\overline{\theta }=0)`$ term. One can check, that the second flow equations

$`𝒥_{t_2}=\left(𝒯𝒥^2\right)_x,𝒯_{t_2}=2\left(𝒥𝒯\psi _1\psi _2\right)_x,`$
$`\left(\psi _1\right)_{t_2}=2\left(𝒥\psi _1\right)_x,\left(\psi _2\right)_{t_2}=2\left(𝒥\psi _2\right)_x,`$ (30)
do not possess any supersymmetry at all. They break even the $`N=1`$ supersymmetry. The same is also true for higher flows.

Therefore we propose the following alternative approach to taking the dispersionless limit. The main idea is to rescale the fermionic components of the superfields $`J_i`$ differently from the conventional method as

$`J_i|\alpha ^iJ_i|,(D+\overline{D})J_i|\alpha ^i(D+\overline{D})J_i|,`$ (31)
$`(D\overline{D})J_i|\alpha ^{i+1}(D\overline{D})J_i|,[D,\overline{D}]J_i|\alpha ^{i+1}[D,\overline{D}]J_i|.`$
It is clear that this unconventional, alternative rescaling (31) will explicitly break the $`N=2`$ supersymmetry. However, a subset of $`N=1`$ supersymmetry, generated by $`(D+\overline{D})`$ will survive and, in the dispersionless limit, we will have a Lax description for an $`N=1`$ supersymmetric system of equations.

Let us demonstrate in detail how all these work for the Lax operator (25). According to our alternative procedure, the first step will consist of representing $`\frac{1}{+J}`$ as

$$\frac{1}{+J}^1+A_2^2+A_3^3+A_4^4+\mathrm{},$$
(32)
where all the functions $`A_n`$ can be recursively calculated and the first few have the explicit forms

$$A_2=J,A_3=J^2+J_x,A_4=J^33JJ_xJ_{xx},\mathrm{}.$$
(33)
Thus, our Lax operator can also be written as

$$L=\left[D\left(^1\overline{D}J+A_2^2\overline{D}J+A_3^3\overline{D}J+A_4^4\overline{D}J+\mathrm{}\right)\right],$$
(34)
and we should move the partial derivatives to the right in (34).

The first non trivial term on the right hand side of (34) generates an infinite series of terms when the derivative is moved to the right, namely,

$$^1\left[D\overline{D}J\right]\frac{1}{2}\left(𝒯𝒥_x\right)^1\frac{1}{2}\left(𝒯𝒥_x\right)_x^2+\frac{1}{2}\left(𝒯𝒥_x\right)_{xx}^3+\mathrm{}.$$
(35)
We may now replace $`p`$ in the r.h.s. of (35) and rescale

$$p\alpha p,𝒥\alpha 𝒥,\psi _1\alpha \psi _1,\psi _2\alpha ^2\psi _2,𝒯\alpha ^2𝒯.$$

Then, it is easy to see that the only term from among those in (35) that will contribute to $`lim_\alpha \mathrm{}\frac{1}{\alpha }L_\alpha `$ is

$$\frac{1}{2}𝒯p^1.$$

The second term inside the square bracket in the right hand side of (34) needs some more work:

$`(DA_2)^2(\overline{D}J)+A_2^2(D\overline{D}J)(DA_2)(\overline{D}J)^22(DA_2)(\overline{D}J)_x^3+`$
$`A_2(D\overline{D}J)^22A_2(D\overline{D}J)_x^3+\mathrm{},`$ (36)
where the dots stand for terms with $`^4`$ and higher. In the scaling limit, only the following terms will survive

$$\frac{1}{2}\psi _1\psi _2p^2\frac{1}{2}\psi _2\left(\psi _2\right)_xp^3\frac{1}{2}𝒥𝒯p^2.$$
(37)
Continuing in a similar manner, we find the Lax operator in the dispersionless limit to be

$$=p\frac{\frac{1}{2}𝒯}{p+𝒥}\frac{\frac{1}{2}\psi _1\psi _2}{(p+𝒥)^2}+\frac{\frac{1}{4}\psi _2(\psi _2)_x}{(p+𝒥)^3}.$$
(38)
The second flow, following from the Lax equation, has the form

$`𝒥_{t_2}=\left(𝒯𝒥^2\right)_x,𝒯_{t_2}=2\left(𝒥𝒯\psi _1\psi _2\right)_x,`$
$`\left(\psi _1\right)_{t_2}=\left(\left(\psi _2\right)_x2𝒥\psi _1\right)_x,\left(\psi _2\right)_{t_2}=2\left(𝒥\psi _2\right)_x.`$ (39)
These equations can also be easily rewritten in terms of $`N=1`$ superfields,

$$j=𝒥+\theta \psi _1,\psi =\psi _2\theta 𝒯$$
(40)
as

$$j_{t_2}=\left(𝒟\psi +j^2\right)_x,\psi _{t_2}=2\left(j\psi \right)_x,$$
(41)
where

$$𝒟=\frac{}{\theta }\theta ,𝒟^2=.$$

Let us note here that the Lax operator (38) is not new and is gauge equivalent to the one which has been constructed earlier by brute force in . However, we see that it can be systematically obtained from the alternative dispersionless limit of the simplest of the Lax operators in the family (23).

## 4 Supersymmetric Boussinesq hierarchy

As a second example of our method, in this section, we will work out the dispersionless limit starting from the $`N=2`$ supersymmetric Boussinesq hierarchy with $`\alpha =\frac{5}{2}`$ , which is described by the Lax operator (23) with $`s=2`$ . The Lax operator (23), in this case, has the explicit form

$$L=\left[D\frac{1}{^2+J_1+J_2}\overline{D}\left(J_1+J_2\right)\right].$$
(42)
Following our procedure, we will first rewrite

$$\frac{1}{^2+J_1+J_2}=^2+A_1^3+A_2^4+\mathrm{},$$
(43)
where all the $`A_n`$’s can be easily calculated,

$$A_1=J_1,A_2=J_2+2(J_1)_x+J_1^2,A_3=\left(2J_23(J_1)_x\frac{5}{2}J_1^2\right)_x+2J_1J_2J_1^3,\mathrm{}$$
(44)
With this, the first few terms in the square bracket in (42) have the form

$`\left[D{\displaystyle \frac{1}{^2+J_1+J_2}}\overline{D}\left(J_1+J_2\right)\right]`$ $`=`$ $`\left[D^2\overline{D}\left(J_1+J_2\right)\right]+\left[DA_1^3\overline{D}\left(J_1+J_2\right)\right]+`$
$`\left[DA_2^4\overline{D}\left(J_1+J_2\right)\right]+\left[DA_3^5\overline{D}\left(J_1+J_2\right)\right]+\mathrm{}`$
Let us next introduce the components

$`𝒥_1=J_1|,\psi _1=(D+\overline{D})J_1|,\psi _2=(D\overline{D})J_1|,𝒯_1=[D,\overline{D}]J_1|,`$
$`𝒯_2=J_2|,\xi _1=(D+\overline{D})J_2|,\xi _2=(D\overline{D})J_2|,𝒲=[D,\overline{D}]J_2|,`$ (46)
which have the scaling behaviors:

$$(𝒥_1,\psi _1)\alpha (𝒥_1,\psi _1),(\psi _2,𝒯_1,𝒯_2,\xi _1)\alpha ^2(\psi _2,𝒯_1,𝒯_2,\xi _1),(\xi _2,𝒲)\alpha ^3(\xi _2,𝒲).$$
(47)
We are now ready to find a Lax function in the dispersionless limit.

We can now have the fermionic derivatives act on the fields in (4), move the partial derivatives to the right and replace $`p`$. After this, it is easy to see that there will be three types of terms that may survive in the limit (3):

$``$ $``$ $`p𝒜𝒞,`$
$`𝒜`$ $``$ $`{\displaystyle \frac{1}{2}}\left(𝒯_1p+𝒲\right)\left(p^2+A_1p^3+A_2p^4+\mathrm{}\right)`$ (48)
$``$ $``$ $`\left((DA_1)p^3+(DA_2)p^4+\mathrm{}\right)\left((\overline{D}J_1)p+(\overline{D}J_2)\right)`$ (49)
$`𝒞`$ $``$ $`\left(3(DA_1)p^44(DA_2)p^5+\mathrm{}\right)\left((\overline{D}J_1)p+(\overline{D}J_2)\right)_x.`$ (50)
Note that the expressions in the parenthesis for $`𝒜,,𝒞`$ contain terms with and without derivatives (see eq.(44)). For terms of the types $`𝒜`$ and $`𝒞`$, there is no problem, since in the dispersionless limit (scaling limit), only terms without derivatives in $`A_n`$ (44) contribute. In this case, we have:

$$𝒜=\frac{\frac{1}{2}\left(𝒯_1p+𝒲\right)}{p^2+𝒥_1p+𝒯_2},𝒞=\left[D\frac{2p+J_1}{\left(p^2+J_1p+J_2\right)^2}\right]\left((\overline{D}J_1)p+(\overline{D}J_2)\right)_x.$$
(51)
However, for terms of the type $``$, the scaling require us to keep also the terms linear in the first derivatives in all the $`A_n`$’s. This leads to

$$=\left[D\left(\frac{1}{p^2+J_1p+J_2}+\frac{(2p+J_1)(J_1p+J_2)_x}{\left(p^2+J_1p+J_2\right)^3}\right)\right]\left((\overline{D}J_1)p+(\overline{D}J_2)\right).$$
(52)
In the dispersionless limit, the Lax function now becomes

$``$ $`=`$ $`p{\displaystyle \frac{\frac{1}{2}\left(𝒯_1p+𝒲\right)}{p^2+𝒥_1p+𝒯_2}}{\displaystyle \frac{\frac{1}{4}\psi _2\left(\psi _2p+\xi _2\right)_x}{\left(p^2+𝒥_1p+𝒯_2\right)^2}}{\displaystyle \frac{\frac{1}{2}\left(\psi _1p+\xi _1\right)\left(\psi _2p+\xi _2\right)}{\left(p^2+𝒥_1p+𝒯_2\right)^2}}+`$ (53)
$`{\displaystyle \frac{\frac{1}{4}(2p+𝒥_1)\left(\psi _2p+\xi _2\right)\left(\psi _2p+\xi _2\right)_x}{\left(p^2+𝒥_1p+𝒯_2\right)^3}}+{\displaystyle \frac{\frac{1}{4}\left(𝒥_1p+𝒯_2\right)_x\psi _2\xi _2}{\left(p^2+𝒥_1p+𝒯_2\right)^3}}.`$
It is now easy to check that the Lax equation (22) leads to the dispersionless supersymmetric Boussinesq hierarchy. Explicitly, the second flow of this hierarchy is given by

$`\left(𝒥_1\right)_{t_2}=\left(2𝒯_1+2𝒯_2𝒥_1^2\right)_x,`$
$`\left(𝒯_1\right)_{t_2}=2\left(𝒲𝒥_1𝒯_1+\psi _1\psi _2\right)_x,\left(𝒯_2\right)_{t_2}=2(𝒥_1)_x𝒯_2+𝒥_1(𝒯_1)_x,`$
$`\left(𝒲\right)_{t_2}=2(𝒥_1)_x𝒲2(𝒯_1)_x𝒯_2+𝒯_1(𝒯_1)_x+\psi _2(\psi _2)_{xx}+2\left(\xi _1(\psi _2)_x\xi _2(\psi _1)_x\right),`$
$`\left(\psi _1\right)_{t_2}=2\left(\xi _1+(\psi _2)_x𝒥_1\psi _1\right)_x,\left(\psi _2\right)_{t_2}=2\left(\xi _2𝒥_1\psi _2\right)_x,`$
$`\left(\xi _1\right)_{t_2}=2(𝒥_1)_x\xi _12𝒯_2(\psi _1)_x+(𝒯_1)_x\psi _1+𝒥_1(\psi _2)_{xx},`$
$`\left(\xi _2\right)_{t_2}=2(𝒥_1)\xi _22𝒯_2(\psi _2)_x+(𝒯_1)_x\psi _2.`$ (54)
This system of equations can also be rewritten in terms of $`N=1`$ superfields

$$j_1=𝒥_1+\theta \psi _1,\eta _1=\psi _2\theta 𝒯_1,j_2=𝒯_2+\theta \xi _1,\eta _2=\xi _2\theta 𝒲$$
(55)
as

$`\left(j_1\right)_{t_2}=\left(2𝒟\eta _1+2j_2j_1^2\right)_x\left(\eta _1\right)_{t_2}=2\left(\eta _2j_1\eta _1\right)_x,`$
$`\left(j_2\right)_{t_2}=2(j_1)_xj_2j_1(𝒟\eta _1)_x,\left(\eta _2\right)_{t_2}=2(j_1)_x\eta _22j_2(\eta _1)_x(𝒟\eta _1)_x\eta _1.`$ (56)
Thus, we explicitly demonstrate that our system possesses $`N=1`$ supersymmetry.

## 5 Conclusion

In this paper, we have given a systematic derivation of the dispersionless limit of a class of $`N=1`$ supersymmetric models starting from the Lax description of their dispersive counterparts. This is achieved by starting with the $`N=2`$ systems and making an alternative scaling of the field variables which maintains only an $`N=1`$ supersymmetry. This approach is motivated by the structure of the dispersionless limit of the pure bosonic sectors of these $`N=2`$ systems which can not be extended to $`N=2`$ supersymmetry without introducing the additional bosonic fields. We discuss our proposal explicitly within the context of the supersymmetric two boson hierarchy where our starting point is the $`N=2`$ supersymmetric KdV hierarchy. As a second example, we also work out the dispersionless limit of the supersymmetric Boussinesq hierarchy starting from the $`N=2`$ supersymmetric system.

## Acknowledgments

S.K. and Z.P. would like to thank the Department of Physics at the University of Rochester for hospitality during the course of this work. This work was supported in part by US DOE grant no. DE-FG-02-91ER40685, NSF-INT-0089589, INTAS grant No. 00-00254, grant DFG 436 RUS 113/669 as well as RFBR-CNRS grant No. 01-02-22005.