In this book we study orthogonal polynomials and their generalizations
in spaces with weighted inner products. The impetus for our research was
a deep theorem due to M.G. Krein along with subsequent results of Krein
and H. Langer. Together with our colleagues, we have worked in this area
for nearly fifteen years, and the results of our research are presented
here in unified form. We are grateful to the Department of mathematics
at the University of Maryland in College Park and to Tel-Aviv University
for their support and encouragement. The support of the Silver Family
Foundation is also highly appreciated. Introduction The starting point
ofthis book is a study ofthe orthogonal polynomials {qn In ?: O}
obtained by orthogonalizing the power functions I, Z, z2, ... on the
unit circle. The orthogonality is with respect to the scalar product
defined by where the weight w is a positive integrable function on the
unit circle. These ortho- gonal polynomials are called the Szego
polynomials associated with the weight w.