In this work we apply Riemann-Hilbert problem to study two families of orthogonal polynomials on the unit circle, named of modified Jacobi and Bessel. We derive first and second order differential equations, for these families of orthogonal polynomials and functions of second kind, as well as nonlinear equations that the Verblunsky coefficients satisfy.
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Branquinho et al. (2024) studied this question.
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