$int\_\{-pi\}^\{pi\}f(e^\{itheta\})overline\{g(e^\{itheta\})\},dmu$

where dμ is a positive measure on [−π, π].

References

• G. Szegö, "Orthogonal polynomials" , Colloq. Publ. , 33 , Amer. Math. Soc. (1967)
• http://en.wikipedia.org/w/index.php?title=Szeg%C3%B6_polynomial&action=edit