Stieltjes-type polynomials on the unit circle

29 pages, no figures.-- MSC2000 codes: Primary 65D32, 42A10, 42C05; Secondary 30E20.MR#: MR2476567Stieltjes-type polynomials corresponding to measures supported on the unit circle T are introduced and their asymptotic properties away from T are studied for general classes of measures. As an application, we prove the convergence of an associated sequence of interpolating rational functions to the corresponding Carathéodory function. In turn, this is used to give an estimate of the rate of convergence of certain quadrature formulae that resemble the Gauss-Kronrod rule, provided that the integrand is analytic in a neighborhood of T.The work of B. de la Calle received support from Dirección General de Investigación (DGI), Ministerio de Educación y Ciencia, under grants MTM2006-13000-C03-02 and MTM2006-07186 and from UPM-CAM under grants CCG07-UPM/000-1652 and CCG07-UPM/ESP-1896. The work of G. López was supported by DGI under grant MTM2006-13000-C03-02 and by UC3M-CAM through CCG06-UC3M/ESP-0690. The work of L. Reichel was supported by an OBR Research Challenge Grant.Publicad