It is known that given a pair of real sequences
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mage" height="17" width="58" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16304188-si101.gif"> a positive chain sequence, we can associate a unique nontrivial probability measure
μ on the unit circle. Precisely, the measure is such that the corresponding Verblunsky coefficients
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where
ρ0=1,
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n≥1 and
a41ce02c224f0c250c51e6f61">
mage" height="17" width="64" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16304188-si394.gif"> is the minimal parameter sequence of
mage" height="17" width="58" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16304188-si101.gif">. In this paper we consider the space, denoted by
Np, of all nontrivial probability measures such that the associated real sequences
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mage" height="17" width="64" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16304188-si12.gif"> are periodic with period
p , for
p∈N. By assuming an appropriate metric on the space of all nontrivial probability measures on the unit circle, we show that there exists a homeomorphism
gp between the metric subspaces
Np and
Vp, where
Vp denotes the space of nontrivial probability measures with associated
p -periodic Verblunsky coefficients. Moreover, it is shown that the set
a4abc463630ffd841d45" title="Click to view the MathML source">Fp of fixed points of
gp is exactly
Vp∩Np and this set is characterized by a
a4d21ea1cc37d71d6c8fcd01b" title="Click to view the MathML source">(p−1)-dimensional submanifold of
Rp. We also prove that the study of probability measures in
Np is equivalent to the study of probability measures in
Vp. Furthermore, it is shown that the pure points of measures in
Np are, in fact, zeros of associated para-orthogonal polynomials of degree
p . We also look at the essential support of probability measures in the limit periodic case, i.e., when the sequences
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mage" height="17" width="64" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16304188-si12.gif"> are limit periodic with period
p. Finally, we give some examples to illustrate the results obtained.