Jeffrey S.\ Geronimo, Fritz Gesztesy, and Helge Holden Algebro-Geometric Solutions of a Discrete System Related to the Trigonometric Moment Problem (88K, LaTeX) ABSTRACT. We derive theta function representations of algebro-geometric solutions of a discrete system governed by a transfer matrix associated with (an extension of) the trigonometric moment problem studied by Szego and Baxter. We also derive a new hierarchy of coupled nonlinear difference equations satisfied by these algebro-geometric solutions.