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We consider CMV matrices, both standard and extended, with analytic quasi-periodic Verblunsky coefficients and prove Anderson localization in the regime of positive Lyapunov exponents. This establishes the CMV analog of a result Bourgain and Goldstein proved for discrete one-dimensional Schr"odinger operators. We also prove a similar result for quantum walks on the integer lattice with suitable analytic quasi-periodic coins.

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