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We propose an explicit recursive method to approximate a power-law with a finite sum of weighted exponentials. Applications to moving averages with long memory are discussed in relationship with stochastic volatility models.

Data Analysis, Statistics and Probability · Physics 2008-12-02 Thierry Bochud , Damien Challet

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

Mathematical Physics · Physics 2015-06-26 Saugata Ghosh

We prove matching direct and inverse theorems for (algebraic) polynomial approximation with doubling weights $w$ having finitely many zeros and singularities (i.e., points where $w$ becomes infinite) on an interval and not too ``rapidly…

Classical Analysis and ODEs · Mathematics 2015-07-20 Kirill A. Kopotun

Given $k\in N$, a nonnegative function $f\in C^r[a,b]$, $r\ge 0$, an arbitrary finite collection of points $\big\{\alpha_i\big\}_{i\in J} \subset [a,b]$, and a corresponding collection of nonnegative integers $\big\{m_i\big\}_{i\in J}$ with…

Classical Analysis and ODEs · Mathematics 2023-05-04 German Dzyubenko , Kirill A. Kopotun

About twenty years ago the measure of smoothness $\omega ^r_\phi (f,t)$ was introduced and related to the rate of polynomial approximation. In this article we survey developments about this and related concepts since that time.

Classical Analysis and ODEs · Mathematics 2007-09-19 Z. Ditzian

This work is a thorough investigation of skew-orthogonal polynomials with respect to a quartic Freud weight. We provide an explicit method to evaluate skew-orthogonal polynomials of any degree as linear combinations of orthogonal…

Classical Analysis and ODEs · Mathematics 2026-04-27 Costanza Benassi , Marta Dell'Atti

We study a class of weight functions on $[-1,1]$, which are special cases of the general weights studied by Bernstein and Szeg\"o, as well as their extentions to the interval $[-a,1]$ for a continuous parameter $a>0$. These weights are…

Classical Analysis and ODEs · Mathematics 2025-09-16 Martin Nicholson

In this paper, we consider the polynomial and exponential convergence rate of weighted Birkhoff averages of irrational rotations on tori. It is shown that these can be achieved for finite and infinite dimensional tori which correspond to…

Dynamical Systems · Mathematics 2024-09-18 Zhicheng Tong , Yong Li

We consider random orthonormal polynomials $$ P_{n}(x)=\sum_{i=0}^{n}\xi_{i}p_{i}(x), $$ where $\xi_{0}$, . . . , $\xi_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep_0)$-moments, and…

Probability · Mathematics 2023-01-02 Yen Do , Doron Lubinsky , Hoi H. Nguyen , Oanh Nguyen , Igor Pritsker

Let $\mathbb{R}=(-\infty,\infty)$, and let $Q\in C^1(\mathbb{R}): \mathbb{R}\rightarrow \mathbb{R^+}=[0,\infty)$ be an even function, which is an exponent. We consider the weight $w_\rho(x)=|x|^{\rho} e^{-Q(x)}$, $\rho\geqslant 0$, $x\in…

Classical Analysis and ODEs · Mathematics 2014-07-15 Hee Sun Jung , Ryozi Sakai

In this paper, we will discuss the notion of almost orthogonality in a functional sequence.Especially, we will define a few sequences of almost orthogonal polynomials which can be used successfully for modeling of electronic systems which…

Numerical Analysis · Mathematics 2010-07-22 Predrag Rajkovic , Sladjana Marinkovic

The $(u,v)$-Pad\'e approximation to a function $f$ is the (unique, up to scaling) rational approximation $f(x) = P(x)/Q(x) + O(x^{u+v+1})$, where $P$ has degree $u$ and $Q$ has degree $v$. Motivated by recent work of Molin, Pazuki, and…

Number Theory · Mathematics 2020-07-06 John Cullinan , Nick Scheel

A $\tphin$ contiguous relation is used to derive contiguous relations for a very-well-poised $\ephis$. These in turn yield solutions to the associated $q$-Askey-Wilson polynomial recurrence relation, expressions for the associated continued…

Classical Analysis and ODEs · Mathematics 2016-09-06 Dharma P. Gupta , David R. Masson

Let $\varPhi:{\mathbb R}^n \to [1, \infty)$ be a semi-continuous from below function such that $\lim \limits_{x \to \infty} \displaystyle \frac {\ln \varPhi(x)} {\Vert x \Vert} = +\infty$. It is shown that polynomials are dense in…

Functional Analysis · Mathematics 2017-12-27 I. Kh. Musin

New sequences of orthogonal polynomials with respect to the weight functions $e^{-x} \rho_\nu(x),\ e^{- 1/x} x^{-1} \rho_{\nu} (x), \rho_{\nu}(x)= 2 x^{\nu/2} K_\nu(2\sqrt x),\ x >0, \nu \in \mathbb{R}$, where $K_\nu(z)$ is the modified…

Classical Analysis and ODEs · Mathematics 2019-02-19 Semyon Yakubovich

It is shown that the orthogonal polynomials, corresponding to the oscillatory weight $e^{\im\omega x}$, exists if $\omega$ is a transcendental number and $\tan\omega/\omega\in\Q$. Also, it is proved that such orthogonal polynomials exist…

Numerical Analysis · Mathematics 2014-04-08 Hassan Majidian

This paper studies numerical methods for the approximation of elliptic PDEs with lognormal coefficients of the form $-{\rm div}(a\nabla u)=f$ where $a=\exp(b)$ and $b$ is a Gaussian random field. The approximant of the solution $u$ is an…

Numerical Analysis · Mathematics 2021-03-26 Albert Cohen , Giovanni Migliorati

We review recent results on necessary and sufficient conditions for measures on $\mathbb{R}$ and $\partial\mathbb{D}$ to yield exponential decay of the recursion coefficients of the corresponding orthogonal polynomials. We include results…

Spectral Theory · Mathematics 2007-05-23 Barry Simon

In this manuscript, we analyze the expansions of functions in orthogonal polynomials associated with a general weight function in a multidimensional setting. Such orthogonal polynomials can be obtained by Gram-Schmidt orthogonalization.…

Numerical Analysis · Mathematics 2017-08-01 Adi Ditkowski , Rami Kats

We study orthogonal polynomials on a fully symmetric planar domain $\Omega$ that is generated by a certain triangle in the first quadrant. For a family of weight functions on $\Omega$, we show that orthogonal polynomials that are even in…

Classical Analysis and ODEs · Mathematics 2025-09-15 Yuan Xu