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Asymptotics for entropy integrals associated with exponential weights
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    Asymptotics for entropy integrals associated with exponential weights (English)
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    7 August 2003
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    For a given exponential weight \(W\) on \(I= (c,d)\), \(-\infty\leq c< d\leq \infty\), i.e. \(W(x)= \exp(- Q(x))\) with \(Q(x)\geq 0\) and convex, let \(\{p_n\}\) denote the sequence of orthonormal polynomials associated with \(W^2\). In this paper, the entropy integrals, \[ E(p_n)=-\int p^2_n(\log p^2_n) W^2,\quad E^*(p_n)= -\int p^2_n(\log p_n W)^2 W^2 \] as \(\to\infty\) are considered for the most explicit class of weights appearing in the book by the present authors [\textit{A. L. Levin} and \textit{D. S. Lubinsky}, Orthogonal polynomial for exponential weights (2001; Zbl 0997.42011)] and including the so-called Freud weights, i.e. \[ W(x)= \exp(-|x|^\lambda),\quad\lambda> 1. \] Here, first-order asymptotics both for \(E(p_n)\) and \(E^*(p_n)\) with a relative error of order \(n^{-c}\), for some \(c> 0\), are computed.
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    orthonormal polynomials
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    entropy integrals
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    exponential weights
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    Freud weights
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    asymptotic estimations
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