Asymptotics for entropy integrals associated with exponential weights

DOI10.1016/S0377-0427(02)00915-9MaRDI QIDQ1398702zbMATH OpenOpenAlexFDO

Authors Eli Levin, Doron S. Lubinsky

Publication date 7 August 2003

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-0427(02)00915-9

zbMATH Keywords

asymptotic estimationsentropy integralsexponential weightsFreud weightsorthonormal polynomials

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Review text

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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Cites work

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Cited in

(4)

• Asymptotic upper bounds for the entropy of orthogonal polynomials in the Szegő class
• scientific article; zbMATH DE number 1331714 (Why is no real title available?)
• Asymptotic distribution of (h, φ)-entropies
• Shannon entropy of symmetric Pollaczek polynomials

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