A note on finite quadrature rules with a kind of Freud weight function (Q1036349)

Summary: We introduce a finite class of weighted quadrature rules with the weight function \(|x|^{-2a} \exp(-1/x^2)\) on \((-\infty,\infty)\) as \[ \int_{-\infty}^\infty |x|^{-2a} \exp(-1/x^2) f(x)\,dx= \sum_{i=1}^n w_i f(x_i)+ R_n[f], \] where \(x_i\) are the zeros of polynomials orthogonal with respect to the introduced weight function, \(w_i\) are the corresponding coefficients, and \(R_n[f]\) is the error value. We show that the above formula is valid only for the finite values of \(n\). In other words, the condition \(a\geq \{\max n\}+1/2\) must always be satisfied in order that one can apply the above quadrature rule. In this sense, some numerical and analytic examples are also given and compared.