Orthogonal Laurent polynomials and quadrature formulas for unbounded intervals. II: interpolatory rules (Q1779821)

The paper is devoted to the estimation of the integral \(I(f,\mu)=\int_a^bf(x,\mu)\,dx\), \(0\leq a<b\leq\infty\) where \(\mu\) is \(L_1\)-Lebesgue integrable function and \(f\) is at least Riemann-integrable with possibly singularities which can be the origin and/or infinity. In order to approximate a given integral it is used a quadrature rule of the form \(I_n(f,\mu)=\sum_1^n A_{jn}f(x_{jn})\). There is studied the case of nonstandard weight function which leads to the problems with instability. The authors introduce the condition for stability in the form \(\sum_1^n| A_{jn}|\leq M, n=1,2,\dots\). The authors study the convergence that rule in the case if the function \(f\) has the singularities as mentioned above as well. This situation is mastered by use of Laurent polynomials.