On the convergence of quadrature formulas for complex weight functions (Q1842073)

Quadrature formulas for integrals of the form \(I(F)= \int^{+1}_{-1} \omega (x) F(x) dx\) are considered, where \(\omega\) is a complex weight function satisfying \(\int^{+1}_{-1} |\omega (x)|dx= M< +\infty\) and \(F\) is assumed to be analytic on a neighborhood of the interval \([-1, 1]\). Gaussian quadrature and interpolatory quadrature formulas are studied. In the case of a complex weight function \(\omega\) the associated orthogonal polynomials \(P_n\) may have less than \(n\) zeros, and some of these zeros may lie outside of the domain of analyticity of the function \(F\), which causes problems for Gaussian quadrature. The problem is circumvented by assuming that the measure \(d\mu (x):= \omega (x) dx\), \(x\in [-1,1 ]\), belongs to the complex Nevai-Blumenthal class \({\mathcal M}_\mathbb{C} (0,1)\), i.e., the monic orthogonal polynomials \(P_n\) associated with the weight function \(\omega\) satisfy \[ P_{n+1} (z)= (z- b_n) P_n (z)- a^2_n P_{n-1} (z), \quad P_0 (z)=1, \quad P_1 (z)= z- b_0 \] with \(a_n, b_n\in \mathbb{C}\), \(\lim_n a_n= {1\over 2}\) and \(\lim_n b_n=0\). The assumption implies ratio asymptotics for the orthogonal polynomials \(P_n\), which is the basis for the convergence investigation of the Gaussian quadrature rules.