Generalized Stieltjes polynomials and rational Gauss-Kronrod quadrature (Q1885348)

Let \(\{w_n\}_{n\in\mathbb N}\) and \(\{v_n\}_{n\in\mathbb N}\) be sequences of monic polynomials with real coefficients such that for each \(n\in\mathbb N\) \(\deg w_n\leq 2n+1\) and \(w_n>0\) on the convex hull of the compact support \(S(\mu)\subset\mathbb R\) (with infinitely many points) of a finite Borel measure \(\mu.\) Let \(d\mu_n=d\mu/w_n\) and \(p_{n,m}(z)=\kappa_{n,m}z^m+\ldots,\) \(\kappa_{n,m}>0,\) be the \(m\)th orthonormal polynomial with respect to \(\mu_n.\) Furthermore, let \(\{S_{n,m}\}_{n,m\in\mathbb N}\) be a sequence of polynomials such that for each \(n\in\mathbb N,\) \(S_{n,m}\) is defined as the monic polynomial of least degree verifying \[ \int x^kS_{n,m}(x)p_{n,m-1}(x)\frac{d\mu_n(x)}{v_n(x)}=0,\quad k=0,1,\ldots,m-1. \] The polynomial \(S_{n,m}\) is called the \(m\)th Stieltjes polynomial with respect to the varying measure \(d\mu_n/v_n.\) The normalized Stieltjes polynomial \(s_{n,m}\) is defined as \(s_{n,m}=\kappa_{n,m-1}S_{n,m}.\) The authors study asymptotics of the polynomials \(s_{n,m}\) outside of the convex hull of \(S(\mu).\) As applications, the convergence of multipoint Padé-type approximations of Markov functions is proved and an asymptotic estimate of the error of rational Gauss-Kronrod quadrature formulas when functions which are analytic on some neighborhood of the set of integration are considered.