The error norm of Gauss-Kronrod quadrature formulae for weight functions of Bernstein-Szegö type (Q2491142)

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The error norm of Gauss-Kronrod quadrature formulae for weight functions of Bernstein-Szegö type
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    The error norm of Gauss-Kronrod quadrature formulae for weight functions of Bernstein-Szegö type (English)
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    26 May 2006
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    Consider the Gauss-Kronrod quadrature formula with respect to one of the weight functions \((1-x)^\alpha (1+x)^\beta / (1 - 4 \gamma x^2 / (1+\gamma)^2)\) with \(\alpha, \beta \in \{ \pm 1/2\}\) and \(-1 < \gamma \leq 0\). When such a formula is applied to a function \(f(x) = \sum_{k=0}^\infty a_k x^k\) that is holomorphic in a circle of radius \(r>1\) centered at the origin, the error \(R_n[f]\) can be bounded by an expression having the form \(\| R_n \| \cdot | f | _r\) with \(| f| _r = \sup \{ | a_k| r^k : k = 0,1,\ldots, R_n[x^k] \neq 0 \}\). The main goal of the paper is to develop explicit expressions for the best possible constants \(\| R_n \| \).
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    Gauss-Kronrod quadrature
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    numerical integration
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    Bernstein-Szegő weight function
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    error bound
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