Computing the Hilbert transform of the generalized Laguerre and Hermite weight functions (Q5952344)
From MaRDI portal
scientific article; zbMATH DE number 1688760
Language | Label | Description | Also known as |
---|---|---|---|
English | Computing the Hilbert transform of the generalized Laguerre and Hermite weight functions |
scientific article; zbMATH DE number 1688760 |
Statements
Computing the Hilbert transform of the generalized Laguerre and Hermite weight functions (English)
0 references
22 July 2002
0 references
Useful explicit formulae are given for the Hilbert transform \(\int_\mathbb{R} \omega(t)dt/(t-x)\), where \(\omega\) is either the generalized Laguerre weight function \(\omega(t)=0\) if \(t\leq 0\), \(\omega(t)=t^\alpha e^{-t}\) if \(0<t<\infty\), and \(\alpha >-1\), \(x>0\), or the Hermite weight function \(\omega(t)=e^{-t^2}\), \(-\omega<t<0\), \(-\infty<x<\infty\). Furthermore, numerical methods of evaluation are discussed based on recursion, contour integration and saddle-point asymptotics, and series expansions. The authors also study the numerical stability of the three-term-recurrence relation satisfied by the integral \(\int_\mathbb{R} \pi_n(t;\omega)\omega(t)dt/(t-x)\), \(n=0,1,2,\dots\), where \(\pi_n(\cdot;\omega)\) are generalized Laguerre or Hermite polynomials of degree \(n\).
0 references
Hilbert transform
0 references
Laguerre weight function
0 references
Hermite weight function
0 references
recursion
0 references
contour integration
0 references
saddle-point asymptotics
0 references
series expansions
0 references
numerical stability
0 references
three-term-recurrence relation
0 references