Computing the Hilbert transform of the generalized Laguerre and Hermite weight functions (Q5952344)

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scientific article; zbMATH DE number 1688760
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Computing the Hilbert transform of the generalized Laguerre and Hermite weight functions
scientific article; zbMATH DE number 1688760

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    Computing the Hilbert transform of the generalized Laguerre and Hermite weight functions (English)
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    22 July 2002
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    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 \(n\).
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    Hilbert transform
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    Laguerre weight function
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    Hermite weight function
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    recursion
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    contour integration
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    saddle-point asymptotics
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    series expansions
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    numerical stability
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    three-term-recurrence relation
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