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

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 \(n\).