Approximation of bandlimited functions (Q861343)

A bandlimited function \(f\) is specified by \[ f(x)=\int_{-1}^1 e^{ic\xi x}d\mu(\xi) \] for some complex measure \(\mu\), where \(c>0\) is the bandlimit of \(f(x)\). A convergent \(L^2\)-expansion is \[ f(x)=\sum_{k=0}^\infty p_k^c \psi_k^c(x), \] where the standard basis functions \(\psi_k^c(x)\) are prolate spheroidal wave functions of order zero and \(p_k^c\) is the projection of \(f\) onto \(\psi_k^c\). The authors prove a theorem on the bound for the error arising from approximating a bandlimited function \(f\) in terms of a finite linear combination of prolate spheroidal wave functions in the form \(\sum_{k=0}^K {\tilde p}_k^c \psi_k^c(x)\), where \({\tilde p}_k^c\) is the approximation of the projection of \(f\) onto \(\psi_k^c\). The coefficients \({\tilde p}_k^c\) are given explicitly via appropriate quadrature formulas.