An estimate of the root mean square error incurred when approximating an f L^2( R) by a partial sum of its Hermite series

Numerical approximation and evaluation of special functions (33F05) Harmonic analysis in one variable (42A99) Computation of special functions and constants, construction of tables (65D20)

Abstract: Let

f

be a band-limited function in

L^{2} (m a t h b b R)

. Fix

T > 0

and suppose

f^{p r i m e}

exists and is integrable on

[- T, T]

. This paper gives a concrete estimate of the error incurred when approximating

f

in the root mean square by a partial sum of its Hermite series. Specifically, we show, for

K = 2 n, q u a d n i n Z_{+},

left[frac{1}{2T}int_{-T}^T[f(t)-(S_Kf)(t)]^2dt ight]^{1/2}leq left(1+frac 1K ight)left(left[ frac{1}{2T}int_{|t|> T}f(t)^2dt ight]^{1/2} +left[frac{1}{2T} int_{|omega|>N}|hat f(omega)|^2domega ight]^{1/2} ight) +frac{1}{K}left[frac{1}{2T}int_{|t|leq T}f_N(t)^2dt ight]^{1/2} +frac{1}{pi}left(1+frac{1}{2K} ight)S_a(K,T),

in which

S_{K} f

is the

K

-th partial sum of the Hermite series of

f, h a t f

is the Fourier transform of

f

,

d i s p l a y s t y l e N = f r a c s q r t 2 K + 1 + % s q r t 2 K + 3 2

and

f_{N} = (h a t f c h i_{(- N, N)})^{v} e e (t) = f r a c 1 p i i n t_{- i n f t y}^{i n f t y} f r a c s i n (N (t - s)) t - s f (s) d s

. An explicit upper bound is obtained for

S_{a} (K, T)

.

Review text

Summary: Let \(f\) be a band-limited function in \(L^2(\mathbb R)\). Fix \(T>0\), and suppose \(f'\) exists and is integrable on \([-T,T]\). This paper gives a concrete estimate of the error incurred when approximating \(f\) in the root mean square by a partial sum of its Hermite series. Specifically, we show, that for \(K=2n\), \(n \in Z_+\), \(\left[ \frac{1}{2T},\int_{- T}^T,[f(t) -(S_K f)(t)]^2,d,t\right]^{1 / 2} \leq \left(1,+,\frac{1}{K}\right) \left(\left[\frac{1}{2 T},\int_{| t| > T},f,(t)^2,d,t\right]^{1/2},+,\left[\frac{1}{2 T},\int_{| \omega| > N},| \hat{f}(\omega)|^2,d,\omega\right]^{1/2}\right) + \frac{1}{K} \left[\frac{1}{2 T},\int_{| t| \leq T},f_N,(t)^2,d,t\right]^{1/2}+\frac{1}{\pi} \left(1,+,\frac{1}{2 K}\right) S_a(K, T),\) in which \(S_K f\) is the \(K\)-th partial sum of the Hermite series of \(f\), \(\hat{f}\) is the Fourier transform of \(f\), \(N=\frac{\sqrt{2K+1}+\sqrt{2K+3}}{2}\) and \(f_N = (\hat{f} \chi_{(- N, N)})^\vee(t) = \frac{1}{\pi} \int_{- \infty}^\infty \frac{\sin(N(t - s))}{t - s} f(s) d s\). An explicit upper bound is obtained for \(S_a(K, T)\).

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