Computing the Hilbert transform of the generalized Laguerre and Hermite weight functions

DOI10.1023/A:1021915128433MaRDI QIDQ5952344zbMATH OpenOpenAlexFDO

Authors Walter Gautschi, Jörg Waldvogel

Publication date 22 July 2002

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021915128433

zbMATH Keywords

contour integrationHermite weight functionHilbert transformLaguerre weight functionnumerical stabilityrecursionsaddle-point asymptoticsseries expansionsthree-term-recurrence relation

Mathematics Subject Classification ID

Special integral transforms (Legendre, Hilbert, etc.) (44A15) Numerical methods for integral transforms (65R10)

Review text

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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Cited in

(9)

• Computing the Hilbert transform of a Jacobi weight function
• Applications of Hermite transforms in computer algebra.
• Exact solution of Chern-Simons-matter matrix models with characteristic/orthogonal polynomials
• A method for the practical evaluation of the Hilbert transform on the real line
• The bilinear Hilbert transform acting on Hermite and Laguerre functions
• TRAX: an approach for the time rational analysis of complex dynamic systems
• Approximation of a weighted Hilbert transform by using perturbed Laguerre zeros
• On computing modified moments for half-range Hermite weights
• The Hilbert transform and Hermite functions: a real variable proof of the \(L^2\)-isometry

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