Approximating monomials using Chebyshev polynomials

Publication date 17 January 2021

Abstract: This paper considers the approximation of a monomial

x^{n}

over the interval

[- 1, 1]

by a lower-degree polynomial. This polynomial approximation can be easily computed analytically and is obtained by truncating the analytical Chebyshev series expansion of

x^{n}

. The error in the polynomial approximation in the supremum norm has an exact expression with an interesting probabilistic interpretation. We use this interpretation along with concentration inequalities to develop a useful upper bound for the error.

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