Discrete entropies of orthogonal polynomials

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Publication:836085




Abstract: Let pn be the n-th orthonormal polynomial on the real line, whose zeros are lambdaj(n), j=1,...,n. Then for each j=1,...,n, vec Psi_j^2 = (Psi_{1j}^2, ..., Psi_{nj}^2) with Psi_{ij}^2= p_{i-1}^2 (lambda_j^{(n)}) (sum_{k=0}^{n-1} p_k^2(lambda_j^{(n)}))^{-1}, quad i=1, >..., n, defines a discrete probability distribution. The Shannon entropy of the sequence pn is consequently defined as mathcal S_{n,j} = -sum_{i=1}^n Psi_{ij}^{2} log (Psi_{ij}^{2}) . In the case of Chebyshev polynomials of the first and second kinds an explicit and closed formula for mathcalSn,j is obtained, revealing interesting connections with the number theory. Besides, several results of numerical computations exemplifying the behavior of mathcalSn,j for other families are also presented.





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