Computation of the entropy of polynomials orthogonal on an interval.
We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on a series expression for the mutual energy of two probability...
| Main Authors: | , , , |
|---|---|
| Format: | info:eu-repo/semantics/article |
| Language: | English |
| Published: |
2012
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10835/1639 |