987 resultados para Laguerre-Sobolev-type orthogonal polynomials
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Let C-n(lambda)(x), n = 0, 1,..., lambda > -1/2, be the ultraspherical (Gegenbauer) polynomials, orthogonal. in (-1, 1) with respect to the weight function (1 - x(2))(lambda-1/2). Denote by X-nk(lambda), k = 1,....,n, the zeros of C-n(lambda)(x) enumerated in decreasing order. In this short note, we prove that, for any n is an element of N, the product (lambda + 1)(3/2)x(n1)(lambda) is a convex function of lambda if lambda greater than or equal to 0. The result is applied to obtain some inequalities for the largest zeros of C-n(lambda)(x). If X-nk(alpha), k = 1,...,n, are the zeros of Laguerre polynomial L-n(alpha)(x), also enumerated in decreasing order, we prove that x(n1)(lambda)/(alpha + 1) is a convex function of alpha for alpha > - 1. (C) 2002 Published by Elsevier B.V. B.V.
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2000 Mathematics Subject Classification: 41A10, 30E10, 41A65.
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In this article, we obtain explicit solutions of a linear PDE subject to a class of radial square integrable functions with a monotonically increasing weight function |x|(n-1)e(beta vertical bar x vertical bar 2)/2, beta >= 0, x is an element of R-n. This linear PDE is obtained from a system of forced Burgers equation via the Cole-Hopf transformation. For any spatial dimension n > 1, the solution is expressed in terms of a family of weighted generalized Laguerre polynomials. We also discuss the large time behaviour of the solution of the system of forced Burgers equation.
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Soit $\displaystyle P(z):=\sum_{\nu=0}^na_\nu z^{\nu}$ un polynôme de degré $n$ et $\displaystyle M:=\sup_{|z|=1}|P(z)|.$ Sans aucne restriction suplémentaire, on sait que $|P'(z)|\leq Mn$ pour $|z|\leq 1$ (inégalité de Bernstein). Si nous supposons maintenant que les zéros du polynôme $P$ sont à l'extérieur du cercle $|z|=k,$ quelle amélioration peut-on apporter à l'inégalité de Bernstein? Il est déjà connu [{\bf \ref{Mal1}}] que dans le cas où $k\geq 1$ on a $$(*) \qquad |P'(z)|\leq \frac{n}{1+k}M \qquad (|z|\leq 1),$$ qu'en est-il pour le cas où $k < 1$? Quelle est l'inégalité analogue à $(*)$ pour une fonction entière de type exponentiel $\tau ?$ D'autre part, si on suppose que $P$ a tous ses zéros dans $|z|\geq k \, \, (k\geq 1),$ quelle est l'estimation de $|P'(z)|$ sur le cercle unité, en terme des quatre premiers termes de son développement en série entière autour de l'origine. Cette thèse constitue une contribution à la théorie analytique des polynômes à la lumière de ces questions.
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Denote by X(nk)(alpha), k = 1, ..., n, the zeros of the Laguerre polynomial L(n)((alpha))(X). We establish monotonicity with respect to the parameter at of certain functions involving X(nk)(alpha). As a consequence we obtain sharp upper bounds for the largest zero of L(n)((alpha))(X). (C) 2009 Elsevier B.V. All rights reserved.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Let (a, b) subset of (0, infinity) and for any positive integer n, let S-n be the Chebyshev space in [a, b] defined by S-n:= span{x(-n/2+k),k= 0,...,n}. The unique (up to a constant factor) function tau(n) is an element of S-n, which satisfies the orthogonality relation S(a)(b)tau(n)(x)q(x) (x(b - x)(x - a))(-1/2) dx = 0 for any q is an element of Sn-1, is said to be the orthogonal Chebyshev S-n-polynomials. This paper is an attempt to exibit some interesting properties of the orthogonal Chebyshev S-n-polynomials and to demonstrate their importance to the problem of approximation by S-n-polynomials. A simple proof of a Jackson-type theorem is given and the Lagrange interpolation problem by functions from S-n is discussed. It is shown also that tau(n) obeys an extremal property in L-q, 1 less than or equal to q less than or equal to infinity. Natural analogues of some inequalities for algebraic polynomials, which we expect to hold for the S-n-pelynomials, are conjectured.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).
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The radial part of the Schrodinger Equation for the H-atom's electron involves Laguerre polynomials, hence this introduction.
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We investigate infinite families of integral quadratic polynomials {fk (X)} k∈N and show that, for a fixed k ∈ N and arbitrary X ∈ N, the period length of the simple continued fraction expansion of √fk (X) is constant. Furthermore, we show that the period lengths of √fk (X) go to infinity with k. For each member of the families involved, we show how to determine, in an easy fashion, the fundamental unit of the underlying quadratic field. We also demonstrate how the simple continued fraction ex- pansion of √fk (X) is related to that of √C, where √fk (X) = ak*X^2 +bk*X + C. This continues work in [1]–[4].
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2000 Mathematics Subject Classification: 42B20, 42B25, 42B35