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Author: Theodore S Chihara
Publisher: Courier Corporation
ISBN: 0486479293
Category : Mathematics
Languages : en
Pages : 276
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Book Description
"This concise introduction covers general elementary theory related to orthogonal polynomials and assumes only a first undergraduate course in real analysis. Topics include the representation theorem and distribution functions, continued fractions and chain sequences, the recurrence formula and properties of orthogonal polynomials, special functions, and some specific systems of orthogonal polynomials. 1978 edition"--
Author: Theodore S Chihara
Publisher: Courier Corporation
ISBN: 0486479293
Category : Mathematics
Languages : en
Pages : 276
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Book Description
"This concise introduction covers general elementary theory related to orthogonal polynomials and assumes only a first undergraduate course in real analysis. Topics include the representation theorem and distribution functions, continued fractions and chain sequences, the recurrence formula and properties of orthogonal polynomials, special functions, and some specific systems of orthogonal polynomials. 1978 edition"--
Author: Gabor Szeg
Publisher: American Mathematical Soc.
ISBN: 0821810235
Category : Mathematics
Languages : en
Pages : 448
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Book Description
The general theory of orthogonal polynomials was developed in the late 19th century from a study of continued fractions by P. L. Chebyshev, even though special cases were introduced earlier by Legendre, Hermite, Jacobi, Laguerre, and Chebyshev himself. It was further developed by A. A. Markov, T. J. Stieltjes, and many other mathematicians. The book by Szego, originally published in 1939, is the first monograph devoted to the theory of orthogonal polynomials and its applications in many areas, including analysis, differential equations, probability and mathematical physics. Even after all the years that have passed since the book first appeared, and with many other books on the subject published since then, this classic monograph by Szego remains an indispensable resource both as a textbook and as a reference book. It can be recommended to anyone who wants to be acquainted with this central topic of mathematical analysis.
Author: Roelof Koekoek
Publisher: Springer Science & Business Media
ISBN: 364205014X
Category : Mathematics
Languages : en
Pages : 584
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Book Description
The present book is about the Askey scheme and the q-Askey scheme, which are graphically displayed right before chapter 9 and chapter 14, respectively. The fa- lies of orthogonal polynomials in these two schemes generalize the classical orth- onal polynomials (Jacobi, Laguerre and Hermite polynomials) and they have pr- erties similar to them. In fact, they have properties so similar that I am inclined (f- lowing Andrews & Askey [34]) to call all families in the (q-)Askey scheme classical orthogonal polynomials, and to call the Jacobi, Laguerre and Hermite polynomials very classical orthogonal polynomials. These very classical orthogonal polynomials are good friends of mine since - most the beginning of my mathematical career. When I was a fresh PhD student at the Mathematical Centre (now CWI) in Amsterdam, Dick Askey spent a sabbatical there during the academic year 1969–1970. He lectured to us in a very stimulating wayabouthypergeometricfunctionsandclassicalorthogonalpolynomials. Evenb- ter, he gave us problems to solve which might be worth a PhD. He also pointed out to us that there was more than just Jacobi, Laguerre and Hermite polynomials, for instance Hahn polynomials, and that it was one of the merits of the Higher Transc- dental Functions (Bateman project) that it included some newer stuff like the Hahn polynomials (see [198, §10. 23]).
Author: Mourad Ismail
Publisher: Cambridge University Press
ISBN: 9780521782012
Category : Mathematics
Languages : en
Pages : 748
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Book Description
The first modern treatment of orthogonal polynomials from the viewpoint of special functions is now available in paperback.
Author: Wim Schoutens
Publisher: Springer Science & Business Media
ISBN: 1461211700
Category : Mathematics
Languages : en
Pages : 170
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Book Description
The book offers an accessible reference for researchers in the probability, statistics and special functions communities. It gives a variety of interdisciplinary relations between the two main ingredients of stochastic processes and orthogonal polynomials. It covers topics like time dependent and asymptotic analysis for birth-death processes and diffusions, martingale relations for Lévy processes, stochastic integrals and Stein's approximation method. Almost all well-known orthogonal polynomials, which are brought together in the so-called Askey Scheme, come into play. This volume clearly illustrates the powerful mathematical role of orthogonal polynomials in the analysis of stochastic processes and is made accessible for all mathematicians with a basic background in probability theory and mathematical analysis. Wim Schoutens is a Postdoctoral Researcher of the Fund for Scientific Research-Flanders (Belgium). He received his PhD in Science from the Catholic University of Leuven, Belgium.
Author: Percy Deift
Publisher: American Mathematical Soc.
ISBN: 0821826956
Category : Mathematics
Languages : en
Pages : 273
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Book Description
This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random n times n matrices exhibit universal behavior as n > infinity? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.
Author: Francisco Marcellàn
Publisher: Springer Science & Business Media
ISBN: 3540310622
Category : Mathematics
Languages : en
Pages : 432
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Book Description
Special functions and orthogonal polynomials in particular have been around for centuries. Can you imagine mathematics without trigonometric functions, the exponential function or polynomials? In the twentieth century the emphasis was on special functions satisfying linear differential equations, but this has now been extended to difference equations, partial differential equations and non-linear differential equations. The present set of lecture notes containes seven chapters about the current state of orthogonal polynomials and special functions and gives a view on open problems and future directions. The topics are: computational methods and software for quadrature and approximation, equilibrium problems in logarithmic potential theory, discrete orthogonal polynomials and convergence of Krylov subspace methods in numerical linear algebra, orthogonal rational functions and matrix orthogonal rational functions, orthogonal polynomials in several variables (Jack polynomials) and separation of variables, a classification of finite families of orthogonal polynomials in Askey’s scheme using Leonard pairs, and non-linear special functions associated with the Painlevé equations.
Author: Mama Foupouagnigni
Publisher: Springer Nature
ISBN: 3030367444
Category : Mathematics
Languages : en
Pages : 683
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Book Description
This book presents contributions of international and local experts from the African Institute for Mathematical Sciences (AIMS-Cameroon) and also from other local universities in the domain of orthogonal polynomials and applications. The topics addressed range from univariate to multivariate orthogonal polynomials, from multiple orthogonal polynomials and random matrices to orthogonal polynomials and Painlevé equations. The contributions are based on lectures given at the AIMS-Volkswagen Stiftung Workshop on Introduction of Orthogonal Polynomials and Applications held on October 5–12, 2018 in Douala, Cameroon. This workshop, funded within the framework of the Volkswagen Foundation Initiative "Symposia and Summer Schools", was aimed globally at promoting capacity building in terms of research and training in orthogonal polynomials and applications, discussions and development of new ideas as well as development and enhancement of networking including south-south cooperation.
Author: Richard Askey
Publisher: SIAM
ISBN: 0898710189
Category : Mathematics
Languages : en
Pages : 115
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Book Description
This volume presents the idea that one studies orthogonal polynomials and special functions to use them to solve problems.
Author: Barry Simon
Publisher: American Mathematical Soc.
ISBN: 0821848631
Category : Mathematics
Languages : en
Pages : 498
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Book Description
This two-part book is a comprehensive overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. A major theme involves the connections between the Verblunsky coefficients (the coefficients of the recurrence equation for the orthogonal polynomials) and the measures, an analog of the spectral theory of one-dimensional Schrodinger operators. Among the topics discussed along the way are the asymptotics of Toeplitz determinants (Szego's theorems), limit theorems for the density of the zeros of orthogonal polynomials, matrix representations for multiplication by $z$ (CMV matrices), periodic Verblunsky coefficients from the point of view of meromorphic functions on hyperelliptic surfaces, and connections between the theories of orthogonal polynomials on the unit circle and on the real line.
