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Stieltjes Transform
In mathematics, the Stieltjes transformation of a measure of density on a real interval is the function of the complex variable defined outside by the formula S_(z)=\int_I\frac, \qquad z \in \mathbb \setminus I. Under certain conditions we can reconstitute the density function starting from its Stieltjes transformation thanks to the inverse formula of Stieltjes-Perron. For example, if the density is continuous throughout , one will have inside this interval \rho(x)=\lim_ \frac. Connections with moments of measures If the measure of density has moments of any order defined for each integer by the equality m_=\int_I t^n\,\rho(t)\,dt, then the Stieltjes transformation of admits for each integer the asymptotic expansion in the neighbourhood of infinity given by S_(z)=\sum_^\frac+o\left(\frac\right). Under certain conditions the complete expansion as a Laurent series can be obtained: S_(z) = \sum_^\frac. Relationships to orthogonal polynomials The correspondence (f,g ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many areas of mathematics, which include number theory (the study of numbers), algebra (the study of formulas and related structures), geometry (the study of shapes and spaces that contain them), Mathematical analysis, analysis (the study of continuous changes), and set theory (presently used as a foundation for all mathematics). Mathematics involves the description and manipulation of mathematical object, abstract objects that consist of either abstraction (mathematics), abstractions from nature orin modern mathematicspurely abstract entities that are stipulated to have certain properties, called axioms. Mathematics uses pure reason to proof (mathematics), prove properties of objects, a ''proof'' consisting of a succession of applications of in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Secondary Measure
In mathematics, the secondary measure associated with a measure of positive density ρ when there is one, is a measure of positive density μ, turning the secondary polynomials associated with the orthogonal polynomials for ρ into an orthogonal system. Introduction Under certain assumptions, it is possible to obtain the existence of a secondary measure and even to express it. For example, this can be done when working in the Hilbert space ''L''2(, 1 R, ρ) : \forall x \in ,1 \qquad \mu(x)=\frac with : \varphi(x) = \lim_ 2\int_0^1\frac \, dt in the general case, or: : \varphi(x) = 2\rho(x)\text\left(\frac\right) - 2 \int_0^1\frac \, dt when ρ satisfies a Lipschitz condition. This application φ is called the reducer of ρ. More generally, μ et ρ are linked by their Stieltjes transformation with the following formula: : S_(z)=z-c_1-\frac in which ''c''1 is the moment of order 1 of the measure ρ. Secondary measures and the theory around them may be used to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Secondary Polynomials
In mathematics, the secondary polynomials \ associated with a sequence \ of polynomials orthogonal with respect to a density \rho(x) are defined by : q_n(x) = \int_\mathbb\! \frac \rho(t)\,dt. To see that the functions q_n(x) are indeed polynomials, consider the simple example of p_0(x)=x^3. Then, :\begin q_0(x) & = \int_\mathbb \! \frac \rho(t)\,dt \\ & = \int_\mathbb \! \frac \rho(t)\,dt \\ & = \int_\mathbb \! (t^2+tx+x^2)\rho(t)\,dt \\ & = \int_\mathbb \! t^2\rho(t)\,dt + x\int_\mathbb \! t\rho(t)\,dt + x^2\int_\mathbb \! \rho(t)\,dt \end which is a polynomial x provided that the three integrals in t (the moments of the density \rho) are convergent. See also * Secondary measure In mathematics, the secondary measure associated with a measure of positive density ρ when there is one, is a measure of positive density μ, turning the secondary polynomials associated with the orthogonal polynomials for ρ into an orthogonal ... Polynomials References [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Orthogonal Polynomials
In mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal In mathematics, orthogonality (mathematics), orthogonality is the generalization of the geometric notion of ''perpendicularity''. Although many authors use the two terms ''perpendicular'' and ''orthogonal'' interchangeably, the term ''perpendic ... to each other under some inner product. The most widely used orthogonal polynomials are the classical orthogonal polynomials, consisting of the Hermite polynomials, the Laguerre polynomials and the Jacobi polynomials. The Gegenbauer polynomials form the most important class of Jacobi polynomials; they include the Chebyshev polynomials, and the Legendre polynomials as special cases. These are frequently given by the Rodrigues' formula. The field of orthogonal polynomials developed in the late 19th century from a study of continued fractions by Pafnuty Chebyshev, P. L. Chebyshev and wa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Secondary Measure
In mathematics, the secondary measure associated with a measure of positive density ρ when there is one, is a measure of positive density μ, turning the secondary polynomials associated with the orthogonal polynomials for ρ into an orthogonal system. Introduction Under certain assumptions, it is possible to obtain the existence of a secondary measure and even to express it. For example, this can be done when working in the Hilbert space ''L''2(, 1 R, ρ) : \forall x \in ,1 \qquad \mu(x)=\frac with : \varphi(x) = \lim_ 2\int_0^1\frac \, dt in the general case, or: : \varphi(x) = 2\rho(x)\text\left(\frac\right) - 2 \int_0^1\frac \, dt when ρ satisfies a Lipschitz condition. This application φ is called the reducer of ρ. More generally, μ et ρ are linked by their Stieltjes transformation with the following formula: : S_(z)=z-c_1-\frac in which ''c''1 is the moment of order 1 of the measure ρ. Secondary measures and the theory around them may be used to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convergent (continued Fraction)
A simple or regular continued fraction is a continued fraction with numerators all equal one, and denominators built from a sequence \ of integer numbers. The sequence can be finite or infinite, resulting in a finite (or terminated) continued fraction like :a_0 + \cfrac or an infinite continued fraction like :a_0 + \cfrac Typically, such a continued fraction is obtained through an iterative process of representing a number as the sum of its integer part and the reciprocal of another number, then writing this other number as the sum of its integer part and another reciprocal, and so on. In the ''finite'' case, the iteration/recursion is stopped after finitely many steps by using an integer in lieu of another continued fraction. In contrast, an ''infinite'' continued fraction is an infinite expression. In either case, all integers in the sequence, other than the first, must be positive. The integers a_i are called the coefficients or terms of the continued fraction. Simple co ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Generalized Continued Fraction
A continued fraction is a mathematical expression that can be written as a fraction with a denominator that is a sum that contains another simple or continued fraction. Depending on whether this iteration terminates with a simple fraction or not, the continued fraction is finite or infinite. Different fields of mathematics have different terminology and notation for continued fraction. In number theory the standard unqualified use of the term continued fraction refers to the special case where all numerators are 1, and is treated in the article simple continued fraction. The present article treats the case where numerators and denominators are sequences \,\ of constants or functions. From the perspective of number theory, these are called generalized continued fraction. From the perspective of complex analysis or numerical analysis, however, they are just standard, and in the present article they will simply be called "continued fraction". Formulation A continued fraction is ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Secondary Polynomials
In mathematics, the secondary polynomials \ associated with a sequence \ of polynomials orthogonal with respect to a density \rho(x) are defined by : q_n(x) = \int_\mathbb\! \frac \rho(t)\,dt. To see that the functions q_n(x) are indeed polynomials, consider the simple example of p_0(x)=x^3. Then, :\begin q_0(x) & = \int_\mathbb \! \frac \rho(t)\,dt \\ & = \int_\mathbb \! \frac \rho(t)\,dt \\ & = \int_\mathbb \! (t^2+tx+x^2)\rho(t)\,dt \\ & = \int_\mathbb \! t^2\rho(t)\,dt + x\int_\mathbb \! t\rho(t)\,dt + x^2\int_\mathbb \! \rho(t)\,dt \end which is a polynomial x provided that the three integrals in t (the moments of the density \rho) are convergent. See also * Secondary measure In mathematics, the secondary measure associated with a measure of positive density ρ when there is one, is a measure of positive density μ, turning the secondary polynomials associated with the orthogonal polynomials for ρ into an orthogonal ... Polynomials References [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Moment (mathematics)
In mathematics, the moments of a function are certain quantitative measures related to the shape of the function's graph. If the function represents mass density, then the zeroth moment is the total mass, the first moment (normalized by total mass) is the center of mass, and the second moment is the moment of inertia. If the function is a probability distribution, then the first moment is the expected value, the second central moment is the variance, the third standardized moment is the skewness, and the fourth standardized moment is the kurtosis. For a distribution of mass or probability on a bounded interval, the collection of all the moments (of all orders, from to ) uniquely determines the distribution ( Hausdorff moment problem). The same is not true on unbounded intervals ( Hamburger moment problem). In the mid-nineteenth century, Pafnuty Chebyshev became the first person to think systematically in terms of the moments of random variables. Significance of th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Orthogonal Polynomials
In mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal In mathematics, orthogonality (mathematics), orthogonality is the generalization of the geometric notion of ''perpendicularity''. Although many authors use the two terms ''perpendicular'' and ''orthogonal'' interchangeably, the term ''perpendic ... to each other under some inner product. The most widely used orthogonal polynomials are the classical orthogonal polynomials, consisting of the Hermite polynomials, the Laguerre polynomials and the Jacobi polynomials. The Gegenbauer polynomials form the most important class of Jacobi polynomials; they include the Chebyshev polynomials, and the Legendre polynomials as special cases. These are frequently given by the Rodrigues' formula. The field of orthogonal polynomials developed in the late 19th century from a study of continued fractions by Pafnuty Chebyshev, P. L. Chebyshev and wa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Continuous Function
In mathematics, a continuous function is a function such that a small variation of the argument induces a small variation of the value of the function. This implies there are no abrupt changes in value, known as '' discontinuities''. More precisely, a function is continuous if arbitrarily small changes in its value can be assured by restricting to sufficiently small changes of its argument. A discontinuous function is a function that is . Until the 19th century, mathematicians largely relied on intuitive notions of continuity and considered only continuous functions. The epsilon–delta definition of a limit was introduced to formalize the definition of continuity. Continuity is one of the core concepts of calculus and mathematical analysis, where arguments and values of functions are real and complex numbers. The concept has been generalized to functions between metric spaces and between topological spaces. The latter are the most general continuous functions, and their d ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
