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Gauss Quadrature for Freud Weights, Modulation Spaces, and Marcinkiewicz-Zygmund Inequalities (2208.01122v1)
Published 1 Aug 2022 in math.NA, cs.NA, and math.FA
Abstract: We study Gauss quadrature for Freud weights and derive worst case error estimates for functions in a family of associated Sobolev spaces. For the Gaussian weight $e{-\pi x2}$ these spaces coincide with a class of modulation spaces which are well-known in (time-frequency) analysis and also appear under the name of Hermite spaces. Extensions are given to more general sets of nodes that are derived from Marcinkiewicz-Zygmund inequalities. This generalization can be interpreted as a stability result for Gauss quadrature.