Discrete entropy of generalized Jacobi polynomials

Andrei Martínez-Finkelshtein, Paul Nevai, Ana Peña

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

Given a sequence of orthonormal polynomials on R, {pn}n≥0, with pn of degree n, we define the discrete probability distribution Ψn(x)=(Ψn,1(x),...,Ψn,n(x)), with Ψn,j(x)=(∑j=0n-1pj2(x))-1pj-12(x), j=1, ..., n. In this paper, we study the asymptotic behavior as n→∞ of the Shannon entropy S(Ψn(x))=-∑j=1nΨn,j(x)log(Ψn,j(x)), x∈(-1, 1), when the orthogonality weight is (1-x)α(1+x)βh(x), α, β>-1, and where h is real, analytic, and positive on [-1, 1]. We show that the limitlimn→∞(S(Ψn(x))-log n) exists for all x∈(-1, 1), but its value depends on the rationality of arccos(x)/π. For the particular case of the Chebyshev polynomials of the first and second kinds, we compare our asymptotic result with the explicit formulas for S(Ψn(ζj(n))), where {ζj(n)} are the zeros of pn, obtained previously in [2].

Original languageEnglish
Pages (from-to)99-110
Number of pages12
JournalJournal of Mathematical Analysis and Applications
Volume431
Issue number1
DOIs
StatePublished - 1 Nov 2015
Externally publishedYes

Keywords

  • Generalized Jacobi polynomials
  • Kullback-Leibler divergence
  • Orthogonal polynomials
  • Shannon entropy

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics

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