Computation of the entropy of polynomials orthogonal on an interval

Details Computation of the entropy of polynomials orthogonal on an interval Computation of the entropy of polynomials orthogonal on an interval

2003-10-16

arxiv.org/abs/math/0310238v2

Mathematics

Numerical Analysis

Some misprints corrected; a short proof of a lemma is presented. Aprox. 20 pages, 5 figures. To appear in SIAM J. Sci. Comp

Scientific paper

We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on a series expression for the mutual energy of two probability measures naturally connected with the polynomials. The particular case of Gegenbauer polynomials is analyzed in detail. These results are applied also to the computation of the entropy of spherical harmonics, important for the study of the entropic uncertainty relations as well as the spatial complexity of physical systems in central potentials.

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