0
votes
0answers
32 views

The Largest Root of Associated Laguerre Polynomial

The Laguerre polynomial $L_n(x)$ is the solution to the Laguerre differential equation \begin{equation*} x\,y'' + (1 - x)\,y' + n\,y = 0. \end{equation*} The associated Laguerre polynomial ...
7
votes
2answers
584 views

Multi-dimensional moment problem

Let $\mu$ be a measure on $\def\r{\mathbb{R}}\r^n$, $1\le n \le \infty$. Given a (finite) multi-index $\bar{i} = (i_1, i_2, \ldots)$, one can define the moment $$ m_{\bar i} = \int x_i^{i_1} ...
5
votes
1answer
345 views

Numerically finding a Mercer expansion for a given covariance kernel

Let $c(r)$ be a nice, continuous function with compact support. For example, $c(r) = \tfrac 1 5 (1-r)^{11} \big( 5 + 55r + 239 r^2 + 429 r^3 \big)$ for $r \in [0,1]$, and $c(r) = 0$ otherwise. On ...