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Approximation of the Weighted Hilbert Transform on the Real Line by an Interpolatory Process
Authors:M R Capobianco  G Criscuolo  R Giova
Institution:(1) Istituto per Applicazioni dell Matematica-C.N.R., Via Pietro Castellino, 111, 80131 Napoli, Italy;(2) Dipartimento di Matematica e Applicazioni, Universitá degli Studi di Napoli ldquoFederico IIrdquo, Complesso Monte Sant'Angelo, Edificio T, Via Cintia, 80126 Napoli, Italy
Abstract:An algorithm for the approximate evaluation of the Hilbert transform has been proposed. The convergence of the procedure is proved. The stability of the algorithm is considered and some numerical examples are given.This revised version was published online in October 2005 with corrections to the Cover Date.
Keywords:Hilbert transform  quadrature rules  Hermite polynomials  convergence  stability
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