Bounds are established for integration matrices that arise in the convergence analysis of discrete approximations to optimal control problems based on orthogonal collocation. Weighted Euclidean norm bounds are derived for both Gauss and Radau integration matrices; these weighted norm bounds yield sup-norm bounds in the error analysis.
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Decay of convolved densities via Laplace transform
Upper pointwise bounds are considered for convolution of bounded densities in terms of the associated Laplace and Legendre transforms. Applications of these bounds are illustrated in the central limit theorem with respect to the Rényi divergence.
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- Award ID(s):
- 2154001
- PAR ID:
- 10495218
- Publisher / Repository:
- Inst. Math. Statist.
- Date Published:
- Journal Name:
- The Annals of Probability
- Volume:
- 51
- Issue:
- 5
- ISSN:
- 0091-1798
- Page Range / eLocation ID:
- 1603-1615
- Subject(s) / Keyword(s):
- MSC: 60E, 60F. Key words and phrases: Convolution, decay of densities.
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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