Kövari and Pommerenke [19], and Elliott [8], have shown that the truncated Faber series gives a polynomial approximation which (for practical values of the degree of the polynomial) is very close to ...
Structured low-rank approximation (SLRA) is a mathematical framework that seeks to approximate a given data matrix by another matrix of lower rank while preserving intrinsic structural properties.
We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...
This is a preview. Log in through your library . Abstract This paper concerns the application of Ortiz' recursive formulation of the Tau method to the construction of piecewise polynomial ...