Rational Approximation of Transfer Functions for Non-Negative EPT Densities

Rational Approximation of Transfer Functions for Non-Negative EPT Densities

A stable Exponential-Polynomial-Trigonometric (EPT) probability density function is fitted to a large set of financial data. The class of EPT functions have a strictly proper continuous time rational transform. An isometry is used to derive its discrete time transfer function, also rational. This function can be written in terms of Fourier coefficients which are used as inputs to RARL2. A minim...

Approximation by Rational Functions

Approximation by Rational Functions

Making use of the Hardy-Littlewood maximal function, we give a new proof of the following theorem of Pekarski: If f' is in L log L on a finite interval, then f can be approximated in the uniform norm by rational functions of degree n to an error 0(1/n) on that interval. It is well known that approximation by rational functions of degree n can produce a dramatically smaller error than that for p...

Approximation by Rational Functions in

The denseness of rational functions with prescribed poles in the Hardy space and disk algebra is considered. Notations. C complex plane D unit disk fz : jzj < 1g Tunit circle fz : jzj = 1g H p Hardy space of analytic functions on D kfk 1 := supfjf(z)j : z 2 D g, the H 1 norm A(D) disk algebra of functions analytic on D and continuous on D P n set of polynomials of degree at most n

The best uniform polynomial approximation of two classes of rational functions

In this paper we obtain the explicit form of the best uniform polynomial approximations out of Pn of two classes of rational functions using properties of Chebyshev polynomials. In this way we present some new theorems and lemmas. Some examples will be given to support the results.