A new numerical quadrature formula on the unit circle

摘要

In this paper we study a quadrature formula for Bernstein–Szeg? measures on the unit circle with a fixed number of nodes and unlimited exactness. Taking into account that the Bernstein–Szeg? measures are very suitable for approximating an important class of measures we also present a quadrature formula for this type of measures such that the error can be controlled with a well-bounded formula.