De la Vallée-Poussin singular integral
An integral of the form
$$V_n(f;x)=\frac{1}{2\pi}\frac{(2n)!!}{(2n-1)!!}\int\limits_{-\pi}^\pi f(x+t)\cos^{2n}\frac t2dt$$
(see also de la Vallée-Poussin summation method). The sequence $V_n(f;x)$ converges uniformly to $f(x)$ for functions $f$ which are continuous and $2\pi$-periodic on $(-\infty,\infty)$ [1]. If
$$\left(\int\limits_{-\pi}^xf(t)dt\right)_x'=f(x)$$
at a point $x$, then $V_n(f;x)\to f(x)$ as $n\to\infty$. The following equality is valid [2]:
$$V_n(f;x)-f(x)=\frac{f''(x)}{n}+o\left(\frac1n\right).$$
References
[1] | G.H. Hardy, "Divergent series" , Clarendon Press (1949) |
[2] | I.P. Natanson, "Constructive function theory" , 1 , F. Ungar (1964) (Translated from Russian) |
Comments
The notation $(2m)!!$ stands for $2m\cdot(2m-2)\cdots2$ ($m$ terms), and $(2m-1)!!=(2m-1)(2m-3)\cdots3\cdot1$ (also $m$ terms). Thus,
$$\frac{(2n)!!}{(2n-1)!!}=\frac{2^{2n}(n!)^2}{(2n)!}.$$
De la Vallée-Poussin singular integral. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=De_la_Vall%C3%A9e-Poussin_singular_integral&oldid=23248