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Chebyshev and Equilibrium Measure Vs Bernstein and Lebesgue Measure

Published 24 Mar 2023 in math.OC, math.ST, and stat.TH | (2303.13975v1)

Abstract: We show that Bernstein polynomials are related to the Lebesgue measure on [0, 1] in a manner similar as Chebyshev polynomials are related to the equilibrium measure of [--1, 1]. We also show that Pell's polynomial equation satisfied by Chebyshev polynomials, provides a partition of unity of [--1, 1], the analogue of the partition of unity of [0, 1] provided by Bernstein polynomials. Both partitions of unity are interpreted as a specific algebraic certificate that the constant polynomial ''1'' is positive-on [--1, 1] via Putinar's certificate of positivity (for Chebyshev), and-on [0, 1] via Handeman's certificate of positivity (for Bernstein). Then in a second step, one combines this partition of unity with an interpretation of a duality result of Nesterov in convex conic optimization to obtain an explicit connection with the equilibrium measure on --1, 1 and Lebesgue measure on 0, 1. Finally this connection is also partially established for the ''d''-dimensional simplex.

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