Comment by sfpotter
21 hours ago
If there is, I'm not aware of it. Orthogonal polynomials come up in random matrix theory. Maybe there's something there?
But your last paragraph is exactly it... it is a "basic" fact but the consequences are profound.
Could you guys recommend an easy book on this topic?
Which topic?
Some sort of numerical analysis book that covers these topics - minimax approx, quadrature etc. I’ve read on these separately but am curious what other sorts of things would be covered in courses including that.
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