Padé approximation of Stieltjes series

AbstractUsing Nuttall's compact formula for the [n, n − 1] Pad'e approximant, the authors show that there is a natural connection between the Padé approximants of a series of Stieltjes and orthogonal polynomials. In particular, we obtain the precise error formulas. The [n, n − 1] Padé approximant in this case is just a Gaussian quadrature of the Stieltjes integral. Hence, analysis of the error is now possible and under very mild conditions it is shown that the [n, n + j], j ⩾ − 1, Padé approximants converge to the Stieltjes integral