Uniform Approximation and Explicit Estimates for the Prolate Spheroidal Wave Functions

Abstract

For fixed $c,$ Prolate Spheroidal Wave Functions (PSWFs), denoted by $\psi_{n, c},$ form an orthogonal basis with remarkable properties for the space of band-limited functions with bandwith $c$. They have been largely studied and used after the seminal work of D. Slepian and his co-authors. In several applications, uniform estimates of the $\psi_{n,c}$ in $n$ and $c,$ are needed. To progress in this direction, we push forward the uniform approximation error bounds and give an explicit approximation of their values at $1$ in terms of the Legendre complete elliptic integral of the first kind. Also, we give an explicit formula for the accurate approximation the eigenvalues of the Sturm-Liouville operator associated with the PSWFs.