Generalized Stieltjes Polynomials and Rational Gauss–Kronrod Quadrature

Generalized Stieltjes polynomials are introduced and their asymptotic properties outside the support of the measure are studied. As applications, we prove the convergence of sequences of interpolating rational functions, whose poles are partially fixed, to Markov functions and give an asymptotic estimate of the error of rational Gauss–Kronrod quadrature formulas when functions which are analytic on some neighborhood of the set of integration are considered.