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MR1749243 (2001g:33010) 33C10 (33C45 41A55)
Peherstorfer, Franz; Petras, Knut Ultraspherical Gauss-Kronrod quadrature is not possible for $\lambda>3$. SIAM J. Numer. Anal. 37 (2000), no. 3, 927--948 (electronic).
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