For positive quadrature weights summing to the total mass , a quadrature rule exact on polynomials through polynomial degree satisfies for every such polynomial . This follows by subtracting the exactly integrated and applying the triangle inequality to the integral and weighted sum. For Gauss-Legendre quadrature with nodes, and . Exponentially decaying Chebyshev series coefficients therefore yield a bound proportional to when .
Truncate the Chebyshev series at the full degree of precision of a quadrature rule:
Since on , the geometric series estimate gives
The same bound proves uniform convergence of the original Chebyshev series, so its sum and the tail estimate are justified. Gauss-Legendre quadrature is exact on . Its positive quadrature weights sum to , hence
Therefore one explicit choice proving exponential convergence of Gaussian quadrature is
Using exactness through polynomial degree doubles the exponent compared with truncating at polynomial degree .