Comparison of numerical integration formulas (Q646821)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Comparison of numerical integration formulas |
scientific article; zbMATH DE number 5975422
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of numerical integration formulas |
scientific article; zbMATH DE number 5975422 |
Statements
Comparison of numerical integration formulas (English)
0 references
18 November 2011
0 references
The authors study the asymptotic behavior of the mean square error of formulas for the numerical integration of a stationary random process. They compare quadrature formulas on classes of functions by using the mean integration error in a class rather than the worst functions, that mean that the mean square error is asymptotically less. The authors obtain lower and upper error bounds.
0 references
quadrature formula
0 references
stationary random process
0 references
mean square error
0 references
error bounds
0 references
