Quadrature Formulas for Monotone Functions

DOI10.2307/2159565zbMath0760.41019OpenAlexW4243559091MaRDI QIDQ4005728

Erich Novak

Publication date: 27 September 1992

Full work available at URL: https://doi.org/10.2307/2159565

zbMATH Keywords

monotone functionsadaptive Monte Carlo methodsadaptive quadrature formulas

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Approximate quadratures (41A55) Numerical integration (65D30)

Related Items (7)

Optimal stochastic quadrature formulas for convex functions ⋮ Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\) ⋮ Average errors for zero finding: Lower bounds for smooth or monotone functions ⋮ Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse ⋮ Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case ⋮ The difficulty of Monte Carlo approximation of multivariate monotone functions ⋮ Spectral risk measures: the risk quadrangle and optimal approximation

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