Probabilistic analysis of numerical integration algorithms

DOI10.1016/0885-064X(91)90044-XzbMath0724.65020OpenAlexW1967176776MaRDI QIDQ758101

D. Kharzeev

Publication date: 1991

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0885-064x(91)90044-x

zbMATH Keywords

error estimationWiener measureprobabilistic modeladaptive numerical integration

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

• A probabilistic theory for error estimation in automatic integration
• Gaussian measures in Banach spaces
• On the Power of Adaptive Information for Functions with Singularities
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