An error analysis for the numerical calculation of certain random integrals. I
type: Item
instance of: scholarly article
title: An error analysis for the numerical calculation of certain random integrals. I
zbMATH Open document ID: 0821.62058
author: Loren D. Pitt
author: Dao Yi Wang
author: R. Robeva
published in: The Annals of Applied Probability
publication date: 1995-08-10T00:00:00Z
Mathematics Subject Classification ID: 62M40
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 65D30
Mathematics Subject Classification ID: 62M30
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 780987
zbMATH Keywords: stochastic line integrals
zbMATH Keywords: optimal prediction of random fields and integrals
zbMATH Keywords: Whittle field
zbMATH Keywords: midpoint method
zbMATH Keywords: nonisotropic Markov fields of order 2
zbMATH Keywords: non-Markovian fields
zbMATH Keywords: wide-sense stationary random field
zbMATH Keywords: spectral density
zbMATH Keywords: exact asymptotics
zbMATH Keywords: mean squared error
zbMATH Keywords: asymptotically optimal designs
zbMATH Keywords: nonstationary and nonisotropic fields
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177004835
OpenAlex ID: W2056828225
DOI: 10.1214/AOAP/1177004835
description: scientific article; zbMATH DE number 780987