Geodesic
Comparison of numerical integration formulas
Izvestiâ vysših učebnyh zavedenij. Matematika, no. 12 (2010), pp. 3-19

Voir la notice de l'article provenant de la source Math-Net.Ru

In this paper we study the mean-square error of numerical integration, when the integrand is a random stationary process. We obtain exact asymptotic errors of classical quadrature formulas and give lower and upper bounds for the least mean-square error.
Mots-clés : quadrature formula
Keywords: stationary random process. 
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     author = {N. K. Bakirov and I. R. Gallyamov},
     title = {Comparison of numerical integration formulas},
     journal = {Izvesti\^a vys\v{s}ih u\v{c}ebnyh zavedenij. Matematika},
     pages = {3--19},
     publisher = {mathdoc},
     number = {12},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IVM_2010_12_a0/}
}
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N. K. Bakirov; I. R. Gallyamov. Comparison of numerical integration formulas. Izvestiâ vysših učebnyh zavedenij. Matematika, no. 12 (2010), pp. 3-19. http://geodesic.mathdoc.fr/item/IVM_2010_12_a0/