The randomized complexity of indefinite integration (Q544127): Difference between revisions

The authors show that the error rate \(n^{-1+1/min(p,2)}\) can be obtained for the simultaneous computation of all integrals \[ \int_{[0,x]}f(t) dt \] uniformly over \(x \in [0,1]^{d}\) and \(f\in L_{p}([0,1]^{d})\), \(1\leq p\leq \infty\). They present two algorithms, one being of optimal order, the other up to logarithmic factors.