Gauss-Hermite quadratures for functions from Hilbert spaces with Gaussian reproducing kernels

DOI10.1007/s10543-011-0358-9zbMath1247.65034MaRDI QIDQ438718

Frances Y. Kuo, Henryk Woźniakowski

Publication date: 31 July 2012

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-011-0358-9

zbMATH Keywords

Hermite polynomials; Gauss-Hermite quadrature; reproducing kernel Hilbert space; Gaussian kernel; exponential rate of convergence; explicit error formula; integration with Gaussian weight

Mathematics Subject Classification ID

42C05: Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis

46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

Uses Software

• Matlab
• ElemStatLearn