A mean value theorem for systems of integrals

DOI10.1016/J.JMAA.2007.12.012MaRDI QIDQ2481846zbMATH OpenOpenAlexFDO

Authors Slobodanka Janković, Milan Merkle

Publication date 15 April 2008

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0705.4200

zbMATH Keywords

Carathéodory's convex hull theoremcorrelationcovariancequadrature rules

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Approximate quadratures (41A55)

Abstract: More than a century ago, G. Kowalewski stated that for each n continuous functions on a compact interval [a,b], there exists an n-point quadrature rule (with respect to Lebesgue measure on [a,b]), which is exact for given functions. Here we generalize this result to continuous functions with an arbitrary positive and finite measure on an arbitrary interval. The proof relies on a version of Caratheodory's convex hull theorem for a continuous curve, that we also prove in the paper. As applications, we give a representation of the covariance for two continuous functions of a random variable, and a most general version of Gruess' inequality.

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Cites work

• Gaussian-type Quadrature Rules for Müntz Systems
• Generalized Gaussian Quadrature Rules for Systems of Arbitrary Functions
• scientific article; zbMATH DE number 3462245 (Why is no real title available?)
• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• scientific article; zbMATH DE number 3051075 (Why is no real title available?)

Cited in

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