On an application of infinitely divisible distributions to quadrature problems (Q908678)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On an application of infinitely divisible distributions to quadrature problems |
scientific article |
Statements
On an application of infinitely divisible distributions to quadrature problems (English)
0 references
1988
0 references
Mean square errors are computed for approximation by the rectangular and Monte Carlo methods to integrals on [0,1] of continuous functions contained in a stochastic process generated by an infinitely divisible distribution. The error for the rectangular approximation with N equal partitions is \(O(1/N^ 2)\) and for the Monte Carlo approximation with N terms it is O(1/N). The Wiener process and the process generated by the Poisson distribution are examples of processes which are included in the theory.
0 references
quadrature
0 references
Mean square errors
0 references
Monte Carlo methods
0 references
stochastic process
0 references
infinitely divisible distribution
0 references
rectangular approximation
0 references
Wiener process
0 references
Poisson distribution
0 references