On approximation of Gaussian integrals

DOI10.1016/S0167-7152(99)00055-3MaRDI QIDQ1807836zbMATH OpenFDO

Authors A. M. Nikouline

Publication date 23 November 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(99)00055-3

zbMATH Keywords

Banach spaceGaussian measureHilbert spaceinfinite-dimensional Gaussian integral

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) Strong limit theorems (60F15)

Cited in

(13)

• Gaussian versus optimal integration of analytic functions
• On the probabilistic approach for Gaussian Berezin integrals.
• Gaussian integration with rescaling of abscissas and weights
• Computing integrals involved the Gaussian function with a small standard deviation
• New handy and accurate approximation for the Gaussian integrals with applications to science and engineering
• Gaussian approximations of multiple integrals
• scientific article; zbMATH DE number 3884726 (Why is no real title available?)
• Study of a Class of Regularizations of 1/|x| Using Gaussian Integrals
• On using Gaussian functions with varied parameters for approximation of functions of one variable on a finite segment
• scientific article; zbMATH DE number 1916743 (Why is no real title available?)
• scientific article; zbMATH DE number 5593167 (Why is no real title available?)
• On the Gaussian approximation of vector-valued multiple integrals
• scientific article; zbMATH DE number 3391840 (Why is no real title available?)

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