A probabilistic theory for error estimation in automatic integration
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Publication:1116644
DOI10.1007/BF01396607zbMath0666.65023MaRDI QIDQ1116644
Publication date: 1989
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/133399
Wiener measure; spline interpolation; automatic integration; conditional average error; heuristic error estimation; local error-checks
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