Optimal integration of Lipschitz functions with a Gaussian weight

DOI10.1006/jcom.1997.0464zbMath0908.65013OpenAlexW2057055143MaRDI QIDQ1265143

Francisco Curbera

Publication date: 18 March 1999

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jcom.1997.0464

zbMATH Keywords

numerical examplesoptimal algorithmoptimal informationinfinite intervalLipschitz functionsworst case complexityGaussian weightoptimal integration

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items

Complexity of weighted approximation over \(\mathbb{R}\) ⋮ Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\) ⋮ Asymptotically optimal weighted numerical integration ⋮ Delayed curse of dimension for Gaussian integration ⋮ Worst case complexity of weighted approximation and integration over \(\mathbb{R}^d\)

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