An error analysis for the numerical calculation of certain random integrals. I

DOI10.1214/aoap/1177004835zbMath0821.62058OpenAlexW2056828225MaRDI QIDQ1894625

Loren D. Pitt, Dao Yi Wang, Raina S. Robeva

Publication date: 10 August 1995

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177004835

zbMATH Keywords

mean squared errorspectral densitymidpoint methodstochastic line integralsexact asymptoticsasymptotically optimal designsnon-Markovian fieldsnonisotropic Markov fields of order 2nonstationary and nonisotropic fieldsoptimal prediction of random fields and integralsWhittle fieldwide-sense stationary random field

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Stochastic integrals (60H05) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)

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