Closed Newton–Cotes Quadrature Rules for Stieltjes Integrals and Numerical Convolution of Life Distributions

DOI10.1137/0911043zbMath0704.65010OpenAlexW2055238061MaRDI QIDQ3484250

Michael Tortorella

Publication date: 1990

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0911043

zbMATH Keywords

life distributionserror analysisStieltjes integralsNewton-Cotes quadrature rulesComparisonsNumerical convolution

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (9)

Error bounds in approximating the Riemann-Stieltjes integral of \(C^{n + 1}\)-class integrands and nonsmooth integrators ⋮ Approximating the Riemann-Stieltjes integral of smooth integrands and of bounded variation integrators ⋮ Approximating the Riemann-Stieltjes integral by a trapezoidal quadrature rule with applications ⋮ Hadamard's inequality and trapezoid rules for the Riemann-Stieltjes integral ⋮ Sharp inequality of three point Gauss—Legendre quadrature rule ⋮ Estimating the inter-occurrence time distribution from superposed renewal processes ⋮ Approximation of partial distribution in renewal function calculation ⋮ Nonparametric Confidence Intervals for the Number of Spares Required for a Renewable System ⋮ The discrete moment method for the numerical integration of piecewise higher order convex functions

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