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

DOI10.1137/0911043zbMath0704.65010MaRDI 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 distributions; error analysis; Stieltjes integrals; Newton-Cotes quadrature rules; Comparisons; Numerical convolution

Mathematics Subject Classification ID

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

65C99: Probabilistic methods, stochastic differential equations

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