Gauss-Hermite quadratures for functions from Hilbert spaces with Gaussian reproducing kernels
DOI10.1007/s10543-011-0358-9zbMath1247.65034MaRDI QIDQ438718
Frances Y. Kuo, Henryk Woźniakowski
Publication date: 31 July 2012
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-011-0358-9
Hermite polynomials; Gauss-Hermite quadrature; reproducing kernel Hilbert space; Gaussian kernel; exponential rate of convergence; explicit error formula; integration with Gaussian weight
42C05: Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis
46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)
41A55: Approximate quadratures
65D32: Numerical quadrature and cubature formulas
Uses Software
