Gauss-Hermite quadratures for functions from Hilbert spaces with Gaussian reproducing kernels

DOI10.1007/S10543-011-0358-9MaRDI QIDQ438718zbMATH OpenOpenAlexFDO

Authors H. Woźniakowski, F. Y. Kuo

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

zbMATH Keywords

reproducing kernel Hilbert spaceHermite polynomialsexponential rate of convergenceGaussian kernelexplicit error formulaGauss-Hermite quadratureintegration with Gaussian weight

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

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Cites work

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Cited in

(10)

• Approximation of Gaussians by spherical Gauss-Laguerre basis in the weighted Hilbert space
• Gaussian kernel quadrature at scaled Gauss-Hermite nodes
• Existence and uniqueness of Hermite-Birkhoff Gaussian quadrature formulas
• Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness
• Integration in reproducing kernel Hilbert spaces of Gaussian kernels
• Multivariate integration for analytic functions with Gaussian kernels
• Randomized approximation numbers on Besov classes with mixed smoothness
• scientific article; zbMATH DE number 2163352 (Why is no real title available?)
• Exponential bound of the integral of Hermite functions product with Gaussian weight
• A universal envelope for Gaussian processes and their kernels

Describes a project that uses

Uses Software

• ElemStatLearn
• Matlab

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