Probabilistic analysis of numerical integration algorithms

DOI10.1016/0885-064X(91)90044-XzbMath0724.65020MaRDI QIDQ758101

D. Kharzeev

Publication date: 1991

Published in: Journal of Complexity (Search for Journal in Brave)

zbMATH Keywords

error estimation; Wiener measure; probabilistic model; adaptive numerical integration

Mathematics Subject Classification ID

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)