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Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2010, Number 12, Pages 3–19
(Mi ivm7156)
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Comparison of numerical integration formulas
N. K. Bakirov, I. R. Gallyamov Chair of Mathematics, Ufa State Aviation Technical University, Ufa, Russia
Abstract:
In this paper we study the mean-square error of numerical integration, when the integrand is a random stationary process. We obtain exact asymptotic errors of classical quadrature formulas and give lower and upper bounds for the least mean-square error.
Keywords:
quadrature formula, stationary random process.
Received: 24.04.2009
Citation:
N. K. Bakirov, I. R. Gallyamov, “Comparison of numerical integration formulas”, Izv. Vyssh. Uchebn. Zaved. Mat., 2010, no. 12, 3–19; Russian Math. (Iz. VUZ), 54:12 (2010), 1–16
Linking options:
https://www.mathnet.ru/eng/ivm7156 https://www.mathnet.ru/eng/ivm/y2010/i12/p3
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