ERROR BOUNDS FOR SUMPSONS QUADRATURE THROUGH ZERO MEAN GEUSSIAN WITH COVARIANCE

  • Hong, Bum-Il (Dept. of Math , and Institute of Natural Sciences Kyung Hee University) ;
  • Choi, Sung-Hee (Division of Information and Computer Science Sun Moon University) ;
  • Hahm, Nahm-Woo (Department of Mathematics University of Incheon)
  • 발행 : 2001.10.01

초록

We computed zero mean Gaussian of average error bounds pf Simpsons quadrature with convariances in [2]. In this paper, we compute zero mean Gaussian of average error bounds between Simpsons quadrature and composite Simpsons quadra-ture on four consecutive subintervals. The reason why we compute these on subintervals is because these results enable us to compute a posteriori error bounds on the whole interval in the later paper.

키워드

참고문헌

  1. An Introduction to Multivariate Statistical Analysis N.S. Bakhvalov
  2. J. of Korean Math. Soc. v.33 An Error of Simson's Quadrature in the Average Case Setting S.H. Choi;B.I. Hong
  3. Lecture Notes in Mathematics Gaussian Measures in Banach spces H.H. Kuo
  4. Lecture Notes in Mathematics Deterministic and Stochastic Error bound in Numerical Analysis E. Novak
  5. International Series of Numerical Marthematics v.112 On Multivariate Integration for Stochastic Processes K. Ritter;G.W. Wasilkowski;H. Wozniakowski
  6. Information Based Complexity J.F. Traub;G.W. Wasilkowski;H. Wozniakowski