Faculty of Economics and Business Administration Publications Database

Cubature of Random Fields by Product-Type Integration Rules

Authors:
Source:
Volume: 30
Number: 3-6
Pages: 229 - 234
Month: September
Link External Source: Online Version
Year: 1995
Keywords: Cubature Random field Product-type integration rule Homogeneous random field Spectral representation
Abstract:

Cubature of random functions with multivariate domains by means of product-type integration rules is examined. Bounds for the approximation error with respect to the Lp-norm and in terms of the Lévy distance are established and an additional error bound involving the spectral measure is derived for homogeneous random fields.

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