Delayed Curse of Dimension for Gaussian Integration

Journal of Complexity

Volumn 16, Issue 2, 2000, Pages 474-506

  Curbera, Francisco ^a  

^a Fu Foundation School of Engineering and Applied Science   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001596032     PISSN: 0885064X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcom.2000.0545     Document Type: Article

References (13)

1. Curbera F. Optimal integration of Lipschitz functions with a Gaussian weight. J. Complexity. 14:1998;122-149.
2. M. Drmota, and, R. Tichy, Sequences, discrepancies, and applications, in, Lecture Notes in Mathematics, Vol, 1651, Springer-Verlag, Berlin.
3. Gradshtein I. S., Ryzhik I. M. Table of Integrals, Series and Products. 1994;Academic Press, San Diego.
4. Niederreiter H. Random Number Generation and Quasi-Monte Carlo Methods. 1992;SIAMCBMS-NSF, Philadelphia.
5. Novak E. Deterministic and Stochastic Bounds in Numerical Analysis. 1988;Springer-Verlag, Berlin/Heidelberg.
6. Schumaker L. Spline Functions: Basic Theory. 1981;Wiley, New York.
7. p spaces. ACM TOMS 10. 1984;. p. 140-151.
8. A. G. Suharev, Optimal numerical integration formulas for some classes of functions of several variables, Sov. Math. Dokl.20, 472-475.
9. Tong Y. L. The Multivariate Normal Distribution. 1990;Springer-Verlag, New York.
10. Traub J. F., Wasilkowski G. W., Woźniakowski H. Information-Based Complexity. 1988;Academic Press, San Diego.
11. Traub J. F., Werschulz A. G. Complexity and Information. 1998;Cambridge Univ. Press, Cambridge.
12. Vakhania N. N. Probability Distributions on Linear Spaces. 1981;North-HollandElsevier, New York.
13. Wasilkowski G., Woźniakowski H. On tractability of path integration. J. Math. Phys. 37:1996;2071-2086.