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Probabilistic Error Estimation in Approximate Integration Formulas for Multivariable Functions

Authors: Ismagilov R.S., Filippova L.E. Published: 12.04.2017
Published in issue: #2(71)/2017  
DOI: 10.18698/1812-3368-2017-2-12-21

 
Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics  
Keywords: approximate integration, Gaussian measure, multivariable function, probabilistic estimates

The study examines the problem of approximate integration of multivariable functions. These functions are taken from the space with Gaussian measure. According to it, we calculated the average value of the integral standard deviation from the integral sum. The paper gives the vanishing order for the standard deviation depending on the parameters that define the integral sum. We obtained probabilistic estimates of approximate integration errors.

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