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Formulae Based on Characteristic Functional Approximations, which Preserve a Given Number of Moments

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Functional Integrals: Approximate Evaluation and Applications

Part of the book series: Mathematics and Its Applications ((MAIA,volume 249))

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Abstract

The approximate formulae from Chapter 4, based on integration of interpolation polynomials, have the fixed algebraic degree of accuracy which coincides with the degree of the interpolation polynomial. Theorem 4.5 shows the inherent difficulty of increasing the degree of the accuracy of interpolation formulae by a special choice of nodes.

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© 1993 Springer Science+Business Media Dordrecht

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Egorov, A.D., Sobolevsky, P.I., Yanovich, L.A. (1993). Formulae Based on Characteristic Functional Approximations, which Preserve a Given Number of Moments. In: Functional Integrals: Approximate Evaluation and Applications. Mathematics and Its Applications, vol 249. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-1761-6_5

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  • DOI: https://doi.org/10.1007/978-94-011-1761-6_5

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-4773-9

  • Online ISBN: 978-94-011-1761-6

  • eBook Packages: Springer Book Archive

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