We consider the classical problem of computing the expected value of a real function f of the d-variate random variable X using cubature formulæ. We use in synergy tools from Commutative Algebra for cubature rulæ, from elementary orthogonal polynomial theory and from Probability.
The algebra of interpolatory cubature formulae for generic nodes
FASSINO, CLAUDIA;RICCOMAGNO, EVA
2014-01-01
Abstract
We consider the classical problem of computing the expected value of a real function f of the d-variate random variable X using cubature formulæ. We use in synergy tools from Commutative Algebra for cubature rulæ, from elementary orthogonal polynomial theory and from Probability.
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