Cubature rules and expected value of some complex functions

Claudia Fassino; Eva Riccomagno; Maria-Piera Rogantin

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arXiv · 1709.08910

Cubature rules and expected value of some complex functions

Claudia Fassino·Eva Riccomagno·Maria-Piera Rogantin

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Abstract

The expected value of some complex valued random vectors is computed by means of the indicator function of a designed experiment as known in algebraic statistics. The general theory is set-up and results are obtained for finite discrete random vectors and the Gaussian random vector. The precision space of some cubature rules/designed experiments are determined.

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Claudia Fassino, Eva Riccomagno, Maria-Piera Rogantin. 2017-09-26. Cubature rules and expected value of some complex functions. https://arxiv.org/abs/1709.08910

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