Hermite polynomial aliasing in Gaussian quadrature
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Mon, 08/03/2010 15:45 |
Eva Riccomagno (University of Genova) |
Stochastic Analysis Seminar  |
Eagle House |
| A representation of Hermite polynomials of degree 2n + 1, as sum of an element in the polynomial ideal generated by the roots of the Hermite polynomial of degree n and of a reminder, suggests a folding of multivariate polynomials over a finite set of points. From this, the expectation of some polynomial combinations of random variables normally distributed is computed. This is related to quadrature formulas and has strong links with designs of experiments. This is joint work with G. Pistone | |||