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A constraint on extensible quadrature rules

Numerical Analysis 2015-01-30 v2 Numerical Analysis

Abstract

When the worst case integration error in a family of functions decays as nαn^{-\alpha} for some α>1\alpha>1 and simple averages along an extensible sequence match that rate at a set of sample sizes n1<n2<<n_1<n_2<\dots<\infty, then these sample sizes must grow at least geometrically. More precisely, nk+1/nkρn_{k+1}/n_k\ge \rho must hold for a value 1<ρ<21<\rho<2 that increases with α\alpha. This result always rules out arithmetic sequences but never rules out sample size doubling. The same constraint holds in a root mean square setting.

Keywords

Cite

@article{arxiv.1404.5363,
  title  = {A constraint on extensible quadrature rules},
  author = {Art B. Owen},
  journal= {arXiv preprint arXiv:1404.5363},
  year   = {2015}
}

Comments

7 Pages, 1 Figure

R2 v1 2026-06-22T03:55:19.990Z