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 for some and simple averages along an extensible sequence match that rate at a set of sample sizes , then these sample sizes must grow at least geometrically. More precisely, must hold for a value that increases with . This result always rules out arithmetic sequences but never rules out sample size doubling. The same constraint holds in a root mean square setting.
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