Cubature rules and expected value of some complex functions
Probability
2017-09-27 v1
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.
Cite
@article{arxiv.1709.08910,
title = {Cubature rules and expected value of some complex functions},
author = {Claudia Fassino and Eva Riccomagno and Maria-Piera Rogantin},
journal= {arXiv preprint arXiv:1709.08910},
year = {2017}
}
Comments
15 pages