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arxiv: 1207.3143 · v3 · pith:V7XY6QUJnew · submitted 2012-07-13 · 🧮 math.ST · math.AC· stat.TH

The algebra of interpolatory cubature formulae for generic nodes

classification 🧮 math.ST math.ACstat.TH
keywords cubaturealgebraclassicalcommutativecomputingconsiderelementaryexpected
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We consider the classical problem of computing the expected value of a real function $f$ of the $d$-variate random variable $X$ using cubature formul\ae. We use in synergy tools from Commutative Algebra for cubature rul\ae, from elementary orthogonal polynomial theory and from Probability.

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