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arxiv: 1709.08910 · v1 · pith:FXEALJ3Mnew · submitted 2017-09-26 · 🧮 math.PR

Cubature rules and expected value of some complex functions

classification 🧮 math.PR
keywords randomsomecomplexcubaturedesignedexpectedrulesvalue
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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.

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