Gaussian kernel quadrature at scaled Gauss–Hermite nodes

Author:

Karvonen ToniORCID,Särkkä Simo

Funder

Academy of Finland

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Computer Networks and Communications,Software

Reference38 articles.

1. Abramowitz, M., Stegun, I.A.: Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. United States Department of Commerce, National Bureau of Standards (1964)

2. Area, I., Dimitrov, D.K., Godoy, E., Ronveaux, A.: Zeros of Gegenbauer and Hermite polynomials and connection coefficients. Math. Comput. 73(248), 1937–1951 (2004)

3. Barrow, D.L.: On multiple node Gaussian quadrature formulae. Math. Comput. 32(142), 431–439 (1978)

4. Berlinet, A., Thomas-Agnan, C.: Reproducing Kernel Hilbert Spaces in Probability and Statistics. Springer, Berlin (2004)

5. Bezhaev, A.Yu.: Cubature formulae on scattered meshes. Russ. J. Numer. Anal. Math. Model. 6(2), 95–106 (1991)

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