Rice formulae and Gaussian waves

Gaussian processes, kinematic formulae and Poincare's limit

We consider vector valued, unit variance Gaussian processes defined over stratified manifolds and the geometry of their excursion sets. In particular, we develop an explicit formula for the expectation of all the Lipschitz–Killing curvatures of these sets. Whereas our motivation is primarily probabilistic, with statistical applications in the background, this formula has also an interpretation ...

Gaussian extended cubature formulae for polyharmonic functions

The purpose of this paper is to show certain links between univariate interpolation by algebraic polynomials and the representation of polyharmonic functions. This allows us to construct cubature formulae for multivariate functions having highest order of precision with respect to the class of polyharmonic functions. We obtain a Gauss type cubature formula that uses m values of linear functiona...

Gaussian Quadrature Formulae for Arbitrary Positive Measures

We present computational methods and subroutines to compute Gaussian quadrature integration formulas for arbitrary positive measures. For expensive integrands that can be factored into well-known forms, Gaussian quadrature schemes allow for efficient evaluation of high-accuracy and -precision numerical integrals, especially compared to general ad hoc schemes. In addition, for certain well-known...

Gaussian Extended Cubature Formulae for Polyharmonic

On Multiple Node Gaussian Quadrature Formulae

k Abstract. Let fip . . , Hk be odd positive integers and »i = Z¡=.x(p¡ + 1). Let {«(.}|=j be an extended Tchebycheff system on [a, b]. Let L be a positive linear functional on U = span( {u,}). We prove that L has a unique representation in the form k M,— 1 £<p) = E Z "i/PW(f,). « < h < ■ ■ • < tk < b, 1=1 ;=0 _ k for all p G U. The proof uses the topological degree of a mapping F: D C R k —► R...