Cubature rules and expected value of some complex functions

Cubature rules and expected value of some complex functions

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 sp...

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Veröffentlicht in:arXiv.org 2017-09
Hauptverfasser: Fassino, Claudia, Riccomagno, Eva, Maria-Piera Rogantin
Format: Artikel
Sprache:eng
Schlagworte:
Expected values
Mathematical analysis
Vectors (mathematics)
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Zusammenfassung: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.
ISSN:2331-8422