A numerical solution of multivariate normal integrals over a region B is given where the covariance matrix is the sum of a diagonal matrix D and the product of a row vector with its transpose. An ...
A systematic study of quadrature formulae for the Wiener integral ∫ F [ x ] w(dx) of the type ∫ F [ θ (u, ·) ] ν(du) is presented. The Cameron and Vladimirov quadrature formulae, which are the ...
Warshaw Collection of Business Americana Subject Categories: Office Equipment, Archives Center, National Museum of American History, Smithsonian Institution Warshaw Collection of Business Americana ...
Covers asymptotic evaluation of integrals (stationary phase and steepest descent), perturbation methods (regular and singular methods, and inner and outer expansions), multiple scale methods, and ...
P.S.—I thank Mr. C. F. Merchant for pointing out in NATURE of June 3 that the four-ordinate rule is already in use, and for giving a reference to Tchebycheff's rules, with which I was unacquainted.