کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5775388 1631605 2017 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Computing Gaussian & exponential measures of semi-algebraic sets
ترجمه فارسی عنوان
محاسبات گاوسی و مقیاس های اندازه گیری مجموعه های نیمه جبری
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی
We provide a numerical scheme to approximate as closely as desired the Gaussian or exponential measure μ(Ω) of (not necessarily compact) basic semi-algebraic sets Ω⊂Rn. We obtain two monotone (non-increasing and non-decreasing) sequences of upper and lower bounds (ω‾d), (ω_d), d∈N, each converging to μ(Ω) as d→∞. For each d, computing ω‾d or ω_d reduces to solving a semidefinite program whose size increases with d. Some preliminary (small dimension) computational experiments are encouraging and illustrate the potential of the method. The method also works for any measure whose moments are known and which satisfies Carleman's condition.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Advances in Applied Mathematics - Volume 91, October 2017, Pages 137-163
نویسندگان
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