Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces
Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces is a scholarly work, published in 2018 in ''Foundations of Computational Mathematics''. The main subjects of the publication include mathematical analysis, eigenvectors and eigenvalues, Monte Carlo method, Gaussian, Hilbert space, multiplicative function, applied mathematics, mathematics, covariance operator, random variable, and Quasi-Monte Carlo method. The authors study the approximation of expectations $\E(f(X))$ for Gaussian random elements $X$ with values in a separable Hilbert space $H$ and Lipschitz continuous functionals $f \colon H \to \R$.