"A probabilistic error estimate of quadrature formulas accurate for Haar polynomials"
Kirillov K.A.

Quadrature formulas possessing the Haar d-property (i.e., the formulas that are accurate for Haar functions of groups with the numbers not exceeding a given number d) are studied. Previously it was proved that these quadrature formulas have the best order of convergence to zero for the error functional on the classes Sp consisting of the functions with the fast convergent Fourier-Haar series. In this paper we obtain a probabilistic error estimate on the classes Sp for the quadrature formulas possessing the Haar d-property. According to this estimate, for a function randomly chosen from Sp the order of convergence to zero for the error functional is better with an arbitrarily high probability than that obtained previously. In 1970s, I.M. Sobol studied the quadrature formulas with nodes that form Пτ grids; these formulas are also accurate for the Haar functions. This paper generalizes the result obtained by Sobol to the case of arbitrary quadrature formulas possessing the Haar d-property.

Keywords: Haar d-property, error of quadrature formula, Sp classes of functions.

  • Kirillov K.A. – Siberian Federal University, Institute of Space and Information Technologies; ulitsa Kirenskogo 26, Krasnoyarsk, 660074, Russia; Professor, e-mail: kkirillov@rambler.ru