منابع مشابه
Series expansion of Wiener integrals via block pulse functions
In this paper, a suitable numerical method based on block pulse functions is introduced to approximate the Wiener integrals which the exact solution of them is not exist or it may be so hard to find their exact solutions. Furthermore, the error analysis of this method is given. Some numerical examples are provided which show that the approximation method has a good degree of accuracy. The main ...
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We consider solvable matrix models. We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one can reduce matrix integral to the integral over eigenvalues, which in turn is certain tau function. The resulting tau functions may be analyzed either by the m...
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ژورنال
عنوان ژورنال: Mathematics Magazine
سال: 2001
ISSN: 0025-570X
DOI: 10.2307/2691036