Speaker: Jan Vybiral (Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University)
Title: Numerical integration and Schur's product theorem
Speaker's URL: https://urldefense.com/v3/__http://people.fjfi.cvut.cz/vybirja2/index.php__;!!KGKeukY!kPDfzBtvSc-cgV6JyZFa3aQJ4kcPaa4JYMCe-uPs-T5iiVUX7V249cay7Pj97luoOQ$
Abstract: The classical Schur's product theorem says that the coordinate-wise product of two symmetric positive semi-definite matrices is a positive semi-definite matrix. We derive a new version of the Schur's product theorem and use it to solve an open problem of Erich Novak about the tractability of numerical integration in high dimensions. Furthermore, we show the consequences of the new Schur's theorem for Bochner's theorem, covariance matrices and mean values of trigonometric polynomials. This is a joint work with A. Hinrichs, D. Krieg, and E. Novak.
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ZOOM:
https://osu.zoom.us/j/95531240801?pwd=M3VjMUtRUDAwUmpzV3hnSVIzVnU1QT09
Meeting ID: 955 3124 0801
Pasw: Analysis
