Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures

Satoshi Hayakawa, Harald Oberhauser, Terry Lyons

Given a probability measure $\mu$ on a set $\mathcal{X}$ and a vector-valued function $\phi$, a common problem is to construct a discrete probability measure on $\mathcal{X}$ such that…