The proof of Tchakaloff's Theorem

Mathematics – Numerical Analysis

Scientific paper

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Scientific paper

We provide a simple proof of Tchakaloff's Theorem on the existence of
cubature formulas of degree $m$ for Borel measures with moments up to order
$m$. The result improves known results for non-compact supports, since we do
not need conditions on $(m+1)$st moments.

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