## A note on Gauss-Hermite quadrature.(English)Zbl 0813.65053

The Gauss-Hermite formula $$\int^ \infty_{-\infty} f(x) \exp (-x^ 2) dx \approx \sum^ m_{i=1} w_ i f(x_ i)$$ will provide only good results, if the integrand is sampled in a reasonable range. To this end some transformations are often necessary. This fact is discussed in this note.
Reviewer: D.Braess (Bochum)