On the efficiency of the approximation of integrals with Hermite's algorithm
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Elwothy, D., Gaussian measures on Banach spaces and manifolds, Global Analysis ans its Applications, Vol. II, International Atomic Energy Agency, vienna, pp.151-166, 1974.
Kuo, H.H., Gaussian measures in Banach spaces, Lectures Notes in Math. Vol. 463, Springer Verlag, Berlin and New York, 1975, https://doi.org/10.1007/bfb0082007 DOI: https://doi.org/10.1007/BFb0082008
Smales, S., On the efficiency of algorithms of analysis, Bulletin of the American Mathemacial Society, volume 13, Number 2, October 1985, https://doi.org/10.1090/s0273-0979-1985-15391-1 DOI: https://doi.org/10.1090/S0273-0979-1985-15391-1
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