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Reference request on numerical integration

Let $\rho:\mathbb R^d\to\mathbb R_+$ be a density function with finite first moment, i.e. $$\int_{\mathbb R^d}~ \rho(x)dx~=~1 \quad \mbox{ and }\quad \int_{\mathbb R^d}~ |x|\rho(x)dx<+\infty.$$ For …
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