Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis

@article{Tanaka2015DiscretizingDW,
  title={Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis},
  author={Ken'ichiro Tanaka and Alexis Akira Toda},
  journal={SIAM J. Numerical Analysis},
  year={2015},
  volume={53},
  pages={2158-2177}
}