In this paper we consider integration and L2-approximation for functions over Rs from weighted Hermite spaces. The first part of the paper is devoted to a comparison of several weighted Hermite spaces that appear in literature, which is interesting on its own. Then we study tractability of the integration and L2-approximation problem for the introduced Hermite spaces, which describes the growth rate of the information complexity when the error threshold ε tends to 0 and the problem dimension s grows to infinity. Our main results are characterizations of tractability in terms of the involved weights, which model the importance of the successive coordinate directions for functions from the weighted Hermite spaces.

We present a number of fast constructions of discrete Brownian paths that can be used as alternatives to principal component analysis and Brownian bridge for stratified Monte Carlo and quasi-Monte Carlo. By fast we mean that a path of length [Formula: see text] can be generated in [Formula: see text] floating point operations. We highlight some of the connections between the different constructions and we provide some numerical examples.