Approximation complexity of homogeneous sums of random processes
Probability
2018-06-01 v1
Abstract
We study approximation properties of additive random fields , , which are sums of zero-mean random processes with the same continuous covariance functions. The average case approximation complexity is defined as the minimal number of evaluations of arbitrary linear functionals needed to approximate , with relative -average error not exceeding a given threshold . We investigate the growth of for arbitrary fixed and . The results are applied to sums of standard Wiener processes.
Keywords
Cite
@article{arxiv.1805.12581,
title = {Approximation complexity of homogeneous sums of random processes},
author = {A. A. Khartov and M. Zani},
journal= {arXiv preprint arXiv:1805.12581},
year = {2018}
}