Asymptotic analysis of average case approximation complexity of additive random fields
Probability
2017-10-31 v1
Abstract
We study approximation properties of sequences of centered additive random fields , . The average case approximation complexity is defined as the minimal number of evaluations of arbitrary linear functionals that is needed to approximate with relative -average error not exceeding a given threshold . We investigate the growth of for arbitrary fixed and . Under natural assumptions we obtain general results concerning asymptotics of . We apply our results to additive random fields with marginal random processes corresponding to the Korobov kernels.
Cite
@article{arxiv.1710.10865,
title = {Asymptotic analysis of average case approximation complexity of additive random fields},
author = {A. A. Khartov and M. Zani},
journal= {arXiv preprint arXiv:1710.10865},
year = {2017}
}