English

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 YdY_d, dNd\in\mathbb{N}. The average case approximation complexity nYd(ε)n^{Y_d}(\varepsilon) is defined as the minimal number of evaluations of arbitrary linear functionals that is needed to approximate YdY_d with relative 22-average error not exceeding a given threshold ε(0,1)\varepsilon\in(0,1). We investigate the growth of nYd(ε)n^{Y_d}(\varepsilon) for arbitrary fixed ε(0,1)\varepsilon\in(0,1) and dd\to\infty. Under natural assumptions we obtain general results concerning asymptotics of nYd(ε)n^{Y_d}(\varepsilon). 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}
}
R2 v1 2026-06-22T22:29:32.096Z