Average Case $(s, t)$-weak tractability of non-homogenous tensor product problems
Numerical Analysis
2018-02-07 v1
Abstract
We study -variate problem in the average case setting with respect to a zero-mean Gaussian measure. The covariance kernel of this Gaussian measure is a product of univariate kernels and satisfies some special properties. We study -weak tractability of this multivariate problem, and obtain a necessary and sufficient condition for and . Our result can apply to the problems with covariance kernels corresponding to Euler and Wiener integrated processes, Korobov kernels, and analytic Korobov kernels.
Cite
@article{arxiv.1802.01829,
title = {Average Case $(s, t)$-weak tractability of non-homogenous tensor product problems},
author = {Jia Chen and Heping Wang and Jie Zhang},
journal= {arXiv preprint arXiv:1802.01829},
year = {2018}
}
Comments
20 pages