English

Average Case $(s, t)$-weak tractability of non-homogenous tensor product problems

Numerical Analysis 2018-02-07 v1

Abstract

We study dd-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 (s,t)(s, t)-weak tractability of this multivariate problem, and obtain a necessary and sufficient condition for s>0s>0 and t(0,1)t\in(0,1). 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

R2 v1 2026-06-23T00:12:34.586Z