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Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure

Numerical Analysis 2025-10-20 v1 Numerical Analysis Classical Analysis and ODEs

Abstract

We study the average case complexity of multivariate integration and L2L_2 function approximation for the class F=C([0,1]d)F=C([0,1]^d) of continuous functions of dd variables. The class FF is endowed with the isotropic Wiener measure (Brownian motion in Levy's sense). Furthermore, for both problems, only function values are used as data.

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Cite

@article{arxiv.math/9304216,
  title  = {Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure},
  author = {Grzegorz W. Wasilkowski},
  journal= {arXiv preprint arXiv:math/9304216},
  year   = {2025}
}

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7 pages