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 function approximation for the class of continuous functions of variables. The class 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