Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure
数值分析
2025-10-20 v1 数值分析
经典分析与常微分方程
摘要
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.
引用
@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}
}
备注
7 pages