中文

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 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.

关键词

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