Research output: Contribution to journal › Article › peer-review
Let X (t, ω) be an additive random field for (t, ω) ∈ [0, 1]d × Ω. We investigate the complexity of finite rank approximationX (t, ω) ≈ underover(∑, k = 1, n) ξk (ω) φ{symbol}k (t) .The results are obtained in the asymptotic setting d → ∞ as suggested by Woźniakowski [Tractability and strong tractability of linear multivariate problems, J. Complexity 10 (1994) 96-128.]; [Tractability for multivariate problems for weighted spaces of functions, in: Approximation and Probability. Banach Center Publications, vol. 72, Warsaw, 2006, pp. 407-427.]. They provide quantitative version of the curse of dimensionality: we show that the number of terms in the series needed to obtain a given relative approximation error depends exponentially on d. More precisely, this dependence is of the form Vd, and we find the explosion coefficient V.
| Original language | English |
|---|---|
| Pages (from-to) | 362-379 |
| Number of pages | 18 |
| Journal | Journal of Complexity |
| Volume | 24 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 Jan 2008 |
ID: 37009940