Research output: Contribution to journal › Article › peer-review
We study approximation properties of additive random fields Y d(t),t∈[0,1] d, d∈N, which are sums of d uncorrelated zero-mean random processes with continuous covariance functions. The average case approximation complexity n Y d (ε) is defined as the minimal number of evaluations of arbitrary linear functionals needed to approximate Y d, with relative 2-average error not exceeding a given threshold ε∈(0,1). We investigate the growth of n Y d (ε) for arbitrary fixed ε∈(0,1) and d→∞. The results are applied to the sums of the Wiener processes with different variance parameters.
Original language | English |
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Article number | 101399 |
Journal | Journal of Complexity |
Volume | 54 |
Early online date | 28 Feb 2019 |
DOIs | |
State | Published - Oct 2019 |
ID: 42683137