We study approximation properties of centred additive random fields Y d , d∈N. 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→∞. Under natural assumptions we obtain general results concerning asymptotics of n Y d (ε). We apply our results to additive random fields with marginal random processes corresponding to the Korobov kernels.

Original languageEnglish
Pages (from-to)24-44
JournalJournal of Complexity
Volume52
Early online date3 May 2019
DOIs
StatePublished - 2019

    Scopus subject areas

  • Control and Optimization
  • Applied Mathematics
  • Mathematics(all)
  • Numerical Analysis
  • Algebra and Number Theory
  • Statistics and Probability

    Research areas

  • Additive random fields, Asymptotic analysis, Average case approximation complexity, Korobov kernels

ID: 35792973