Research output: Contribution to journal › Article › peer-review
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 language | English |
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Pages (from-to) | 24-44 |
Journal | Journal of Complexity |
Volume | 52 |
Early online date | 3 May 2019 |
DOIs | |
State | Published - 2019 |
ID: 35792973