Standard

Asymptotic analysis of average case approximation complexity of additive random fields. / Khartov, A.A. ; Zani, M.

In: Journal of Complexity, Vol. 52, 2019, p. 24-44.

Research output: Contribution to journal › Article › peer-review

Harvard

Khartov, AA & Zani, M 2019, 'Asymptotic analysis of average case approximation complexity of additive random fields', Journal of Complexity, vol. 52, pp. 24-44. https://doi.org/10.1016/j.jco.2018.04.001

APA

Khartov, A. A., & Zani, M. (2019). Asymptotic analysis of average case approximation complexity of additive random fields. Journal of Complexity, 52, 24-44. https://doi.org/10.1016/j.jco.2018.04.001

Vancouver

Khartov AA, Zani M. Asymptotic analysis of average case approximation complexity of additive random fields. Journal of Complexity. 2019;52:24-44. https://doi.org/10.1016/j.jco.2018.04.001

Author

Khartov, A.A. ; Zani, M. / Asymptotic analysis of average case approximation complexity of additive random fields. In: Journal of Complexity. 2019 ; Vol. 52. pp. 24-44.

BibTeX

@article{da466b791f4b43249ee7b9f5d2c8d9f1,
title = "Asymptotic analysis of average case approximation complexity of additive random fields",
abstract = "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. ",
keywords = "Additive random fields, Asymptotic analysis, Average case approximation complexity, Korobov kernels",
author = "A.A. Khartov and M. Zani",
year = "2019",
doi = "10.1016/j.jco.2018.04.001",
language = "English",
volume = "52",
pages = "24--44",
journal = "Journal of Complexity",
issn = "0885-064X",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Asymptotic analysis of average case approximation complexity of additive random fields

AU - Khartov, A.A.

AU - Zani, M.

PY - 2019

Y1 - 2019

N2 - 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.

AB - 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.

KW - Additive random fields

KW - Asymptotic analysis

KW - Average case approximation complexity

KW - Korobov kernels

UR - http://www.scopus.com/inward/record.url?scp=85047181564&partnerID=8YFLogxK

U2 - 10.1016/j.jco.2018.04.001

DO - 10.1016/j.jco.2018.04.001

M3 - Article

VL - 52

SP - 24

EP - 44

JO - Journal of Complexity

JF - Journal of Complexity

SN - 0885-064X

ER -

ID: 35792973