Asymptotics of average case approximation complexity for tensor products of Euler integrated processes
    
    
  
  
  
      
      
      
        
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 147-161
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			We consider random fields that are tensor products of $d$ Euler integrated processes. The average case approximation complexity for a given random field is defined as the minimal number of values of continuous linear functionals that is needed to approximate the field with relative $2$-average error not exceeding a given threshold $\varepsilon$. In the paper we obtain logarithmic asymptotics of the average case approximation complexity for such random fields for fixed $\varepsilon$ and $d\to\infty$ under rather weak assumptions for the smoothness parameters of the marginal processes.
			
            
            
            
          
        
      @article{ZNSL_2021_505_a8,
     author = {A. A. Kravchenko and A. A. Khartov},
     title = {Asymptotics of average case approximation complexity for tensor products of {Euler} integrated processes},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {147--161},
     publisher = {mathdoc},
     volume = {505},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a8/}
}
                      
                      
                    TY - JOUR AU - A. A. Kravchenko AU - A. A. Khartov TI - Asymptotics of average case approximation complexity for tensor products of Euler integrated processes JO - Zapiski Nauchnykh Seminarov POMI PY - 2021 SP - 147 EP - 161 VL - 505 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a8/ LA - ru ID - ZNSL_2021_505_a8 ER -
%0 Journal Article %A A. A. Kravchenko %A A. A. Khartov %T Asymptotics of average case approximation complexity for tensor products of Euler integrated processes %J Zapiski Nauchnykh Seminarov POMI %D 2021 %P 147-161 %V 505 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a8/ %G ru %F ZNSL_2021_505_a8
A. A. Kravchenko; A. A. Khartov. Asymptotics of average case approximation complexity for tensor products of Euler integrated processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 147-161. http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a8/