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Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2021, Volume 8, Issue 4, Pages 580–592
DOI: https://doi.org/10.21638/spbu01.2021.403
(Mi vspua71)
 

MATHEMATICS

An estimate of average case approximation complexity for tensor degrees of random processes

A. A. Kravchenkoa, A. A. Khartovb

a National Research University of Information Technologies, Mechanics and Optics, 49, Kronverksky pr., St. Petersburg, 197101, Russian Federation
b Smolensk State University, 4, ul. Przhevalskogo, Smolensk, 214000, Russian Federation
Abstract: We consider random fields that are tensor degrees of a random process of second order with continuous covariance function. The average case approximation complexity of a random field is defined as the minimal number of evaluations of linear functionals needed to approximate the field with relative 2-average error not exceeding a given threshold. In the present paper we estimate the growth of average case approximation complexity of random field for arbitrary high its parametric dimension and for arbitrary small error threshold. Under rather weak assumptions on the spectrum of covariance operator of the generating random process, we obtain necessary and sufficient condition that the average case approximation complexity has the upper estimate of a special form. We show that this condition covers a wide class of cases and the order of the estimate of the average case approximation complexity coincides with the order of its asymptotics, which were obtained earlier in the paper by Lifshits and Tulyakova.
Keywords: average case approximation complexity, random field, tensor degree, high dimension, tractability.
Funding agency Grant number
Russian Foundation for Basic Research 20-51-12004
The work of A. A. Khartov was supported by the joint Russian Foundation for Basic Research and German Research Foundation (grant no. 20-51-12004).
Received: 07.03.2021
Revised: 07.06.2021
Accepted: 17.07.2021
English version:
Vestnik St. Petersburg University, Mathematics, 2021, Volume 8, Issue 4, Pages 351–360
DOI: https://doi.org/10.1134/S1063454121040087
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Kravchenko, A. A. Khartov, “An estimate of average case approximation complexity for tensor degrees of random processes”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 8:4 (2021), 580–592; Vestn. St. Petersbg. Univ., Math., 8:4 (2021), 351–360
Citation in format AMSBIB
\Bibitem{KraKha21}
\by A.~A.~Kravchenko, A.~A.~Khartov
\paper An estimate of average case approximation complexity for tensor degrees of random processes
\jour Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
\yr 2021
\vol 8
\issue 4
\pages 580--592
\mathnet{http://mi.mathnet.ru/vspua71}
\crossref{https://doi.org/10.21638/spbu01.2021.403}
\transl
\jour Vestn. St. Petersbg. Univ., Math.
\yr 2021
\vol 8
\issue 4
\pages 351--360
\crossref{https://doi.org/10.1134/S1063454121040087}
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