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Zapiski Nauchnykh Seminarov POMI, 2011, Volume 396, Pages 233–256
(Mi znsl4664)
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This article is cited in 2 scientific papers (total in 2 papers)
Average approximation of tensor product-type random fields of increasing dimension
A. A. Khartov Saint-Petersburg State University, Saint-Petersburg, Russia
Abstract:
Consider a sequence of random fields $X_d$, $d\in\mathbb N$, given by
$$
X_d(t)=\sum_{k\in\mathbb N^d}\prod^d_{l=1}\lambda(k_l)\xi_k\prod^d_{l=1}\varphi_{k_l}(t_l),\quad t\in[0,1]^d,
$$
where $(\lambda(i))_{i\in\mathbb N}\in l_2$, $(\varphi_i)_{i\in\mathbb N}$ is an orthonormal system in $L_2[0,1]$ and $(\xi_k)_{k\in\mathbb N^d}$ are non-correlated random variables with zero mean and unit variance. We investigate the exact asymptotic behavior of average-case complexity of approximation to $X_d$
by $n$-term partial sums providing a fixed level of relative error, as $d\to\infty$. The result depends on existence of lattice structure of $(\lambda(i))_{i\in\mathbb N}$.
Key words and phrases:
tensor product-type random fields, average approximation, average-case complexity of approximation, curse of dimensionality, exact asymptotic behavior.
Received: 21.10.2011
Citation:
A. A. Khartov, “Average approximation of tensor product-type random fields of increasing dimension”, Probability and statistics. Part 17, Zap. Nauchn. Sem. POMI, 396, POMI, St. Petersburg, 2011, 233–256; J. Math. Sci. (N. Y.), 188:6 (2013), 769–782
Linking options:
https://www.mathnet.ru/eng/znsl4664 https://www.mathnet.ru/eng/znsl/v396/p233
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Abstract page: | 265 | Full-text PDF : | 80 | References: | 54 |
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