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Zapiski Nauchnykh Seminarov POMI, 2011, Volume 396, Pages 233–256 (Mi znsl4664)  

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
Full-text PDF (666 kB) Citations (2)
References:
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
English version:
Journal of Mathematical Sciences (New York), 2013, Volume 188, Issue 6, Pages 769–782
DOI: https://doi.org/10.1007/s10958-013-1170-7
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Kha11}
\by A.~A.~Khartov
\paper Average approximation of tensor product-type random fields of increasing dimension
\inbook Probability and statistics. Part~17
\serial Zap. Nauchn. Sem. POMI
\yr 2011
\vol 396
\pages 233--256
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl4664}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2870145}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2013
\vol 188
\issue 6
\pages 769--782
\crossref{https://doi.org/10.1007/s10958-013-1170-7}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84880575252}
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  • https://www.mathnet.ru/eng/znsl/v396/p233
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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