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Zapiski Nauchnykh Seminarov POMI, 2013, Volume 412, Pages 252–273 (Mi znsl5647)  

This article is cited in 1 scientific paper (total in 1 paper)

Approximation in probability of tensor product-type random fields of increasing parametric dimension

A. A. Khartov

St. Petersburg State University, St. Petersburg, Russia
Full-text PDF (308 kB) Citations (1)
References:
Abstract: Consider a sequence of Gaussian tensor product-type random fields $X_d$, $d\in\mathbb N$, given by
$$ X_d(t)=\sum_{k\in\widetilde{\mathbb N}^d}\prod_{l=1}^d\lambda_{k_l}^{1/2}\,\xi_k\,\prod_{l=1}^d\psi_{k_l}(t_l),\quad t\in [0,1]^d, $$
where $(\lambda_i)_{i\in\widetilde{\mathbb N}}$ and $(\psi_i)_{i\in\widetilde{\mathbb N}}$ are all positive eigenvalues and eigenfunctions of covariance operator of process $X_1$, $(\xi_k)_{k\in\widetilde{\mathbb N}}$ are standard Gaussian random variables, and $\widetilde{\mathbb N}$ is a subset of natural numbers. We investigate the exact asymptotic behavior of probabilistic complexity of approximation for $X_d$ by partial sums $X_d^{(n)}$:
$$ n_d^{pr}(\varepsilon,\delta):=\min\Bigl\{n\in\mathbb N\colon\mathbf P\left(\|X_d-X_d^{(n)}\|^2_{2,d}>\varepsilon^2 \,\mathbf E\|X_d\|^2_{2,d}\right)\leqslant\delta\Bigr\}, $$
when the parametric dimension $d\to\infty$, the error threshold $\varepsilon\in(0,1)$ is fixed, and the confidence level $\delta=\delta_{d,\varepsilon}$ may go to zero.
Key words and phrases: tensor product-type random fields, approximation in probability, average approximation, complexity of approximation.
Received: 10.02.2013
English version:
Journal of Mathematical Sciences (New York), 2015, Volume 204, Issue 1, Pages 165–179
DOI: https://doi.org/10.1007/s10958-014-2195-2
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Khartov, “Approximation in probability of tensor product-type random fields of increasing parametric dimension”, Probability and statistics. Part 19, Zap. Nauchn. Sem. POMI, 412, POMI, St. Petersburg, 2013, 252–273; J. Math. Sci. (N. Y.), 204:1 (2015), 165–179
Citation in format AMSBIB
\Bibitem{Kha13}
\by A.~A.~Khartov
\paper Approximation in probability of tensor product-type random fields of increasing parametric dimension
\inbook Probability and statistics. Part~19
\serial Zap. Nauchn. Sem. POMI
\yr 2013
\vol 412
\pages 252--273
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5647}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3073548}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2015
\vol 204
\issue 1
\pages 165--179
\crossref{https://doi.org/10.1007/s10958-014-2195-2}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84925513858}
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  • https://www.mathnet.ru/eng/znsl/v412/p252
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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