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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 515, Pages 141–155
(Mi znsl7259)
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Energy efficient approximations of Brownian Sheet
N. A. Karagodin Saint Petersburg State University
Abstract:
For a random field $B(t_1, \ldots, t_d), t_i \in [0, T_i]$ with a reproducing kernel $H$ and any function $f\in H$ define approximation error as
$$
\mathcal{E}_{\bar T}(f, B) =\int\limits_0^{T_1}\ldots \int\limits_0^{T_d} (f(\bar t) - B(\bar t))^2 d\bar t + \lambda^2 \|f\|_{H}^2.
$$
The first term defines proximity of $f$ to $B$ and the second one defines energy efficiency of $f$. Coefficient $\lambda$ allows to balance between these two parts. The best approximation is
$$
f_{\mathrm{opt}} = \underset{f\in H}{\arg\min}\, \mathcal{E}_{\bar T}(f, B).
$$
We prove the law of large numbers on convergence of optimal approximation error of Brownian Sheet in $L^2$ and almost surely.
Key words and phrases:
energy efficient approximation, reproducing kernel, Brownian sheet, law of large numbers.
Received: 24.10.2022
Citation:
N. A. Karagodin, “Energy efficient approximations of Brownian Sheet”, Probability and statistics. Part 33, Zap. Nauchn. Sem. POMI, 515, POMI, St. Petersburg, 2022, 141–155
Linking options:
https://www.mathnet.ru/eng/znsl7259 https://www.mathnet.ru/eng/znsl/v515/p141
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Statistics & downloads: |
Abstract page: | 57 | Full-text PDF : | 22 | References: | 17 |
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