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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 515, Pages 214–232 (Mi znsl7265)  

Approximation of multiparametric Anderson-Darling processes

A. A. Khartovab

a Smolensk State University
b St. Petersburg National Research University of Information Technologies, Mechanics and Optics
References:
Abstract: We consider a sequence of Gaussian random fields that are growing tensor products of generalized Anderson-Darling processes with a given sequence of main parameters $(\mu_j)_{j\in\mathbb{N}}$ that characterize a proximity to the Gaussian white noise. The average case approximation complexity for a given $d$-parametric random field is defined as the minimal number of values of continuous linear functionals that is needed to approximate the field with relative $2$-average error not exceeding a given threshold $\varepsilon$. In the paper we obtain logarithmic asymptotics of the average case approximation complexity for such random fields for fixed $\varepsilon\in(0,1)$ and $d\to\infty$ for in fact homogeneous case $\mu_j\to c$, $j\to\infty$, where $c\in(0,\infty)$ is a constant, and for the case $\mu_j\to\infty$, $j\to\infty$, that is rather non-standard for the practice of the similar approximation problems.
Key words and phrases: average case approximation complexity, Gaussian random fields, multivariate problems, Anderson–Darling process.
Funding agency Grant number
Russian Foundation for Basic Research 20-51-12004_ННИО_а
Received: 19.10.2022
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Khartov, “Approximation of multiparametric Anderson-Darling processes”, Probability and statistics. Part 33, Zap. Nauchn. Sem. POMI, 515, POMI, St. Petersburg, 2022, 214–232
Citation in format AMSBIB
\Bibitem{Kha22}
\by A.~A.~Khartov
\paper Approximation of multiparametric Anderson-Darling processes
\inbook Probability and statistics. Part~33
\serial Zap. Nauchn. Sem. POMI
\yr 2022
\vol 515
\pages 214--232
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7265}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4527623}
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  • https://www.mathnet.ru/eng/znsl/v515/p214
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