|
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
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.
Received: 19.10.2022
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
Linking options:
https://www.mathnet.ru/eng/znsl7265 https://www.mathnet.ru/eng/znsl/v515/p214
|
Statistics & downloads: |
Abstract page: | 101 | Full-text PDF : | 44 | References: | 18 |
|