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JOURNALS // Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy // Archive

Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2025 Volume 12, Issue 1, Pages 76–90 (Mi vspua341)

MATHEMATICS

On approximation complexity in average case setting for tensor degrees of random processes

K. A. Pyatkina, A. A. Khartovabc

a Smolensk State University, 4, ul. Przhevalskogo, Smolensk, 214000, Russian Federation
b Institute for information transmission problems of the Russian Academy of Sciences, 19, Bolshoy Karetny per., Moscow, 127051, Russian Federation
c ITMO University, 49, Kronverksky pr., St. Petersburg, 197101, Russian Federation

Abstract: We consider a random field with a zero mean and a continuous covariance function that is a $d$-tensor degree of a random process of second order. The average case approximation complexity $n_d(\varepsilon)$ of a random field is defined as the minimal number of evaluations of linear functionals needed to approximate the field with relative 2-average error not exceeding a given threshold $\varepsilon$. In the present paper we obtain an upper estimate for $n_d(\varepsilon)$ that is always valid (without any criteria) for any $\varepsilon$ and $d$. The logarithm of this estimate agrees well with the asymptotics that we obtain for ln $n_d(\varepsilon)$ as $d \to \infty$ with a threshold $\varepsilon = \varepsilon_d$, which can be rather quickly convergent to zero at $d \to \infty$. The estimate and the asymptotics complement and generalize the results by Lifshits and Tulyakova, by Kravchenko and Khartov in this direction.

Keywords: approximation complexity, average case setting, random fields, tensor degree, high dimension, tractability.

UDC: 519.21

MSC: 65Y20, 60G60, 41A63, 41A65

Received: 25.02.2024
Revised: 04.08.2024
Accepted: 29.08.2024

DOI: 10.21638/spbu01.2025.106



© Steklov Math. Inst. of RAS, 2025