RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2021 Volume 505, Pages 147–161 (Mi znsl7128)

This article is cited in 1 paper

Asymptotics of average case approximation complexity for tensor products of Euler integrated processes

A. A. Kravchenkoa, A. A. Khartovb

a St. Petersburg National Research University of Information Technologies, Mechanics and Optics
b Smolensk State University

Abstract: We consider random fields that are tensor products of $d$ Euler integrated processes. The average case approximation complexity for a given 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 $\varepsilon$ and $d\to\infty$ under rather weak assumptions for the smoothness parameters of the marginal processes.

Key words and phrases: average case setting, approximation complexity, tractability, Euler integrated random process, tensor product of processes, random fields, high dimension.

UDC: 519.21

Received: 05.11.2021



© Steklov Math. Inst. of RAS, 2025