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arxiv: 1710.10865 · v1 · pith:7LO2N6LTnew · submitted 2017-10-30 · 🧮 math.PR

Asymptotic analysis of average case approximation complexity of additive random fields

classification 🧮 math.PR
keywords varepsilonrandomadditiveapproximationaveragefieldsarbitrarycase
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We study approximation properties of sequences of centered additive random fields $Y_d$, $d\in\mathbb{N}$. The average case approximation complexity $n^{Y_d}(\varepsilon)$ is defined as the minimal number of evaluations of arbitrary linear functionals that is needed to approximate $Y_d$ with relative $2$-average error not exceeding a given threshold $\varepsilon\in(0,1)$. We investigate the growth of $n^{Y_d}(\varepsilon)$ for arbitrary fixed $\varepsilon\in(0,1)$ and $d\to\infty$. Under natural assumptions we obtain general results concerning asymptotics of $n^{Y_d}(\varepsilon)$. We apply our results to additive random fields with marginal random processes corresponding to the Korobov kernels.

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